Trading Metrics calculated at close of trading on 02-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,894 |
20,871 |
-23 |
-0.1% |
20,599 |
High |
20,923 |
20,894 |
-29 |
-0.1% |
21,010 |
Low |
20,829 |
20,836 |
7 |
0.0% |
20,599 |
Close |
20,873 |
20,865 |
-8 |
0.0% |
20,874 |
Range |
94 |
58 |
-36 |
-38.3% |
411 |
ATR |
154 |
147 |
-7 |
-4.5% |
0 |
Volume |
86,530 |
75,155 |
-11,375 |
-13.1% |
632,809 |
|
Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,039 |
21,010 |
20,897 |
|
R3 |
20,981 |
20,952 |
20,881 |
|
R2 |
20,923 |
20,923 |
20,876 |
|
R1 |
20,894 |
20,894 |
20,870 |
20,880 |
PP |
20,865 |
20,865 |
20,865 |
20,858 |
S1 |
20,836 |
20,836 |
20,860 |
20,822 |
S2 |
20,807 |
20,807 |
20,854 |
|
S3 |
20,749 |
20,778 |
20,849 |
|
S4 |
20,691 |
20,720 |
20,833 |
|
|
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 |
20,829 |
181 |
0.9% |
82 |
0.4% |
20% |
False |
False |
106,484 |
10 |
21,010 |
20,311 |
699 |
3.4% |
135 |
0.6% |
79% |
False |
False |
119,617 |
20 |
21,010 |
20,311 |
699 |
3.4% |
159 |
0.8% |
79% |
False |
False |
136,529 |
40 |
21,010 |
20,311 |
699 |
3.4% |
147 |
0.7% |
79% |
False |
False |
135,446 |
60 |
21,106 |
19,870 |
1,236 |
5.9% |
139 |
0.7% |
81% |
False |
False |
90,439 |
80 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
84% |
False |
False |
67,860 |
100 |
21,106 |
19,225 |
1,881 |
9.0% |
132 |
0.6% |
87% |
False |
False |
54,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,141 |
2.618 |
21,046 |
1.618 |
20,988 |
1.000 |
20,952 |
0.618 |
20,930 |
HIGH |
20,894 |
0.618 |
20,872 |
0.500 |
20,865 |
0.382 |
20,858 |
LOW |
20,836 |
0.618 |
20,800 |
1.000 |
20,778 |
1.618 |
20,742 |
2.618 |
20,684 |
4.250 |
20,590 |
|
|
Fisher Pivots for day following 02-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,865 |
20,879 |
PP |
20,865 |
20,874 |
S1 |
20,865 |
20,870 |
|