Trading Metrics calculated at close of trading on 27-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
3,425.0 |
3,452.0 |
27.0 |
0.8% |
3,427.0 |
High |
3,456.0 |
3,461.0 |
5.0 |
0.1% |
3,461.0 |
Low |
3,411.0 |
3,440.0 |
29.0 |
0.9% |
3,396.0 |
Close |
3,442.0 |
3,455.0 |
13.0 |
0.4% |
3,455.0 |
Range |
45.0 |
21.0 |
-24.0 |
-53.3% |
65.0 |
ATR |
44.0 |
42.3 |
-1.6 |
-3.7% |
0.0 |
Volume |
863,951 |
784,515 |
-79,436 |
-9.2% |
4,325,803 |
|
Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,515.0 |
3,506.0 |
3,466.6 |
|
R3 |
3,494.0 |
3,485.0 |
3,460.8 |
|
R2 |
3,473.0 |
3,473.0 |
3,458.9 |
|
R1 |
3,464.0 |
3,464.0 |
3,456.9 |
3,468.5 |
PP |
3,452.0 |
3,452.0 |
3,452.0 |
3,454.3 |
S1 |
3,443.0 |
3,443.0 |
3,453.1 |
3,447.5 |
S2 |
3,431.0 |
3,431.0 |
3,451.2 |
|
S3 |
3,410.0 |
3,422.0 |
3,449.2 |
|
S4 |
3,389.0 |
3,401.0 |
3,443.5 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.3 |
3,608.7 |
3,490.8 |
|
R3 |
3,567.3 |
3,543.7 |
3,472.9 |
|
R2 |
3,502.3 |
3,502.3 |
3,466.9 |
|
R1 |
3,478.7 |
3,478.7 |
3,461.0 |
3,490.5 |
PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,443.3 |
S1 |
3,413.7 |
3,413.7 |
3,449.0 |
3,425.5 |
S2 |
3,372.3 |
3,372.3 |
3,443.1 |
|
S3 |
3,307.3 |
3,348.7 |
3,437.1 |
|
S4 |
3,242.3 |
3,283.7 |
3,419.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,461.0 |
3,396.0 |
65.0 |
1.9% |
37.0 |
1.1% |
91% |
True |
False |
865,160 |
10 |
3,461.0 |
3,358.0 |
103.0 |
3.0% |
32.1 |
0.9% |
94% |
True |
False |
877,719 |
20 |
3,461.0 |
3,213.0 |
248.0 |
7.2% |
37.0 |
1.1% |
98% |
True |
False |
947,817 |
40 |
3,461.0 |
3,172.0 |
289.0 |
8.4% |
46.1 |
1.3% |
98% |
True |
False |
942,164 |
60 |
3,548.0 |
3,172.0 |
376.0 |
10.9% |
51.1 |
1.5% |
75% |
False |
False |
630,361 |
80 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
45.4 |
1.3% |
67% |
False |
False |
473,826 |
100 |
3,595.0 |
3,172.0 |
423.0 |
12.2% |
41.7 |
1.2% |
67% |
False |
False |
379,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,550.3 |
2.618 |
3,516.0 |
1.618 |
3,495.0 |
1.000 |
3,482.0 |
0.618 |
3,474.0 |
HIGH |
3,461.0 |
0.618 |
3,453.0 |
0.500 |
3,450.5 |
0.382 |
3,448.0 |
LOW |
3,440.0 |
0.618 |
3,427.0 |
1.000 |
3,419.0 |
1.618 |
3,406.0 |
2.618 |
3,385.0 |
4.250 |
3,350.8 |
|
|
Fisher Pivots for day following 27-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
3,453.5 |
3,446.2 |
PP |
3,452.0 |
3,437.3 |
S1 |
3,450.5 |
3,428.5 |
|