Trading Metrics calculated at close of trading on 24-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,427.0 |
3,442.0 |
15.0 |
0.4% |
3,378.0 |
High |
3,443.0 |
3,452.0 |
9.0 |
0.3% |
3,432.0 |
Low |
3,408.0 |
3,398.0 |
-10.0 |
-0.3% |
3,358.0 |
Close |
3,440.0 |
3,435.0 |
-5.0 |
-0.1% |
3,419.0 |
Range |
35.0 |
54.0 |
19.0 |
54.3% |
74.0 |
ATR |
43.5 |
44.3 |
0.7 |
1.7% |
0.0 |
Volume |
726,181 |
886,559 |
160,378 |
22.1% |
4,451,388 |
|
Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,590.3 |
3,566.7 |
3,464.7 |
|
R3 |
3,536.3 |
3,512.7 |
3,449.9 |
|
R2 |
3,482.3 |
3,482.3 |
3,444.9 |
|
R1 |
3,458.7 |
3,458.7 |
3,440.0 |
3,443.5 |
PP |
3,428.3 |
3,428.3 |
3,428.3 |
3,420.8 |
S1 |
3,404.7 |
3,404.7 |
3,430.1 |
3,389.5 |
S2 |
3,374.3 |
3,374.3 |
3,425.1 |
|
S3 |
3,320.3 |
3,350.7 |
3,420.2 |
|
S4 |
3,266.3 |
3,296.7 |
3,405.3 |
|
|
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 |
3,452.0 |
3,398.0 |
54.0 |
1.6% |
31.6 |
0.9% |
69% |
True |
True |
858,979 |
10 |
3,452.0 |
3,331.0 |
121.0 |
3.5% |
31.8 |
0.9% |
86% |
True |
False |
855,884 |
20 |
3,452.0 |
3,172.0 |
280.0 |
8.2% |
42.8 |
1.2% |
94% |
True |
False |
1,007,551 |
40 |
3,452.0 |
3,172.0 |
280.0 |
8.2% |
46.4 |
1.4% |
94% |
True |
False |
874,953 |
60 |
3,561.0 |
3,172.0 |
389.0 |
11.3% |
50.7 |
1.5% |
68% |
False |
False |
585,267 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
45.5 |
1.3% |
62% |
False |
False |
440,010 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
41.8 |
1.2% |
62% |
False |
False |
352,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,681.5 |
2.618 |
3,593.4 |
1.618 |
3,539.4 |
1.000 |
3,506.0 |
0.618 |
3,485.4 |
HIGH |
3,452.0 |
0.618 |
3,431.4 |
0.500 |
3,425.0 |
0.382 |
3,418.6 |
LOW |
3,398.0 |
0.618 |
3,364.6 |
1.000 |
3,344.0 |
1.618 |
3,310.6 |
2.618 |
3,256.6 |
4.250 |
3,168.5 |
|
|
Fisher Pivots for day following 24-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,431.7 |
3,431.7 |
PP |
3,428.3 |
3,428.3 |
S1 |
3,425.0 |
3,425.0 |
|