Trading Metrics calculated at close of trading on 04-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,599 |
20,580 |
-19 |
-0.1% |
20,527 |
High |
20,648 |
20,653 |
5 |
0.0% |
20,694 |
Low |
20,451 |
20,512 |
61 |
0.3% |
20,356 |
Close |
20,590 |
20,634 |
44 |
0.2% |
20,604 |
Range |
197 |
141 |
-56 |
-28.4% |
338 |
ATR |
141 |
141 |
0 |
0.0% |
0 |
Volume |
151,669 |
112,384 |
-39,285 |
-25.9% |
647,923 |
|
Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,023 |
20,969 |
20,712 |
|
R3 |
20,882 |
20,828 |
20,673 |
|
R2 |
20,741 |
20,741 |
20,660 |
|
R1 |
20,687 |
20,687 |
20,647 |
20,714 |
PP |
20,600 |
20,600 |
20,600 |
20,613 |
S1 |
20,546 |
20,546 |
20,621 |
20,573 |
S2 |
20,459 |
20,459 |
20,608 |
|
S3 |
20,318 |
20,405 |
20,595 |
|
S4 |
20,177 |
20,264 |
20,557 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,565 |
21,423 |
20,790 |
|
R3 |
21,227 |
21,085 |
20,697 |
|
R2 |
20,889 |
20,889 |
20,666 |
|
R1 |
20,747 |
20,747 |
20,635 |
20,818 |
PP |
20,551 |
20,551 |
20,551 |
20,587 |
S1 |
20,409 |
20,409 |
20,573 |
20,480 |
S2 |
20,213 |
20,213 |
20,542 |
|
S3 |
19,875 |
20,071 |
20,511 |
|
S4 |
19,537 |
19,733 |
20,418 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,694 |
20,451 |
243 |
1.2% |
128 |
0.6% |
75% |
False |
False |
115,498 |
10 |
20,702 |
20,356 |
346 |
1.7% |
148 |
0.7% |
80% |
False |
False |
148,796 |
20 |
20,981 |
20,356 |
625 |
3.0% |
138 |
0.7% |
44% |
False |
False |
139,852 |
40 |
21,106 |
19,898 |
1,208 |
5.9% |
131 |
0.6% |
61% |
False |
False |
70,201 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
129 |
0.6% |
70% |
False |
False |
46,834 |
80 |
21,106 |
19,405 |
1,701 |
8.2% |
124 |
0.6% |
72% |
False |
False |
35,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,252 |
2.618 |
21,022 |
1.618 |
20,881 |
1.000 |
20,794 |
0.618 |
20,740 |
HIGH |
20,653 |
0.618 |
20,599 |
0.500 |
20,583 |
0.382 |
20,566 |
LOW |
20,512 |
0.618 |
20,425 |
1.000 |
20,371 |
1.618 |
20,284 |
2.618 |
20,143 |
4.250 |
19,913 |
|
|
Fisher Pivots for day following 04-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,617 |
20,610 |
PP |
20,600 |
20,585 |
S1 |
20,583 |
20,561 |
|