Trading Metrics calculated at close of trading on 23-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2018 |
23-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,414.0 |
3,427.0 |
13.0 |
0.4% |
3,378.0 |
High |
3,432.0 |
3,443.0 |
11.0 |
0.3% |
3,432.0 |
Low |
3,404.0 |
3,408.0 |
4.0 |
0.1% |
3,358.0 |
Close |
3,419.0 |
3,440.0 |
21.0 |
0.6% |
3,419.0 |
Range |
28.0 |
35.0 |
7.0 |
25.0% |
74.0 |
ATR |
44.2 |
43.5 |
-0.7 |
-1.5% |
0.0 |
Volume |
863,958 |
726,181 |
-137,777 |
-15.9% |
4,451,388 |
|
Daily Pivots for day following 23-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.3 |
3,522.7 |
3,459.3 |
|
R3 |
3,500.3 |
3,487.7 |
3,449.6 |
|
R2 |
3,465.3 |
3,465.3 |
3,446.4 |
|
R1 |
3,452.7 |
3,452.7 |
3,443.2 |
3,459.0 |
PP |
3,430.3 |
3,430.3 |
3,430.3 |
3,433.5 |
S1 |
3,417.7 |
3,417.7 |
3,436.8 |
3,424.0 |
S2 |
3,395.3 |
3,395.3 |
3,433.6 |
|
S3 |
3,360.3 |
3,382.7 |
3,430.4 |
|
S4 |
3,325.3 |
3,347.7 |
3,420.8 |
|
|
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 |
3,443.0 |
3,370.0 |
73.0 |
2.1% |
29.2 |
0.8% |
96% |
True |
False |
885,982 |
10 |
3,443.0 |
3,331.0 |
112.0 |
3.3% |
28.5 |
0.8% |
97% |
True |
False |
857,914 |
20 |
3,443.0 |
3,172.0 |
271.0 |
7.9% |
43.3 |
1.3% |
99% |
True |
False |
1,050,080 |
40 |
3,443.0 |
3,172.0 |
271.0 |
7.9% |
45.9 |
1.3% |
99% |
True |
False |
852,941 |
60 |
3,569.0 |
3,172.0 |
397.0 |
11.5% |
50.3 |
1.5% |
68% |
False |
False |
570,497 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
45.2 |
1.3% |
63% |
False |
False |
428,935 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
41.4 |
1.2% |
63% |
False |
False |
343,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,591.8 |
2.618 |
3,534.6 |
1.618 |
3,499.6 |
1.000 |
3,478.0 |
0.618 |
3,464.6 |
HIGH |
3,443.0 |
0.618 |
3,429.6 |
0.500 |
3,425.5 |
0.382 |
3,421.4 |
LOW |
3,408.0 |
0.618 |
3,386.4 |
1.000 |
3,373.0 |
1.618 |
3,351.4 |
2.618 |
3,316.4 |
4.250 |
3,259.3 |
|
|
Fisher Pivots for day following 23-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,435.2 |
3,433.5 |
PP |
3,430.3 |
3,427.0 |
S1 |
3,425.5 |
3,420.5 |
|