Trading Metrics calculated at close of trading on 16-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
6,668.75 |
6,674.25 |
5.50 |
0.1% |
6,463.00 |
High |
6,713.00 |
6,722.00 |
9.00 |
0.1% |
6,713.00 |
Low |
6,606.25 |
6,639.25 |
33.00 |
0.5% |
6,460.00 |
Close |
6,640.75 |
6,712.00 |
71.25 |
1.1% |
6,640.75 |
Range |
106.75 |
82.75 |
-24.00 |
-22.5% |
253.00 |
ATR |
160.10 |
154.58 |
-5.53 |
-3.5% |
0.00 |
Volume |
465,366 |
324,486 |
-140,880 |
-30.3% |
2,290,454 |
|
Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,939.25 |
6,908.50 |
6,757.50 |
|
R3 |
6,856.50 |
6,825.75 |
6,734.75 |
|
R2 |
6,773.75 |
6,773.75 |
6,727.25 |
|
R1 |
6,743.00 |
6,743.00 |
6,719.50 |
6,758.50 |
PP |
6,691.00 |
6,691.00 |
6,691.00 |
6,698.75 |
S1 |
6,660.25 |
6,660.25 |
6,704.50 |
6,675.50 |
S2 |
6,608.25 |
6,608.25 |
6,696.75 |
|
S3 |
6,525.50 |
6,577.50 |
6,689.25 |
|
S4 |
6,442.75 |
6,494.75 |
6,666.50 |
|
|
Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,363.50 |
7,255.25 |
6,780.00 |
|
R3 |
7,110.50 |
7,002.25 |
6,710.25 |
|
R2 |
6,857.50 |
6,857.50 |
6,687.25 |
|
R1 |
6,749.25 |
6,749.25 |
6,664.00 |
6,803.50 |
PP |
6,604.50 |
6,604.50 |
6,604.50 |
6,631.75 |
S1 |
6,496.25 |
6,496.25 |
6,617.50 |
6,550.50 |
S2 |
6,351.50 |
6,351.50 |
6,594.25 |
|
S3 |
6,098.50 |
6,243.25 |
6,571.25 |
|
S4 |
5,845.50 |
5,990.25 |
6,501.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,722.00 |
6,471.75 |
250.25 |
3.7% |
117.25 |
1.7% |
96% |
True |
False |
426,573 |
10 |
6,722.00 |
6,306.75 |
415.25 |
6.2% |
147.25 |
2.2% |
98% |
True |
False |
505,861 |
20 |
7,043.00 |
6,306.75 |
736.25 |
11.0% |
177.25 |
2.6% |
55% |
False |
False |
577,765 |
40 |
7,214.50 |
6,306.75 |
907.75 |
13.5% |
147.00 |
2.2% |
45% |
False |
False |
349,400 |
60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.3% |
153.25 |
2.3% |
51% |
False |
False |
233,383 |
80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.3% |
130.25 |
1.9% |
51% |
False |
False |
175,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,073.75 |
2.618 |
6,938.75 |
1.618 |
6,856.00 |
1.000 |
6,804.75 |
0.618 |
6,773.25 |
HIGH |
6,722.00 |
0.618 |
6,690.50 |
0.500 |
6,680.50 |
0.382 |
6,670.75 |
LOW |
6,639.25 |
0.618 |
6,588.00 |
1.000 |
6,556.50 |
1.618 |
6,505.25 |
2.618 |
6,422.50 |
4.250 |
6,287.50 |
|
|
Fisher Pivots for day following 16-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,701.50 |
6,693.25 |
PP |
6,691.00 |
6,674.50 |
S1 |
6,680.50 |
6,656.00 |
|