Trading Metrics calculated at close of trading on 13-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,337.0 |
3,363.0 |
26.0 |
0.8% |
3,324.0 |
High |
3,369.0 |
3,389.0 |
20.0 |
0.6% |
3,389.0 |
Low |
3,333.0 |
3,357.0 |
24.0 |
0.7% |
3,323.0 |
Close |
3,365.0 |
3,369.0 |
4.0 |
0.1% |
3,369.0 |
Range |
36.0 |
32.0 |
-4.0 |
-11.1% |
66.0 |
ATR |
52.9 |
51.4 |
-1.5 |
-2.8% |
0.0 |
Volume |
813,839 |
850,421 |
36,582 |
4.5% |
4,314,591 |
|
Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,467.7 |
3,450.3 |
3,386.6 |
|
R3 |
3,435.7 |
3,418.3 |
3,377.8 |
|
R2 |
3,403.7 |
3,403.7 |
3,374.9 |
|
R1 |
3,386.3 |
3,386.3 |
3,371.9 |
3,395.0 |
PP |
3,371.7 |
3,371.7 |
3,371.7 |
3,376.0 |
S1 |
3,354.3 |
3,354.3 |
3,366.1 |
3,363.0 |
S2 |
3,339.7 |
3,339.7 |
3,363.1 |
|
S3 |
3,307.7 |
3,322.3 |
3,360.2 |
|
S4 |
3,275.7 |
3,290.3 |
3,351.4 |
|
|
Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,558.3 |
3,529.7 |
3,405.3 |
|
R3 |
3,492.3 |
3,463.7 |
3,387.2 |
|
R2 |
3,426.3 |
3,426.3 |
3,381.1 |
|
R1 |
3,397.7 |
3,397.7 |
3,375.1 |
3,412.0 |
PP |
3,360.3 |
3,360.3 |
3,360.3 |
3,367.5 |
S1 |
3,331.7 |
3,331.7 |
3,363.0 |
3,346.0 |
S2 |
3,294.3 |
3,294.3 |
3,356.9 |
|
S3 |
3,228.3 |
3,265.7 |
3,350.9 |
|
S4 |
3,162.3 |
3,199.7 |
3,332.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,389.0 |
3,323.0 |
66.0 |
2.0% |
29.0 |
0.9% |
70% |
True |
False |
862,918 |
10 |
3,389.0 |
3,213.0 |
176.0 |
5.2% |
41.9 |
1.2% |
89% |
True |
False |
1,017,916 |
20 |
3,389.0 |
3,172.0 |
217.0 |
6.4% |
48.8 |
1.4% |
91% |
True |
False |
1,122,933 |
40 |
3,394.0 |
3,172.0 |
222.0 |
6.6% |
47.5 |
1.4% |
89% |
False |
False |
724,414 |
60 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
50.7 |
1.5% |
47% |
False |
False |
485,025 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
45.2 |
1.3% |
47% |
False |
False |
364,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,525.0 |
2.618 |
3,472.8 |
1.618 |
3,440.8 |
1.000 |
3,421.0 |
0.618 |
3,408.8 |
HIGH |
3,389.0 |
0.618 |
3,376.8 |
0.500 |
3,373.0 |
0.382 |
3,369.2 |
LOW |
3,357.0 |
0.618 |
3,337.2 |
1.000 |
3,325.0 |
1.618 |
3,305.2 |
2.618 |
3,273.2 |
4.250 |
3,221.0 |
|
|
Fisher Pivots for day following 13-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,373.0 |
3,366.0 |
PP |
3,371.7 |
3,363.0 |
S1 |
3,370.3 |
3,360.0 |
|