Trading Metrics calculated at close of trading on 07-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,345.0 |
1,365.1 |
20.1 |
1.5% |
1,382.6 |
High |
1,366.0 |
1,368.5 |
2.5 |
0.2% |
1,389.8 |
Low |
1,338.6 |
1,349.7 |
11.1 |
0.8% |
1,338.6 |
Close |
1,364.4 |
1,361.8 |
-2.6 |
-0.2% |
1,361.8 |
Range |
27.4 |
18.8 |
-8.6 |
-31.4% |
51.2 |
ATR |
19.7 |
19.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
186,557 |
144,867 |
-41,690 |
-22.3% |
824,996 |
|
Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.5 |
1,408.0 |
1,372.3 |
|
R3 |
1,397.5 |
1,389.0 |
1,367.0 |
|
R2 |
1,378.8 |
1,378.8 |
1,365.3 |
|
R1 |
1,370.3 |
1,370.3 |
1,363.5 |
1,365.3 |
PP |
1,360.0 |
1,360.0 |
1,360.0 |
1,357.5 |
S1 |
1,351.5 |
1,351.5 |
1,360.0 |
1,346.3 |
S2 |
1,341.3 |
1,341.3 |
1,358.3 |
|
S3 |
1,322.5 |
1,332.8 |
1,356.8 |
|
S4 |
1,303.5 |
1,314.0 |
1,351.5 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.0 |
1,490.5 |
1,390.0 |
|
R3 |
1,465.8 |
1,439.5 |
1,376.0 |
|
R2 |
1,414.5 |
1,414.5 |
1,371.3 |
|
R1 |
1,388.3 |
1,388.3 |
1,366.5 |
1,375.8 |
PP |
1,363.5 |
1,363.5 |
1,363.5 |
1,357.3 |
S1 |
1,337.0 |
1,337.0 |
1,357.0 |
1,324.5 |
S2 |
1,312.3 |
1,312.3 |
1,352.5 |
|
S3 |
1,261.0 |
1,285.8 |
1,347.8 |
|
S4 |
1,209.8 |
1,234.5 |
1,333.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,389.8 |
1,338.6 |
51.2 |
3.8% |
24.5 |
1.8% |
45% |
False |
False |
164,999 |
10 |
1,390.6 |
1,332.2 |
58.4 |
4.3% |
21.0 |
1.5% |
51% |
False |
False |
147,289 |
20 |
1,393.5 |
1,331.8 |
61.7 |
4.5% |
20.3 |
1.5% |
49% |
False |
False |
170,419 |
40 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
17.0 |
1.3% |
36% |
False |
False |
96,452 |
60 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
14.0 |
1.0% |
36% |
False |
False |
64,306 |
80 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
11.8 |
0.9% |
36% |
False |
False |
48,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,448.5 |
2.618 |
1,417.8 |
1.618 |
1,399.0 |
1.000 |
1,387.3 |
0.618 |
1,380.0 |
HIGH |
1,368.5 |
0.618 |
1,361.3 |
0.500 |
1,359.0 |
0.382 |
1,357.0 |
LOW |
1,349.8 |
0.618 |
1,338.0 |
1.000 |
1,331.0 |
1.618 |
1,319.3 |
2.618 |
1,300.5 |
4.250 |
1,269.8 |
|
|
Fisher Pivots for day following 07-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,361.0 |
1,361.5 |
PP |
1,360.0 |
1,361.0 |
S1 |
1,359.0 |
1,360.8 |
|