Trading Metrics calculated at close of trading on 19-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,411.0 |
3,418.0 |
7.0 |
0.2% |
3,324.0 |
High |
3,420.0 |
3,423.0 |
3.0 |
0.1% |
3,389.0 |
Low |
3,404.0 |
3,398.0 |
-6.0 |
-0.2% |
3,323.0 |
Close |
3,418.0 |
3,412.0 |
-6.0 |
-0.2% |
3,369.0 |
Range |
16.0 |
25.0 |
9.0 |
56.3% |
66.0 |
ATR |
47.0 |
45.4 |
-1.6 |
-3.3% |
0.0 |
Volume |
947,276 |
870,924 |
-76,352 |
-8.1% |
4,314,591 |
|
Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,486.0 |
3,474.0 |
3,425.8 |
|
R3 |
3,461.0 |
3,449.0 |
3,418.9 |
|
R2 |
3,436.0 |
3,436.0 |
3,416.6 |
|
R1 |
3,424.0 |
3,424.0 |
3,414.3 |
3,417.5 |
PP |
3,411.0 |
3,411.0 |
3,411.0 |
3,407.8 |
S1 |
3,399.0 |
3,399.0 |
3,409.7 |
3,392.5 |
S2 |
3,386.0 |
3,386.0 |
3,407.4 |
|
S3 |
3,361.0 |
3,374.0 |
3,405.1 |
|
S4 |
3,336.0 |
3,349.0 |
3,398.3 |
|
|
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 |
3,423.0 |
3,357.0 |
66.0 |
1.9% |
28.0 |
0.8% |
83% |
True |
False |
887,570 |
10 |
3,423.0 |
3,296.0 |
127.0 |
3.7% |
30.0 |
0.9% |
91% |
True |
False |
897,492 |
20 |
3,423.0 |
3,172.0 |
251.0 |
7.4% |
46.3 |
1.4% |
96% |
True |
False |
1,098,808 |
40 |
3,423.0 |
3,172.0 |
251.0 |
7.4% |
46.4 |
1.4% |
96% |
True |
False |
813,400 |
60 |
3,580.0 |
3,172.0 |
408.0 |
12.0% |
50.6 |
1.5% |
59% |
False |
False |
544,588 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
44.8 |
1.3% |
57% |
False |
False |
409,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,529.3 |
2.618 |
3,488.5 |
1.618 |
3,463.5 |
1.000 |
3,448.0 |
0.618 |
3,438.5 |
HIGH |
3,423.0 |
0.618 |
3,413.5 |
0.500 |
3,410.5 |
0.382 |
3,407.6 |
LOW |
3,398.0 |
0.618 |
3,382.6 |
1.000 |
3,373.0 |
1.618 |
3,357.6 |
2.618 |
3,332.6 |
4.250 |
3,291.8 |
|
|
Fisher Pivots for day following 19-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,411.5 |
3,406.8 |
PP |
3,411.0 |
3,401.7 |
S1 |
3,410.5 |
3,396.5 |
|