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 |
3,418.0 |
3,414.0 |
-4.0 |
-0.1% |
3,378.0 |
High |
3,423.0 |
3,432.0 |
9.0 |
0.3% |
3,432.0 |
Low |
3,398.0 |
3,404.0 |
6.0 |
0.2% |
3,358.0 |
Close |
3,412.0 |
3,419.0 |
7.0 |
0.2% |
3,419.0 |
Range |
25.0 |
28.0 |
3.0 |
12.0% |
74.0 |
ATR |
45.4 |
44.2 |
-1.2 |
-2.7% |
0.0 |
Volume |
870,924 |
863,958 |
-6,966 |
-0.8% |
4,451,388 |
|
Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,502.3 |
3,488.7 |
3,434.4 |
|
R3 |
3,474.3 |
3,460.7 |
3,426.7 |
|
R2 |
3,446.3 |
3,446.3 |
3,424.1 |
|
R1 |
3,432.7 |
3,432.7 |
3,421.6 |
3,439.5 |
PP |
3,418.3 |
3,418.3 |
3,418.3 |
3,421.8 |
S1 |
3,404.7 |
3,404.7 |
3,416.4 |
3,411.5 |
S2 |
3,390.3 |
3,390.3 |
3,413.9 |
|
S3 |
3,362.3 |
3,376.7 |
3,411.3 |
|
S4 |
3,334.3 |
3,348.7 |
3,403.6 |
|
|
Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,625.0 |
3,596.0 |
3,459.7 |
|
R3 |
3,551.0 |
3,522.0 |
3,439.4 |
|
R2 |
3,477.0 |
3,477.0 |
3,432.6 |
|
R1 |
3,448.0 |
3,448.0 |
3,425.8 |
3,462.5 |
PP |
3,403.0 |
3,403.0 |
3,403.0 |
3,410.3 |
S1 |
3,374.0 |
3,374.0 |
3,412.2 |
3,388.5 |
S2 |
3,329.0 |
3,329.0 |
3,405.4 |
|
S3 |
3,255.0 |
3,300.0 |
3,398.7 |
|
S4 |
3,181.0 |
3,226.0 |
3,378.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,432.0 |
3,358.0 |
74.0 |
2.2% |
27.2 |
0.8% |
82% |
True |
False |
890,277 |
10 |
3,432.0 |
3,323.0 |
109.0 |
3.2% |
28.1 |
0.8% |
88% |
True |
False |
876,597 |
20 |
3,432.0 |
3,172.0 |
260.0 |
7.6% |
45.6 |
1.3% |
95% |
True |
False |
1,093,747 |
40 |
3,432.0 |
3,172.0 |
260.0 |
7.6% |
46.2 |
1.4% |
95% |
True |
False |
834,969 |
60 |
3,569.0 |
3,172.0 |
397.0 |
11.6% |
50.4 |
1.5% |
62% |
False |
False |
558,447 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.4% |
45.0 |
1.3% |
58% |
False |
False |
419,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,551.0 |
2.618 |
3,505.3 |
1.618 |
3,477.3 |
1.000 |
3,460.0 |
0.618 |
3,449.3 |
HIGH |
3,432.0 |
0.618 |
3,421.3 |
0.500 |
3,418.0 |
0.382 |
3,414.7 |
LOW |
3,404.0 |
0.618 |
3,386.7 |
1.000 |
3,376.0 |
1.618 |
3,358.7 |
2.618 |
3,330.7 |
4.250 |
3,285.0 |
|
|
Fisher Pivots for day following 20-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,418.7 |
3,417.7 |
PP |
3,418.3 |
3,416.3 |
S1 |
3,418.0 |
3,415.0 |
|