Trading Metrics calculated at close of trading on 06-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,658 |
20,571 |
-87 |
-0.4% |
20,527 |
High |
20,828 |
20,690 |
-138 |
-0.7% |
20,694 |
Low |
20,557 |
20,512 |
-45 |
-0.2% |
20,356 |
Close |
20,577 |
20,605 |
28 |
0.1% |
20,604 |
Range |
271 |
178 |
-93 |
-34.3% |
338 |
ATR |
150 |
152 |
2 |
1.3% |
0 |
Volume |
184,153 |
159,505 |
-24,648 |
-13.4% |
647,923 |
|
Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,136 |
21,049 |
20,703 |
|
R3 |
20,958 |
20,871 |
20,654 |
|
R2 |
20,780 |
20,780 |
20,638 |
|
R1 |
20,693 |
20,693 |
20,621 |
20,737 |
PP |
20,602 |
20,602 |
20,602 |
20,624 |
S1 |
20,515 |
20,515 |
20,589 |
20,559 |
S2 |
20,424 |
20,424 |
20,572 |
|
S3 |
20,246 |
20,337 |
20,556 |
|
S4 |
20,068 |
20,159 |
20,507 |
|
|
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% |
173 |
0.8% |
41% |
False |
False |
142,639 |
10 |
20,828 |
20,356 |
472 |
2.3% |
168 |
0.8% |
53% |
False |
False |
143,582 |
20 |
20,981 |
20,356 |
625 |
3.0% |
149 |
0.7% |
40% |
False |
False |
154,581 |
40 |
21,106 |
19,921 |
1,185 |
5.8% |
137 |
0.7% |
58% |
False |
False |
78,786 |
60 |
21,106 |
19,552 |
1,554 |
7.5% |
133 |
0.6% |
68% |
False |
False |
52,560 |
80 |
21,106 |
19,552 |
1,554 |
7.5% |
126 |
0.6% |
68% |
False |
False |
39,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,447 |
2.618 |
21,156 |
1.618 |
20,978 |
1.000 |
20,868 |
0.618 |
20,800 |
HIGH |
20,690 |
0.618 |
20,622 |
0.500 |
20,601 |
0.382 |
20,580 |
LOW |
20,512 |
0.618 |
20,402 |
1.000 |
20,334 |
1.618 |
20,224 |
2.618 |
20,046 |
4.250 |
19,756 |
|
|
Fisher Pivots for day following 06-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,604 |
20,670 |
PP |
20,602 |
20,648 |
S1 |
20,601 |
20,627 |
|