Trading Metrics calculated at close of trading on 05-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,580 |
20,658 |
78 |
0.4% |
20,527 |
High |
20,653 |
20,828 |
175 |
0.8% |
20,694 |
Low |
20,512 |
20,557 |
45 |
0.2% |
20,356 |
Close |
20,634 |
20,577 |
-57 |
-0.3% |
20,604 |
Range |
141 |
271 |
130 |
92.2% |
338 |
ATR |
141 |
150 |
9 |
6.6% |
0 |
Volume |
112,384 |
184,153 |
71,769 |
63.9% |
647,923 |
|
Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,467 |
21,293 |
20,726 |
|
R3 |
21,196 |
21,022 |
20,652 |
|
R2 |
20,925 |
20,925 |
20,627 |
|
R1 |
20,751 |
20,751 |
20,602 |
20,703 |
PP |
20,654 |
20,654 |
20,654 |
20,630 |
S1 |
20,480 |
20,480 |
20,552 |
20,432 |
S2 |
20,383 |
20,383 |
20,527 |
|
S3 |
20,112 |
20,209 |
20,503 |
|
S4 |
19,841 |
19,938 |
20,428 |
|
|
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 |
20,828 |
20,451 |
377 |
1.8% |
162 |
0.8% |
33% |
True |
False |
131,612 |
10 |
20,828 |
20,356 |
472 |
2.3% |
164 |
0.8% |
47% |
True |
False |
146,350 |
20 |
20,981 |
20,356 |
625 |
3.0% |
146 |
0.7% |
35% |
False |
False |
148,653 |
40 |
21,106 |
19,906 |
1,200 |
5.8% |
135 |
0.7% |
56% |
False |
False |
74,800 |
60 |
21,106 |
19,552 |
1,554 |
7.6% |
132 |
0.6% |
66% |
False |
False |
49,902 |
80 |
21,106 |
19,458 |
1,648 |
8.0% |
126 |
0.6% |
68% |
False |
False |
37,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,980 |
2.618 |
21,538 |
1.618 |
21,267 |
1.000 |
21,099 |
0.618 |
20,996 |
HIGH |
20,828 |
0.618 |
20,725 |
0.500 |
20,693 |
0.382 |
20,661 |
LOW |
20,557 |
0.618 |
20,390 |
1.000 |
20,286 |
1.618 |
20,119 |
2.618 |
19,848 |
4.250 |
19,405 |
|
|
Fisher Pivots for day following 05-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,693 |
20,640 |
PP |
20,654 |
20,619 |
S1 |
20,616 |
20,598 |
|