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 |
1,324.2 |
1,318.0 |
-6.2 |
-0.5% |
1,336.2 |
High |
1,328.0 |
1,326.4 |
-1.6 |
-0.1% |
1,337.6 |
Low |
1,316.2 |
1,315.8 |
-0.4 |
0.0% |
1,315.8 |
Close |
1,317.9 |
1,323.4 |
5.5 |
0.4% |
1,323.4 |
Range |
11.8 |
10.6 |
-1.2 |
-10.2% |
21.8 |
ATR |
14.8 |
14.5 |
-0.3 |
-2.0% |
0.0 |
Volume |
295,688 |
241,653 |
-54,035 |
-18.3% |
1,379,144 |
|
Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.7 |
1,349.1 |
1,329.2 |
|
R3 |
1,343.1 |
1,338.5 |
1,326.3 |
|
R2 |
1,332.5 |
1,332.5 |
1,325.3 |
|
R1 |
1,327.9 |
1,327.9 |
1,324.4 |
1,330.2 |
PP |
1,321.9 |
1,321.9 |
1,321.9 |
1,323.0 |
S1 |
1,317.3 |
1,317.3 |
1,322.4 |
1,319.6 |
S2 |
1,311.3 |
1,311.3 |
1,321.5 |
|
S3 |
1,300.7 |
1,306.7 |
1,320.5 |
|
S4 |
1,290.1 |
1,296.1 |
1,317.6 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.0 |
1,379.0 |
1,335.4 |
|
R3 |
1,369.2 |
1,357.2 |
1,329.4 |
|
R2 |
1,347.4 |
1,347.4 |
1,327.4 |
|
R1 |
1,335.4 |
1,335.4 |
1,325.4 |
1,330.5 |
PP |
1,325.6 |
1,325.6 |
1,325.6 |
1,323.2 |
S1 |
1,313.6 |
1,313.6 |
1,321.4 |
1,308.7 |
S2 |
1,303.8 |
1,303.8 |
1,319.4 |
|
S3 |
1,282.0 |
1,291.8 |
1,317.4 |
|
S4 |
1,260.2 |
1,270.0 |
1,311.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,337.6 |
1,315.8 |
21.8 |
1.6% |
12.1 |
0.9% |
35% |
False |
True |
275,828 |
10 |
1,359.0 |
1,315.8 |
43.2 |
3.3% |
12.4 |
0.9% |
18% |
False |
True |
286,215 |
20 |
1,369.4 |
1,315.8 |
53.6 |
4.1% |
14.8 |
1.1% |
14% |
False |
True |
303,963 |
40 |
1,369.4 |
1,312.4 |
57.0 |
4.3% |
14.5 |
1.1% |
19% |
False |
False |
196,637 |
60 |
1,369.6 |
1,309.3 |
60.3 |
4.6% |
15.1 |
1.1% |
23% |
False |
False |
134,676 |
80 |
1,375.5 |
1,309.3 |
66.2 |
5.0% |
14.6 |
1.1% |
21% |
False |
False |
102,860 |
100 |
1,375.5 |
1,247.2 |
128.3 |
9.7% |
13.7 |
1.0% |
59% |
False |
False |
82,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,371.5 |
2.618 |
1,354.2 |
1.618 |
1,343.6 |
1.000 |
1,337.0 |
0.618 |
1,333.0 |
HIGH |
1,326.4 |
0.618 |
1,322.4 |
0.500 |
1,321.1 |
0.382 |
1,319.8 |
LOW |
1,315.8 |
0.618 |
1,309.2 |
1.000 |
1,305.2 |
1.618 |
1,298.6 |
2.618 |
1,288.0 |
4.250 |
1,270.8 |
|
|
Fisher Pivots for day following 27-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
1,322.6 |
1,324.8 |
PP |
1,321.9 |
1,324.3 |
S1 |
1,321.1 |
1,323.9 |
|