Trading Metrics calculated at close of trading on 03-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2017 |
03-May-2017 |
Change |
Change % |
Previous Week |
Open |
19,370 |
19,475 |
105 |
0.5% |
18,930 |
High |
19,530 |
19,655 |
125 |
0.6% |
19,355 |
Low |
19,345 |
19,390 |
45 |
0.2% |
18,880 |
Close |
19,480 |
19,620 |
140 |
0.7% |
19,235 |
Range |
185 |
265 |
80 |
43.2% |
475 |
ATR |
225 |
228 |
3 |
1.3% |
0 |
Volume |
7,148 |
7,007 |
-141 |
-2.0% |
63,539 |
|
Daily Pivots for day following 03-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,350 |
20,250 |
19,766 |
|
R3 |
20,085 |
19,985 |
19,693 |
|
R2 |
19,820 |
19,820 |
19,669 |
|
R1 |
19,720 |
19,720 |
19,644 |
19,770 |
PP |
19,555 |
19,555 |
19,555 |
19,580 |
S1 |
19,455 |
19,455 |
19,596 |
19,505 |
S2 |
19,290 |
19,290 |
19,572 |
|
S3 |
19,025 |
19,190 |
19,547 |
|
S4 |
18,760 |
18,925 |
19,474 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,582 |
20,383 |
19,496 |
|
R3 |
20,107 |
19,908 |
19,366 |
|
R2 |
19,632 |
19,632 |
19,322 |
|
R1 |
19,433 |
19,433 |
19,279 |
19,533 |
PP |
19,157 |
19,157 |
19,157 |
19,206 |
S1 |
18,958 |
18,958 |
19,192 |
19,058 |
S2 |
18,682 |
18,682 |
19,148 |
|
S3 |
18,207 |
18,483 |
19,105 |
|
S4 |
17,732 |
18,008 |
18,974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,655 |
19,170 |
485 |
2.5% |
176 |
0.9% |
93% |
True |
False |
7,407 |
10 |
19,655 |
18,400 |
1,255 |
6.4% |
201 |
1.0% |
97% |
True |
False |
10,291 |
20 |
19,655 |
18,255 |
1,400 |
7.1% |
218 |
1.1% |
98% |
True |
False |
11,794 |
40 |
19,665 |
18,255 |
1,410 |
7.2% |
224 |
1.1% |
97% |
False |
False |
11,575 |
60 |
19,665 |
18,255 |
1,410 |
7.2% |
225 |
1.1% |
97% |
False |
False |
8,467 |
80 |
19,665 |
18,255 |
1,410 |
7.2% |
230 |
1.2% |
97% |
False |
False |
6,353 |
100 |
19,665 |
18,255 |
1,410 |
7.2% |
206 |
1.0% |
97% |
False |
False |
5,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,781 |
2.618 |
20,349 |
1.618 |
20,084 |
1.000 |
19,920 |
0.618 |
19,819 |
HIGH |
19,655 |
0.618 |
19,554 |
0.500 |
19,523 |
0.382 |
19,491 |
LOW |
19,390 |
0.618 |
19,226 |
1.000 |
19,125 |
1.618 |
18,961 |
2.618 |
18,696 |
4.250 |
18,264 |
|
|
Fisher Pivots for day following 03-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,588 |
19,553 |
PP |
19,555 |
19,487 |
S1 |
19,523 |
19,420 |
|