Trading Metrics calculated at close of trading on 01-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,896 |
20,894 |
-2 |
0.0% |
20,599 |
High |
20,929 |
20,923 |
-6 |
0.0% |
21,010 |
Low |
20,859 |
20,829 |
-30 |
-0.1% |
20,599 |
Close |
20,874 |
20,873 |
-1 |
0.0% |
20,874 |
Range |
70 |
94 |
24 |
34.3% |
411 |
ATR |
159 |
154 |
-5 |
-2.9% |
0 |
Volume |
89,493 |
86,530 |
-2,963 |
-3.3% |
632,809 |
|
Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,157 |
21,109 |
20,925 |
|
R3 |
21,063 |
21,015 |
20,899 |
|
R2 |
20,969 |
20,969 |
20,890 |
|
R1 |
20,921 |
20,921 |
20,882 |
20,898 |
PP |
20,875 |
20,875 |
20,875 |
20,864 |
S1 |
20,827 |
20,827 |
20,865 |
20,804 |
S2 |
20,781 |
20,781 |
20,856 |
|
S3 |
20,687 |
20,733 |
20,847 |
|
S4 |
20,593 |
20,639 |
20,821 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,061 |
21,878 |
21,100 |
|
R3 |
21,650 |
21,467 |
20,987 |
|
R2 |
21,239 |
21,239 |
20,949 |
|
R1 |
21,056 |
21,056 |
20,912 |
21,148 |
PP |
20,828 |
20,828 |
20,828 |
20,873 |
S1 |
20,645 |
20,645 |
20,836 |
20,737 |
S2 |
20,417 |
20,417 |
20,799 |
|
S3 |
20,006 |
20,234 |
20,761 |
|
S4 |
19,595 |
19,823 |
20,648 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,010 |
20,686 |
324 |
1.6% |
127 |
0.6% |
58% |
False |
False |
116,755 |
10 |
21,010 |
20,311 |
699 |
3.3% |
148 |
0.7% |
80% |
False |
False |
128,435 |
20 |
21,010 |
20,311 |
699 |
3.3% |
165 |
0.8% |
80% |
False |
False |
140,355 |
40 |
21,010 |
20,311 |
699 |
3.3% |
147 |
0.7% |
80% |
False |
False |
133,593 |
60 |
21,106 |
19,726 |
1,380 |
6.6% |
142 |
0.7% |
83% |
False |
False |
89,189 |
80 |
21,106 |
19,552 |
1,554 |
7.4% |
138 |
0.7% |
85% |
False |
False |
66,921 |
100 |
21,106 |
19,100 |
2,006 |
9.6% |
131 |
0.6% |
88% |
False |
False |
53,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,323 |
2.618 |
21,169 |
1.618 |
21,075 |
1.000 |
21,017 |
0.618 |
20,981 |
HIGH |
20,923 |
0.618 |
20,887 |
0.500 |
20,876 |
0.382 |
20,865 |
LOW |
20,829 |
0.618 |
20,771 |
1.000 |
20,735 |
1.618 |
20,677 |
2.618 |
20,583 |
4.250 |
20,430 |
|
|
Fisher Pivots for day following 01-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,876 |
20,889 |
PP |
20,875 |
20,884 |
S1 |
20,874 |
20,878 |
|