Trading Metrics calculated at close of trading on 04-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2017 |
04-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,856 |
20,872 |
16 |
0.1% |
20,599 |
High |
20,907 |
20,946 |
39 |
0.2% |
21,010 |
Low |
20,805 |
20,775 |
-30 |
-0.1% |
20,599 |
Close |
20,879 |
20,871 |
-8 |
0.0% |
20,874 |
Range |
102 |
171 |
69 |
67.6% |
411 |
ATR |
144 |
146 |
2 |
1.3% |
0 |
Volume |
97,914 |
132,693 |
34,779 |
35.5% |
632,809 |
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,377 |
21,295 |
20,965 |
|
R3 |
21,206 |
21,124 |
20,918 |
|
R2 |
21,035 |
21,035 |
20,902 |
|
R1 |
20,953 |
20,953 |
20,887 |
20,909 |
PP |
20,864 |
20,864 |
20,864 |
20,842 |
S1 |
20,782 |
20,782 |
20,855 |
20,738 |
S2 |
20,693 |
20,693 |
20,840 |
|
S3 |
20,522 |
20,611 |
20,824 |
|
S4 |
20,351 |
20,440 |
20,777 |
|
|
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 |
20,946 |
20,775 |
171 |
0.8% |
99 |
0.5% |
56% |
True |
True |
96,357 |
10 |
21,010 |
20,443 |
567 |
2.7% |
121 |
0.6% |
75% |
False |
False |
114,282 |
20 |
21,010 |
20,311 |
699 |
3.3% |
152 |
0.7% |
80% |
False |
False |
133,232 |
40 |
21,010 |
20,311 |
699 |
3.3% |
149 |
0.7% |
80% |
False |
False |
140,943 |
60 |
21,106 |
19,906 |
1,200 |
5.7% |
140 |
0.7% |
80% |
False |
False |
94,277 |
80 |
21,106 |
19,552 |
1,554 |
7.4% |
137 |
0.7% |
85% |
False |
False |
70,734 |
100 |
21,106 |
19,458 |
1,648 |
7.9% |
131 |
0.6% |
86% |
False |
False |
56,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,673 |
2.618 |
21,394 |
1.618 |
21,223 |
1.000 |
21,117 |
0.618 |
21,052 |
HIGH |
20,946 |
0.618 |
20,881 |
0.500 |
20,861 |
0.382 |
20,840 |
LOW |
20,775 |
0.618 |
20,669 |
1.000 |
20,604 |
1.618 |
20,498 |
2.618 |
20,327 |
4.250 |
20,048 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,868 |
20,868 |
PP |
20,864 |
20,864 |
S1 |
20,861 |
20,861 |
|