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 |
7,341.5 |
7,405.0 |
63.5 |
0.9% |
7,322.0 |
High |
7,401.5 |
7,471.5 |
70.0 |
0.9% |
7,471.5 |
Low |
7,309.0 |
7,375.0 |
66.0 |
0.9% |
7,280.0 |
Close |
7,372.0 |
7,458.5 |
86.5 |
1.2% |
7,458.5 |
Range |
92.5 |
96.5 |
4.0 |
4.3% |
191.5 |
ATR |
83.5 |
84.6 |
1.1 |
1.4% |
0.0 |
Volume |
112,171 |
109,984 |
-2,187 |
-1.9% |
542,421 |
|
Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,724.5 |
7,688.0 |
7,511.5 |
|
R3 |
7,628.0 |
7,591.5 |
7,485.0 |
|
R2 |
7,531.5 |
7,531.5 |
7,476.0 |
|
R1 |
7,495.0 |
7,495.0 |
7,467.5 |
7,513.0 |
PP |
7,435.0 |
7,435.0 |
7,435.0 |
7,444.0 |
S1 |
7,398.5 |
7,398.5 |
7,449.5 |
7,417.0 |
S2 |
7,338.5 |
7,338.5 |
7,441.0 |
|
S3 |
7,242.0 |
7,302.0 |
7,432.0 |
|
S4 |
7,145.5 |
7,205.5 |
7,405.5 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,978.0 |
7,909.5 |
7,564.0 |
|
R3 |
7,786.5 |
7,718.0 |
7,511.0 |
|
R2 |
7,595.0 |
7,595.0 |
7,493.5 |
|
R1 |
7,526.5 |
7,526.5 |
7,476.0 |
7,561.0 |
PP |
7,403.5 |
7,403.5 |
7,403.5 |
7,420.5 |
S1 |
7,335.0 |
7,335.0 |
7,441.0 |
7,369.0 |
S2 |
7,212.0 |
7,212.0 |
7,423.5 |
|
S3 |
7,020.5 |
7,143.5 |
7,406.0 |
|
S4 |
6,829.0 |
6,952.0 |
7,353.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,471.5 |
7,280.0 |
191.5 |
2.6% |
79.5 |
1.1% |
93% |
True |
False |
108,484 |
10 |
7,471.5 |
7,124.0 |
347.5 |
4.7% |
75.5 |
1.0% |
96% |
True |
False |
102,151 |
20 |
7,471.5 |
6,888.0 |
583.5 |
7.8% |
80.5 |
1.1% |
98% |
True |
False |
102,255 |
40 |
7,471.5 |
6,766.5 |
705.0 |
9.5% |
85.0 |
1.1% |
98% |
True |
False |
112,118 |
60 |
7,471.5 |
6,766.5 |
705.0 |
9.5% |
81.0 |
1.1% |
98% |
True |
False |
74,818 |
80 |
7,647.0 |
6,766.5 |
880.5 |
11.8% |
65.0 |
0.9% |
79% |
False |
False |
56,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,881.5 |
2.618 |
7,724.0 |
1.618 |
7,627.5 |
1.000 |
7,568.0 |
0.618 |
7,531.0 |
HIGH |
7,471.5 |
0.618 |
7,434.5 |
0.500 |
7,423.0 |
0.382 |
7,412.0 |
LOW |
7,375.0 |
0.618 |
7,315.5 |
1.000 |
7,278.5 |
1.618 |
7,219.0 |
2.618 |
7,122.5 |
4.250 |
6,965.0 |
|
|
Fisher Pivots for day following 27-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
7,447.0 |
7,431.0 |
PP |
7,435.0 |
7,403.5 |
S1 |
7,423.0 |
7,376.0 |
|