Trading Metrics calculated at close of trading on 16-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,363.0 |
3,378.0 |
15.0 |
0.4% |
3,324.0 |
High |
3,389.0 |
3,383.0 |
-6.0 |
-0.2% |
3,389.0 |
Low |
3,357.0 |
3,358.0 |
1.0 |
0.0% |
3,323.0 |
Close |
3,369.0 |
3,364.0 |
-5.0 |
-0.1% |
3,369.0 |
Range |
32.0 |
25.0 |
-7.0 |
-21.9% |
66.0 |
ATR |
51.4 |
49.5 |
-1.9 |
-3.7% |
0.0 |
Volume |
850,421 |
747,655 |
-102,766 |
-12.1% |
4,314,591 |
|
Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,443.3 |
3,428.7 |
3,377.8 |
|
R3 |
3,418.3 |
3,403.7 |
3,370.9 |
|
R2 |
3,393.3 |
3,393.3 |
3,368.6 |
|
R1 |
3,378.7 |
3,378.7 |
3,366.3 |
3,373.5 |
PP |
3,368.3 |
3,368.3 |
3,368.3 |
3,365.8 |
S1 |
3,353.7 |
3,353.7 |
3,361.7 |
3,348.5 |
S2 |
3,343.3 |
3,343.3 |
3,359.4 |
|
S3 |
3,318.3 |
3,328.7 |
3,357.1 |
|
S4 |
3,293.3 |
3,303.7 |
3,350.3 |
|
|
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 |
3,331.0 |
58.0 |
1.7% |
27.8 |
0.8% |
57% |
False |
False |
829,846 |
10 |
3,389.0 |
3,213.0 |
176.0 |
5.2% |
39.0 |
1.2% |
86% |
False |
False |
972,809 |
20 |
3,389.0 |
3,172.0 |
217.0 |
6.5% |
48.6 |
1.4% |
88% |
False |
False |
1,110,927 |
40 |
3,394.0 |
3,172.0 |
222.0 |
6.6% |
47.2 |
1.4% |
86% |
False |
False |
742,926 |
60 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
50.8 |
1.5% |
45% |
False |
False |
497,276 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.6% |
45.1 |
1.3% |
45% |
False |
False |
373,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,489.3 |
2.618 |
3,448.5 |
1.618 |
3,423.5 |
1.000 |
3,408.0 |
0.618 |
3,398.5 |
HIGH |
3,383.0 |
0.618 |
3,373.5 |
0.500 |
3,370.5 |
0.382 |
3,367.6 |
LOW |
3,358.0 |
0.618 |
3,342.6 |
1.000 |
3,333.0 |
1.618 |
3,317.6 |
2.618 |
3,292.6 |
4.250 |
3,251.8 |
|
|
Fisher Pivots for day following 16-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,370.5 |
3,363.0 |
PP |
3,368.3 |
3,362.0 |
S1 |
3,366.2 |
3,361.0 |
|