Trading Metrics calculated at close of trading on 27-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,546.75 |
5,535.25 |
-11.50 |
-0.2% |
5,352.75 |
High |
5,562.50 |
5,599.00 |
36.50 |
0.7% |
5,454.75 |
Low |
5,535.00 |
5,534.25 |
-0.75 |
0.0% |
5,347.75 |
Close |
5,536.25 |
5,591.00 |
54.75 |
1.0% |
5,442.00 |
Range |
27.50 |
64.75 |
37.25 |
135.5% |
107.00 |
ATR |
46.64 |
47.94 |
1.29 |
2.8% |
0.00 |
Volume |
221,754 |
194,734 |
-27,020 |
-12.2% |
1,033,572 |
|
Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,769.00 |
5,744.75 |
5,626.50 |
|
R3 |
5,704.25 |
5,680.00 |
5,608.75 |
|
R2 |
5,639.50 |
5,639.50 |
5,602.75 |
|
R1 |
5,615.25 |
5,615.25 |
5,597.00 |
5,627.50 |
PP |
5,574.75 |
5,574.75 |
5,574.75 |
5,580.75 |
S1 |
5,550.50 |
5,550.50 |
5,585.00 |
5,562.50 |
S2 |
5,510.00 |
5,510.00 |
5,579.25 |
|
S3 |
5,445.25 |
5,485.75 |
5,573.25 |
|
S4 |
5,380.50 |
5,421.00 |
5,555.50 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,735.75 |
5,696.00 |
5,500.75 |
|
R3 |
5,628.75 |
5,589.00 |
5,471.50 |
|
R2 |
5,521.75 |
5,521.75 |
5,461.50 |
|
R1 |
5,482.00 |
5,482.00 |
5,451.75 |
5,502.00 |
PP |
5,414.75 |
5,414.75 |
5,414.75 |
5,424.75 |
S1 |
5,375.00 |
5,375.00 |
5,432.25 |
5,395.00 |
S2 |
5,307.75 |
5,307.75 |
5,422.50 |
|
S3 |
5,200.75 |
5,268.00 |
5,412.50 |
|
S4 |
5,093.75 |
5,161.00 |
5,383.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,599.00 |
5,427.50 |
171.50 |
3.1% |
44.00 |
0.8% |
95% |
True |
False |
199,122 |
10 |
5,599.00 |
5,347.50 |
251.50 |
4.5% |
45.50 |
0.8% |
97% |
True |
False |
211,421 |
20 |
5,599.00 |
5,347.50 |
251.50 |
4.5% |
46.50 |
0.8% |
97% |
True |
False |
225,872 |
40 |
5,599.00 |
5,315.00 |
284.00 |
5.1% |
44.75 |
0.8% |
97% |
True |
False |
199,989 |
60 |
5,599.00 |
5,119.50 |
479.50 |
8.6% |
42.00 |
0.7% |
98% |
True |
False |
133,507 |
80 |
5,599.00 |
4,878.00 |
721.00 |
12.9% |
41.25 |
0.7% |
99% |
True |
False |
100,191 |
100 |
5,599.00 |
4,711.00 |
888.00 |
15.9% |
42.00 |
0.8% |
99% |
True |
False |
80,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,874.25 |
2.618 |
5,768.50 |
1.618 |
5,703.75 |
1.000 |
5,663.75 |
0.618 |
5,639.00 |
HIGH |
5,599.00 |
0.618 |
5,574.25 |
0.500 |
5,566.50 |
0.382 |
5,559.00 |
LOW |
5,534.25 |
0.618 |
5,494.25 |
1.000 |
5,469.50 |
1.618 |
5,429.50 |
2.618 |
5,364.75 |
4.250 |
5,259.00 |
|
|
Fisher Pivots for day following 27-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,583.00 |
5,577.00 |
PP |
5,574.75 |
5,563.00 |
S1 |
5,566.50 |
5,549.00 |
|