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 |
1,418.2 |
1,418.6 |
0.4 |
0.0% |
1,388.4 |
High |
1,426.0 |
1,420.9 |
-5.1 |
-0.4% |
1,426.3 |
Low |
1,412.7 |
1,394.0 |
-18.7 |
-1.3% |
1,388.4 |
Close |
1,419.1 |
1,398.4 |
-20.7 |
-1.5% |
1,398.4 |
Range |
13.3 |
26.9 |
13.6 |
102.3% |
37.9 |
ATR |
19.1 |
19.6 |
0.6 |
2.9% |
0.0 |
Volume |
119,154 |
165,500 |
46,346 |
38.9% |
745,098 |
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,485.3 |
1,468.8 |
1,413.3 |
|
R3 |
1,458.3 |
1,441.8 |
1,405.8 |
|
R2 |
1,431.3 |
1,431.3 |
1,403.3 |
|
R1 |
1,414.8 |
1,414.8 |
1,400.8 |
1,409.8 |
PP |
1,404.5 |
1,404.5 |
1,404.5 |
1,401.8 |
S1 |
1,388.0 |
1,388.0 |
1,396.0 |
1,382.8 |
S2 |
1,377.5 |
1,377.5 |
1,393.5 |
|
S3 |
1,350.8 |
1,361.0 |
1,391.0 |
|
S4 |
1,323.8 |
1,334.3 |
1,383.5 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,518.0 |
1,496.3 |
1,419.3 |
|
R3 |
1,480.3 |
1,458.3 |
1,408.8 |
|
R2 |
1,442.3 |
1,442.3 |
1,405.3 |
|
R1 |
1,420.3 |
1,420.3 |
1,401.8 |
1,431.3 |
PP |
1,404.3 |
1,404.3 |
1,404.3 |
1,409.8 |
S1 |
1,382.5 |
1,382.5 |
1,395.0 |
1,393.5 |
S2 |
1,366.5 |
1,366.5 |
1,391.5 |
|
S3 |
1,328.5 |
1,344.5 |
1,388.0 |
|
S4 |
1,290.8 |
1,306.8 |
1,377.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,426.3 |
1,388.4 |
37.9 |
2.7% |
19.0 |
1.4% |
26% |
False |
False |
149,019 |
10 |
1,426.3 |
1,341.0 |
85.3 |
6.1% |
18.0 |
1.3% |
67% |
False |
False |
139,128 |
20 |
1,426.3 |
1,338.6 |
87.7 |
6.3% |
20.3 |
1.4% |
68% |
False |
False |
150,673 |
40 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
19.0 |
1.4% |
70% |
False |
False |
147,476 |
60 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
16.8 |
1.2% |
70% |
False |
False |
98,348 |
80 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
14.3 |
1.0% |
70% |
False |
False |
73,764 |
100 |
1,426.3 |
1,331.8 |
94.5 |
6.8% |
12.3 |
0.9% |
70% |
False |
False |
59,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,535.3 |
2.618 |
1,491.3 |
1.618 |
1,464.5 |
1.000 |
1,447.8 |
0.618 |
1,437.5 |
HIGH |
1,421.0 |
0.618 |
1,410.5 |
0.500 |
1,407.5 |
0.382 |
1,404.3 |
LOW |
1,394.0 |
0.618 |
1,377.5 |
1.000 |
1,367.0 |
1.618 |
1,350.5 |
2.618 |
1,323.5 |
4.250 |
1,279.8 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
1,407.5 |
1,410.3 |
PP |
1,404.5 |
1,406.3 |
S1 |
1,401.5 |
1,402.3 |
|