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 |
19,475 |
19,580 |
105 |
0.5% |
18,930 |
High |
19,655 |
19,690 |
35 |
0.2% |
19,355 |
Low |
19,390 |
19,520 |
130 |
0.7% |
18,880 |
Close |
19,620 |
19,585 |
-35 |
-0.2% |
19,235 |
Range |
265 |
170 |
-95 |
-35.8% |
475 |
ATR |
228 |
224 |
-4 |
-1.8% |
0 |
Volume |
7,007 |
6,158 |
-849 |
-12.1% |
63,539 |
|
Daily Pivots for day following 04-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,108 |
20,017 |
19,679 |
|
R3 |
19,938 |
19,847 |
19,632 |
|
R2 |
19,768 |
19,768 |
19,616 |
|
R1 |
19,677 |
19,677 |
19,601 |
19,723 |
PP |
19,598 |
19,598 |
19,598 |
19,621 |
S1 |
19,507 |
19,507 |
19,570 |
19,553 |
S2 |
19,428 |
19,428 |
19,554 |
|
S3 |
19,258 |
19,337 |
19,538 |
|
S4 |
19,088 |
19,167 |
19,492 |
|
|
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 |
19,690 |
19,170 |
520 |
2.7% |
187 |
1.0% |
80% |
True |
False |
6,848 |
10 |
19,690 |
18,585 |
1,105 |
5.6% |
192 |
1.0% |
90% |
True |
False |
9,911 |
20 |
19,690 |
18,255 |
1,435 |
7.3% |
214 |
1.1% |
93% |
True |
False |
11,363 |
40 |
19,690 |
18,255 |
1,435 |
7.3% |
223 |
1.1% |
93% |
True |
False |
11,560 |
60 |
19,690 |
18,255 |
1,435 |
7.3% |
225 |
1.1% |
93% |
True |
False |
8,570 |
80 |
19,690 |
18,255 |
1,435 |
7.3% |
229 |
1.2% |
93% |
True |
False |
6,430 |
100 |
19,690 |
18,255 |
1,435 |
7.3% |
207 |
1.1% |
93% |
True |
False |
5,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,413 |
2.618 |
20,135 |
1.618 |
19,965 |
1.000 |
19,860 |
0.618 |
19,795 |
HIGH |
19,690 |
0.618 |
19,625 |
0.500 |
19,605 |
0.382 |
19,585 |
LOW |
19,520 |
0.618 |
19,415 |
1.000 |
19,350 |
1.618 |
19,245 |
2.618 |
19,075 |
4.250 |
18,798 |
|
|
Fisher Pivots for day following 04-May-2017 |
Pivot |
1 day |
3 day |
R1 |
19,605 |
19,563 |
PP |
19,598 |
19,540 |
S1 |
19,592 |
19,518 |
|