Trading Metrics calculated at close of trading on 26-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,412.0 |
3,425.0 |
13.0 |
0.4% |
3,378.0 |
High |
3,426.0 |
3,456.0 |
30.0 |
0.9% |
3,432.0 |
Low |
3,396.0 |
3,411.0 |
15.0 |
0.4% |
3,358.0 |
Close |
3,417.0 |
3,442.0 |
25.0 |
0.7% |
3,419.0 |
Range |
30.0 |
45.0 |
15.0 |
50.0% |
74.0 |
ATR |
43.9 |
44.0 |
0.1 |
0.2% |
0.0 |
Volume |
1,064,597 |
863,951 |
-200,646 |
-18.8% |
4,451,388 |
|
Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,571.3 |
3,551.7 |
3,466.8 |
|
R3 |
3,526.3 |
3,506.7 |
3,454.4 |
|
R2 |
3,481.3 |
3,481.3 |
3,450.3 |
|
R1 |
3,461.7 |
3,461.7 |
3,446.1 |
3,471.5 |
PP |
3,436.3 |
3,436.3 |
3,436.3 |
3,441.3 |
S1 |
3,416.7 |
3,416.7 |
3,437.9 |
3,426.5 |
S2 |
3,391.3 |
3,391.3 |
3,433.8 |
|
S3 |
3,346.3 |
3,371.7 |
3,429.6 |
|
S4 |
3,301.3 |
3,326.7 |
3,417.3 |
|
|
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 |
3,456.0 |
3,396.0 |
60.0 |
1.7% |
38.4 |
1.1% |
77% |
True |
False |
881,049 |
10 |
3,456.0 |
3,357.0 |
99.0 |
2.9% |
33.2 |
1.0% |
86% |
True |
False |
884,309 |
20 |
3,456.0 |
3,179.0 |
277.0 |
8.0% |
40.1 |
1.2% |
95% |
True |
False |
986,553 |
40 |
3,456.0 |
3,172.0 |
284.0 |
8.3% |
46.7 |
1.4% |
95% |
True |
False |
922,635 |
60 |
3,548.0 |
3,172.0 |
376.0 |
10.9% |
51.1 |
1.5% |
72% |
False |
False |
617,392 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
45.5 |
1.3% |
64% |
False |
False |
464,055 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.3% |
42.0 |
1.2% |
64% |
False |
False |
371,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,647.3 |
2.618 |
3,573.8 |
1.618 |
3,528.8 |
1.000 |
3,501.0 |
0.618 |
3,483.8 |
HIGH |
3,456.0 |
0.618 |
3,438.8 |
0.500 |
3,433.5 |
0.382 |
3,428.2 |
LOW |
3,411.0 |
0.618 |
3,383.2 |
1.000 |
3,366.0 |
1.618 |
3,338.2 |
2.618 |
3,293.2 |
4.250 |
3,219.8 |
|
|
Fisher Pivots for day following 26-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,439.2 |
3,436.7 |
PP |
3,436.3 |
3,431.3 |
S1 |
3,433.5 |
3,426.0 |
|