Trading Metrics calculated at close of trading on 27-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,930 |
20,900 |
-30 |
-0.1% |
20,380 |
High |
21,010 |
20,949 |
-61 |
-0.3% |
20,584 |
Low |
20,900 |
20,871 |
-29 |
-0.1% |
20,311 |
Close |
20,905 |
20,898 |
-7 |
0.0% |
20,503 |
Range |
110 |
78 |
-32 |
-29.1% |
273 |
ATR |
172 |
165 |
-7 |
-3.9% |
0 |
Volume |
164,795 |
116,450 |
-48,345 |
-29.3% |
663,961 |
|
Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,140 |
21,097 |
20,941 |
|
R3 |
21,062 |
21,019 |
20,920 |
|
R2 |
20,984 |
20,984 |
20,912 |
|
R1 |
20,941 |
20,941 |
20,905 |
20,924 |
PP |
20,906 |
20,906 |
20,906 |
20,897 |
S1 |
20,863 |
20,863 |
20,891 |
20,846 |
S2 |
20,828 |
20,828 |
20,884 |
|
S3 |
20,750 |
20,785 |
20,877 |
|
S4 |
20,672 |
20,707 |
20,855 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,285 |
21,167 |
20,653 |
|
R3 |
21,012 |
20,894 |
20,578 |
|
R2 |
20,739 |
20,739 |
20,553 |
|
R1 |
20,621 |
20,621 |
20,528 |
20,680 |
PP |
20,466 |
20,466 |
20,466 |
20,496 |
S1 |
20,348 |
20,348 |
20,478 |
20,407 |
S2 |
20,193 |
20,193 |
20,453 |
|
S3 |
19,920 |
20,075 |
20,428 |
|
S4 |
19,647 |
19,802 |
20,353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,010 |
20,443 |
567 |
2.7% |
143 |
0.7% |
80% |
False |
False |
132,207 |
10 |
21,010 |
20,311 |
699 |
3.3% |
169 |
0.8% |
84% |
False |
False |
136,882 |
20 |
21,010 |
20,311 |
699 |
3.3% |
167 |
0.8% |
84% |
False |
False |
142,046 |
40 |
21,075 |
20,311 |
764 |
3.7% |
150 |
0.7% |
77% |
False |
False |
129,240 |
60 |
21,106 |
19,676 |
1,430 |
6.8% |
143 |
0.7% |
85% |
False |
False |
86,258 |
80 |
21,106 |
19,552 |
1,554 |
7.4% |
139 |
0.7% |
87% |
False |
False |
64,721 |
100 |
21,106 |
19,004 |
2,102 |
10.1% |
130 |
0.6% |
90% |
False |
False |
51,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,281 |
2.618 |
21,153 |
1.618 |
21,075 |
1.000 |
21,027 |
0.618 |
20,997 |
HIGH |
20,949 |
0.618 |
20,919 |
0.500 |
20,910 |
0.382 |
20,901 |
LOW |
20,871 |
0.618 |
20,823 |
1.000 |
20,793 |
1.618 |
20,745 |
2.618 |
20,667 |
4.250 |
20,540 |
|
|
Fisher Pivots for day following 27-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,910 |
20,881 |
PP |
20,906 |
20,865 |
S1 |
20,902 |
20,848 |
|