Trading Metrics calculated at close of trading on 17-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
1,355.5 |
1,343.8 |
-11.7 |
-0.9% |
1,360.7 |
High |
1,361.4 |
1,363.2 |
1.8 |
0.1% |
1,382.7 |
Low |
1,341.9 |
1,341.0 |
-0.9 |
-0.1% |
1,341.9 |
Close |
1,344.6 |
1,361.7 |
17.1 |
1.3% |
1,344.6 |
Range |
19.5 |
22.2 |
2.7 |
13.8% |
40.8 |
ATR |
20.1 |
20.3 |
0.1 |
0.7% |
0.0 |
Volume |
157,287 |
96,893 |
-60,394 |
-38.4% |
651,419 |
|
Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.0 |
1,414.0 |
1,374.0 |
|
R3 |
1,399.8 |
1,391.8 |
1,367.8 |
|
R2 |
1,377.5 |
1,377.5 |
1,365.8 |
|
R1 |
1,369.5 |
1,369.5 |
1,363.8 |
1,373.5 |
PP |
1,355.3 |
1,355.3 |
1,355.3 |
1,357.3 |
S1 |
1,347.5 |
1,347.5 |
1,359.8 |
1,351.3 |
S2 |
1,333.0 |
1,333.0 |
1,357.8 |
|
S3 |
1,311.0 |
1,325.3 |
1,355.5 |
|
S4 |
1,288.8 |
1,303.0 |
1,349.5 |
|
|
Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,478.8 |
1,452.5 |
1,367.0 |
|
R3 |
1,438.0 |
1,411.8 |
1,355.8 |
|
R2 |
1,397.3 |
1,397.3 |
1,352.0 |
|
R1 |
1,371.0 |
1,371.0 |
1,348.3 |
1,363.8 |
PP |
1,356.5 |
1,356.5 |
1,356.5 |
1,352.8 |
S1 |
1,330.0 |
1,330.0 |
1,340.8 |
1,322.8 |
S2 |
1,315.5 |
1,315.5 |
1,337.0 |
|
S3 |
1,274.8 |
1,289.3 |
1,333.5 |
|
S4 |
1,234.0 |
1,248.5 |
1,322.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,382.7 |
1,341.0 |
41.7 |
3.1% |
21.5 |
1.6% |
50% |
False |
True |
149,662 |
10 |
1,389.8 |
1,338.6 |
51.2 |
3.8% |
23.0 |
1.7% |
45% |
False |
False |
157,330 |
20 |
1,390.9 |
1,331.8 |
59.1 |
4.3% |
21.5 |
1.6% |
51% |
False |
False |
158,699 |
40 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
18.5 |
1.4% |
36% |
False |
False |
115,151 |
60 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
15.8 |
1.2% |
36% |
False |
False |
76,777 |
80 |
1,414.0 |
1,331.8 |
82.2 |
6.0% |
13.0 |
1.0% |
36% |
False |
False |
57,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,457.5 |
2.618 |
1,421.3 |
1.618 |
1,399.0 |
1.000 |
1,385.5 |
0.618 |
1,377.0 |
HIGH |
1,363.3 |
0.618 |
1,354.8 |
0.500 |
1,352.0 |
0.382 |
1,349.5 |
LOW |
1,341.0 |
0.618 |
1,327.3 |
1.000 |
1,318.8 |
1.618 |
1,305.0 |
2.618 |
1,283.0 |
4.250 |
1,246.8 |
|
|
Fisher Pivots for day following 17-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,358.5 |
1,361.8 |
PP |
1,355.3 |
1,361.8 |
S1 |
1,352.0 |
1,361.8 |
|