Trading Metrics calculated at close of trading on 17-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
1,341.0 |
1,348.0 |
7.0 |
0.5% |
1,333.0 |
High |
1,348.8 |
1,348.1 |
-0.7 |
-0.1% |
1,365.4 |
Low |
1,341.0 |
1,339.0 |
-2.0 |
-0.1% |
1,327.0 |
Close |
1,347.5 |
1,347.2 |
-0.3 |
0.0% |
1,344.8 |
Range |
7.8 |
9.1 |
1.3 |
16.7% |
38.4 |
ATR |
15.3 |
14.9 |
-0.4 |
-2.9% |
0.0 |
Volume |
60 |
409 |
349 |
581.7% |
614 |
|
Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.1 |
1,368.7 |
1,352.2 |
|
R3 |
1,363.0 |
1,359.6 |
1,349.7 |
|
R2 |
1,353.9 |
1,353.9 |
1,348.9 |
|
R1 |
1,350.5 |
1,350.5 |
1,348.0 |
1,347.7 |
PP |
1,344.8 |
1,344.8 |
1,344.8 |
1,343.3 |
S1 |
1,341.4 |
1,341.4 |
1,346.4 |
1,338.6 |
S2 |
1,335.7 |
1,335.7 |
1,345.5 |
|
S3 |
1,326.6 |
1,332.3 |
1,344.7 |
|
S4 |
1,317.5 |
1,323.2 |
1,342.2 |
|
|
Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.9 |
1,441.3 |
1,365.9 |
|
R3 |
1,422.5 |
1,402.9 |
1,355.4 |
|
R2 |
1,384.1 |
1,384.1 |
1,351.8 |
|
R1 |
1,364.5 |
1,364.5 |
1,348.3 |
1,374.3 |
PP |
1,345.7 |
1,345.7 |
1,345.7 |
1,350.7 |
S1 |
1,326.1 |
1,326.1 |
1,341.3 |
1,335.9 |
S2 |
1,307.3 |
1,307.3 |
1,337.8 |
|
S3 |
1,268.9 |
1,287.7 |
1,334.2 |
|
S4 |
1,230.5 |
1,249.3 |
1,323.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,365.4 |
1,334.6 |
30.8 |
2.3% |
15.2 |
1.1% |
41% |
False |
False |
137 |
10 |
1,365.4 |
1,319.0 |
46.4 |
3.4% |
13.6 |
1.0% |
61% |
False |
False |
240 |
20 |
1,365.4 |
1,306.6 |
58.8 |
4.4% |
15.0 |
1.1% |
69% |
False |
False |
114,043 |
40 |
1,365.4 |
1,303.6 |
61.8 |
4.6% |
14.3 |
1.1% |
71% |
False |
False |
196,950 |
60 |
1,370.5 |
1,303.6 |
66.9 |
5.0% |
15.2 |
1.1% |
65% |
False |
False |
223,719 |
80 |
1,370.5 |
1,269.4 |
101.1 |
7.5% |
14.3 |
1.1% |
77% |
False |
False |
173,509 |
100 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.7 |
1.0% |
82% |
False |
False |
139,564 |
120 |
1,370.5 |
1,242.7 |
127.8 |
9.5% |
13.3 |
1.0% |
82% |
False |
False |
116,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.8 |
2.618 |
1,371.9 |
1.618 |
1,362.8 |
1.000 |
1,357.2 |
0.618 |
1,353.7 |
HIGH |
1,348.1 |
0.618 |
1,344.6 |
0.500 |
1,343.6 |
0.382 |
1,342.5 |
LOW |
1,339.0 |
0.618 |
1,333.4 |
1.000 |
1,329.9 |
1.618 |
1,324.3 |
2.618 |
1,315.2 |
4.250 |
1,300.3 |
|
|
Fisher Pivots for day following 17-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,346.0 |
1,345.8 |
PP |
1,344.8 |
1,344.4 |
S1 |
1,343.6 |
1,343.1 |
|