Trading Metrics calculated at close of trading on 04-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
19,005 |
19,035 |
30 |
0.2% |
19,145 |
High |
19,125 |
19,060 |
-65 |
-0.3% |
19,315 |
Low |
18,960 |
18,755 |
-205 |
-1.1% |
18,800 |
Close |
19,045 |
18,965 |
-80 |
-0.4% |
19,015 |
Range |
165 |
305 |
140 |
84.8% |
515 |
ATR |
235 |
240 |
5 |
2.1% |
0 |
Volume |
11,981 |
14,591 |
2,610 |
21.8% |
61,864 |
|
Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,842 |
19,708 |
19,133 |
|
R3 |
19,537 |
19,403 |
19,049 |
|
R2 |
19,232 |
19,232 |
19,021 |
|
R1 |
19,098 |
19,098 |
18,993 |
19,013 |
PP |
18,927 |
18,927 |
18,927 |
18,884 |
S1 |
18,793 |
18,793 |
18,937 |
18,708 |
S2 |
18,622 |
18,622 |
18,909 |
|
S3 |
18,317 |
18,488 |
18,881 |
|
S4 |
18,012 |
18,183 |
18,797 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,588 |
20,317 |
19,298 |
|
R3 |
20,073 |
19,802 |
19,157 |
|
R2 |
19,558 |
19,558 |
19,110 |
|
R1 |
19,287 |
19,287 |
19,062 |
19,165 |
PP |
19,043 |
19,043 |
19,043 |
18,983 |
S1 |
18,772 |
18,772 |
18,968 |
18,650 |
S2 |
18,528 |
18,528 |
18,921 |
|
S3 |
18,013 |
18,257 |
18,874 |
|
S4 |
17,498 |
17,742 |
18,732 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,315 |
18,755 |
560 |
3.0% |
234 |
1.2% |
38% |
False |
True |
12,360 |
10 |
19,315 |
18,755 |
560 |
3.0% |
251 |
1.3% |
38% |
False |
True |
13,370 |
20 |
19,665 |
18,755 |
910 |
4.8% |
230 |
1.2% |
23% |
False |
True |
11,356 |
40 |
19,665 |
18,755 |
910 |
4.8% |
228 |
1.2% |
23% |
False |
True |
6,804 |
60 |
19,665 |
18,645 |
1,020 |
5.4% |
234 |
1.2% |
31% |
False |
False |
4,539 |
80 |
19,665 |
18,645 |
1,020 |
5.4% |
202 |
1.1% |
31% |
False |
False |
3,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,356 |
2.618 |
19,859 |
1.618 |
19,554 |
1.000 |
19,365 |
0.618 |
19,249 |
HIGH |
19,060 |
0.618 |
18,944 |
0.500 |
18,908 |
0.382 |
18,872 |
LOW |
18,755 |
0.618 |
18,567 |
1.000 |
18,450 |
1.618 |
18,262 |
2.618 |
17,957 |
4.250 |
17,459 |
|
|
Fisher Pivots for day following 04-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
18,946 |
19,028 |
PP |
18,927 |
19,007 |
S1 |
18,908 |
18,986 |
|