Trading Metrics calculated at close of trading on 12-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,606 |
20,596 |
-10 |
0.0% |
20,599 |
High |
20,623 |
20,639 |
16 |
0.1% |
20,828 |
Low |
20,448 |
20,490 |
42 |
0.2% |
20,451 |
Close |
20,593 |
20,516 |
-77 |
-0.4% |
20,599 |
Range |
175 |
149 |
-26 |
-14.9% |
377 |
ATR |
156 |
156 |
-1 |
-0.3% |
0 |
Volume |
191,207 |
157,299 |
-33,908 |
-17.7% |
774,143 |
|
Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,995 |
20,905 |
20,598 |
|
R3 |
20,846 |
20,756 |
20,557 |
|
R2 |
20,697 |
20,697 |
20,543 |
|
R1 |
20,607 |
20,607 |
20,530 |
20,578 |
PP |
20,548 |
20,548 |
20,548 |
20,534 |
S1 |
20,458 |
20,458 |
20,502 |
20,429 |
S2 |
20,399 |
20,399 |
20,489 |
|
S3 |
20,250 |
20,309 |
20,475 |
|
S4 |
20,101 |
20,160 |
20,434 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,757 |
21,555 |
20,806 |
|
R3 |
21,380 |
21,178 |
20,703 |
|
R2 |
21,003 |
21,003 |
20,668 |
|
R1 |
20,801 |
20,801 |
20,634 |
20,788 |
PP |
20,626 |
20,626 |
20,626 |
20,619 |
S1 |
20,424 |
20,424 |
20,565 |
20,411 |
S2 |
20,249 |
20,249 |
20,530 |
|
S3 |
19,872 |
20,047 |
20,495 |
|
S4 |
19,495 |
19,670 |
20,392 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,691 |
20,448 |
243 |
1.2% |
170 |
0.8% |
28% |
False |
False |
162,810 |
10 |
20,828 |
20,448 |
380 |
1.9% |
166 |
0.8% |
18% |
False |
False |
147,211 |
20 |
20,981 |
20,356 |
625 |
3.0% |
160 |
0.8% |
26% |
False |
False |
155,687 |
40 |
21,106 |
20,356 |
750 |
3.7% |
140 |
0.7% |
21% |
False |
False |
95,130 |
60 |
21,106 |
19,552 |
1,554 |
7.6% |
136 |
0.7% |
62% |
False |
False |
63,463 |
80 |
21,106 |
19,552 |
1,554 |
7.6% |
127 |
0.6% |
62% |
False |
False |
47,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,272 |
2.618 |
21,029 |
1.618 |
20,880 |
1.000 |
20,788 |
0.618 |
20,731 |
HIGH |
20,639 |
0.618 |
20,582 |
0.500 |
20,565 |
0.382 |
20,547 |
LOW |
20,490 |
0.618 |
20,398 |
1.000 |
20,341 |
1.618 |
20,249 |
2.618 |
20,100 |
4.250 |
19,857 |
|
|
Fisher Pivots for day following 12-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,565 |
20,570 |
PP |
20,548 |
20,552 |
S1 |
20,532 |
20,534 |
|