Trading Metrics calculated at close of trading on 27-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
12,455.5 |
12,580.0 |
124.5 |
1.0% |
12,589.5 |
High |
12,586.5 |
12,640.0 |
53.5 |
0.4% |
12,660.0 |
Low |
12,389.5 |
12,527.0 |
137.5 |
1.1% |
12,322.0 |
Close |
12,511.5 |
12,597.0 |
85.5 |
0.7% |
12,597.0 |
Range |
197.0 |
113.0 |
-84.0 |
-42.6% |
338.0 |
ATR |
192.0 |
187.5 |
-4.5 |
-2.4% |
0.0 |
Volume |
92,895 |
70,460 |
-22,435 |
-24.2% |
517,287 |
|
Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,927.0 |
12,875.0 |
12,659.2 |
|
R3 |
12,814.0 |
12,762.0 |
12,628.1 |
|
R2 |
12,701.0 |
12,701.0 |
12,617.7 |
|
R1 |
12,649.0 |
12,649.0 |
12,607.4 |
12,675.0 |
PP |
12,588.0 |
12,588.0 |
12,588.0 |
12,601.0 |
S1 |
12,536.0 |
12,536.0 |
12,586.6 |
12,562.0 |
S2 |
12,475.0 |
12,475.0 |
12,576.3 |
|
S3 |
12,362.0 |
12,423.0 |
12,565.9 |
|
S4 |
12,249.0 |
12,310.0 |
12,534.9 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,540.3 |
13,406.7 |
12,782.9 |
|
R3 |
13,202.3 |
13,068.7 |
12,690.0 |
|
R2 |
12,864.3 |
12,864.3 |
12,659.0 |
|
R1 |
12,730.7 |
12,730.7 |
12,628.0 |
12,797.5 |
PP |
12,526.3 |
12,526.3 |
12,526.3 |
12,559.8 |
S1 |
12,392.7 |
12,392.7 |
12,566.0 |
12,459.5 |
S2 |
12,188.3 |
12,188.3 |
12,535.0 |
|
S3 |
11,850.3 |
12,054.7 |
12,504.1 |
|
S4 |
11,512.3 |
11,716.7 |
12,411.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,660.0 |
12,322.0 |
338.0 |
2.7% |
177.1 |
1.4% |
81% |
False |
False |
103,457 |
10 |
12,660.0 |
12,322.0 |
338.0 |
2.7% |
150.5 |
1.2% |
81% |
False |
False |
97,283 |
20 |
12,660.0 |
11,793.0 |
867.0 |
6.9% |
164.1 |
1.3% |
93% |
False |
False |
100,215 |
40 |
12,660.0 |
11,706.5 |
953.5 |
7.6% |
193.4 |
1.5% |
93% |
False |
False |
87,171 |
60 |
13,275.0 |
11,706.5 |
1,568.5 |
12.5% |
204.0 |
1.6% |
57% |
False |
False |
58,273 |
80 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
180.7 |
1.4% |
47% |
False |
False |
43,764 |
100 |
13,611.0 |
11,706.5 |
1,904.5 |
15.1% |
166.3 |
1.3% |
47% |
False |
False |
35,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,120.3 |
2.618 |
12,935.8 |
1.618 |
12,822.8 |
1.000 |
12,753.0 |
0.618 |
12,709.8 |
HIGH |
12,640.0 |
0.618 |
12,596.8 |
0.500 |
12,583.5 |
0.382 |
12,570.2 |
LOW |
12,527.0 |
0.618 |
12,457.2 |
1.000 |
12,414.0 |
1.618 |
12,344.2 |
2.618 |
12,231.2 |
4.250 |
12,046.8 |
|
|
Fisher Pivots for day following 27-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
12,592.5 |
12,558.3 |
PP |
12,588.0 |
12,519.7 |
S1 |
12,583.5 |
12,481.0 |
|