Trading Metrics calculated at close of trading on 20-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
12,606.5 |
12,583.0 |
-23.5 |
-0.2% |
12,499.0 |
High |
12,630.5 |
12,597.5 |
-33.0 |
-0.3% |
12,650.0 |
Low |
12,534.5 |
12,499.0 |
-35.5 |
-0.3% |
12,383.5 |
Close |
12,578.0 |
12,549.0 |
-29.0 |
-0.2% |
12,549.0 |
Range |
96.0 |
98.5 |
2.5 |
2.6% |
266.5 |
ATR |
193.3 |
186.5 |
-6.8 |
-3.5% |
0.0 |
Volume |
85,902 |
96,147 |
10,245 |
11.9% |
455,544 |
|
Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,844.0 |
12,795.0 |
12,603.2 |
|
R3 |
12,745.5 |
12,696.5 |
12,576.1 |
|
R2 |
12,647.0 |
12,647.0 |
12,567.1 |
|
R1 |
12,598.0 |
12,598.0 |
12,558.0 |
12,573.3 |
PP |
12,548.5 |
12,548.5 |
12,548.5 |
12,536.1 |
S1 |
12,499.5 |
12,499.5 |
12,540.0 |
12,474.8 |
S2 |
12,450.0 |
12,450.0 |
12,530.9 |
|
S3 |
12,351.5 |
12,401.0 |
12,521.9 |
|
S4 |
12,253.0 |
12,302.5 |
12,494.8 |
|
|
Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,327.0 |
13,204.5 |
12,695.6 |
|
R3 |
13,060.5 |
12,938.0 |
12,622.3 |
|
R2 |
12,794.0 |
12,794.0 |
12,597.9 |
|
R1 |
12,671.5 |
12,671.5 |
12,573.4 |
12,732.8 |
PP |
12,527.5 |
12,527.5 |
12,527.5 |
12,558.1 |
S1 |
12,405.0 |
12,405.0 |
12,524.6 |
12,466.3 |
S2 |
12,261.0 |
12,261.0 |
12,500.1 |
|
S3 |
11,994.5 |
12,138.5 |
12,475.7 |
|
S4 |
11,728.0 |
11,872.0 |
12,402.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,650.0 |
12,383.5 |
266.5 |
2.1% |
123.8 |
1.0% |
62% |
False |
False |
91,108 |
10 |
12,650.0 |
12,209.0 |
441.0 |
3.5% |
133.2 |
1.1% |
77% |
False |
False |
92,217 |
20 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
185.7 |
1.5% |
89% |
False |
False |
106,718 |
40 |
12,650.0 |
11,706.5 |
943.5 |
7.5% |
188.3 |
1.5% |
89% |
False |
False |
74,319 |
60 |
13,460.0 |
11,706.5 |
1,753.5 |
14.0% |
198.7 |
1.6% |
48% |
False |
False |
49,668 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.2% |
176.9 |
1.4% |
44% |
False |
False |
37,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,016.1 |
2.618 |
12,855.4 |
1.618 |
12,756.9 |
1.000 |
12,696.0 |
0.618 |
12,658.4 |
HIGH |
12,597.5 |
0.618 |
12,559.9 |
0.500 |
12,548.3 |
0.382 |
12,536.6 |
LOW |
12,499.0 |
0.618 |
12,438.1 |
1.000 |
12,400.5 |
1.618 |
12,339.6 |
2.618 |
12,241.1 |
4.250 |
12,080.4 |
|
|
Fisher Pivots for day following 20-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
12,548.8 |
12,574.5 |
PP |
12,548.5 |
12,566.0 |
S1 |
12,548.3 |
12,557.5 |
|