Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,535.25 |
5,584.50 |
49.25 |
0.9% |
5,471.00 |
High |
5,599.00 |
5,597.75 |
-1.25 |
0.0% |
5,599.00 |
Low |
5,534.25 |
5,571.75 |
37.50 |
0.7% |
5,471.00 |
Close |
5,591.00 |
5,580.50 |
-10.50 |
-0.2% |
5,580.50 |
Range |
64.75 |
26.00 |
-38.75 |
-59.8% |
128.00 |
ATR |
47.94 |
46.37 |
-1.57 |
-3.3% |
0.00 |
Volume |
194,734 |
185,941 |
-8,793 |
-4.5% |
987,798 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,661.25 |
5,647.00 |
5,594.75 |
|
R3 |
5,635.25 |
5,621.00 |
5,587.75 |
|
R2 |
5,609.25 |
5,609.25 |
5,585.25 |
|
R1 |
5,595.00 |
5,595.00 |
5,583.00 |
5,589.00 |
PP |
5,583.25 |
5,583.25 |
5,583.25 |
5,580.50 |
S1 |
5,569.00 |
5,569.00 |
5,578.00 |
5,563.00 |
S2 |
5,557.25 |
5,557.25 |
5,575.75 |
|
S3 |
5,531.25 |
5,543.00 |
5,573.25 |
|
S4 |
5,505.25 |
5,517.00 |
5,566.25 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,934.25 |
5,885.25 |
5,651.00 |
|
R3 |
5,806.25 |
5,757.25 |
5,615.75 |
|
R2 |
5,678.25 |
5,678.25 |
5,604.00 |
|
R1 |
5,629.25 |
5,629.25 |
5,592.25 |
5,653.75 |
PP |
5,550.25 |
5,550.25 |
5,550.25 |
5,562.50 |
S1 |
5,501.25 |
5,501.25 |
5,568.75 |
5,525.75 |
S2 |
5,422.25 |
5,422.25 |
5,557.00 |
|
S3 |
5,294.25 |
5,373.25 |
5,545.25 |
|
S4 |
5,166.25 |
5,245.25 |
5,510.00 |
|
|
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 |
5,471.00 |
128.00 |
2.3% |
43.75 |
0.8% |
86% |
False |
False |
197,559 |
10 |
5,599.00 |
5,347.75 |
251.25 |
4.5% |
43.00 |
0.8% |
93% |
False |
False |
202,137 |
20 |
5,599.00 |
5,347.50 |
251.50 |
4.5% |
46.50 |
0.8% |
93% |
False |
False |
227,013 |
40 |
5,599.00 |
5,315.00 |
284.00 |
5.1% |
44.50 |
0.8% |
93% |
False |
False |
204,598 |
60 |
5,599.00 |
5,119.50 |
479.50 |
8.6% |
41.75 |
0.7% |
96% |
False |
False |
136,597 |
80 |
5,599.00 |
4,903.00 |
696.00 |
12.5% |
41.00 |
0.7% |
97% |
False |
False |
102,513 |
100 |
5,599.00 |
4,713.00 |
886.00 |
15.9% |
42.00 |
0.8% |
98% |
False |
False |
82,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,708.25 |
2.618 |
5,665.75 |
1.618 |
5,639.75 |
1.000 |
5,623.75 |
0.618 |
5,613.75 |
HIGH |
5,597.75 |
0.618 |
5,587.75 |
0.500 |
5,584.75 |
0.382 |
5,581.75 |
LOW |
5,571.75 |
0.618 |
5,555.75 |
1.000 |
5,545.75 |
1.618 |
5,529.75 |
2.618 |
5,503.75 |
4.250 |
5,461.25 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,584.75 |
5,576.00 |
PP |
5,583.25 |
5,571.25 |
S1 |
5,582.00 |
5,566.50 |
|