Trading Metrics calculated at close of trading on 03-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2017 |
03-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,700.34 |
20,665.17 |
-35.17 |
-0.2% |
20,488.35 |
High |
20,722.59 |
20,692.34 |
-30.25 |
-0.1% |
20,753.78 |
Low |
20,660.68 |
20,517.82 |
-142.86 |
-0.7% |
20,412.80 |
Close |
20,663.22 |
20,650.21 |
-13.01 |
-0.1% |
20,663.22 |
Range |
61.91 |
174.52 |
112.61 |
181.9% |
340.98 |
ATR |
127.66 |
131.00 |
3.35 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,143.68 |
21,071.47 |
20,746.20 |
|
R3 |
20,969.16 |
20,896.95 |
20,698.20 |
|
R2 |
20,794.64 |
20,794.64 |
20,682.21 |
|
R1 |
20,722.43 |
20,722.43 |
20,666.21 |
20,671.28 |
PP |
20,620.12 |
20,620.12 |
20,620.12 |
20,594.55 |
S1 |
20,547.91 |
20,547.91 |
20,634.21 |
20,496.76 |
S2 |
20,445.60 |
20,445.60 |
20,618.21 |
|
S3 |
20,271.08 |
20,373.39 |
20,602.22 |
|
S4 |
20,096.56 |
20,198.87 |
20,554.22 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,632.87 |
21,489.03 |
20,850.76 |
|
R3 |
21,291.89 |
21,148.05 |
20,756.99 |
|
R2 |
20,950.91 |
20,950.91 |
20,725.73 |
|
R1 |
20,807.07 |
20,807.07 |
20,694.48 |
20,878.99 |
PP |
20,609.93 |
20,609.93 |
20,609.93 |
20,645.90 |
S1 |
20,466.09 |
20,466.09 |
20,631.96 |
20,538.01 |
S2 |
20,268.95 |
20,268.95 |
20,600.71 |
|
S3 |
19,927.97 |
20,125.11 |
20,569.45 |
|
S4 |
19,586.99 |
19,784.13 |
20,475.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,753.78 |
20,517.82 |
235.96 |
1.1% |
124.36 |
0.6% |
56% |
False |
True |
|
10 |
20,970.04 |
20,412.80 |
557.24 |
2.7% |
153.95 |
0.7% |
43% |
False |
False |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
124.62 |
0.6% |
40% |
False |
False |
|
40 |
21,169.11 |
20,002.81 |
1,166.30 |
5.6% |
112.93 |
0.5% |
56% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
112.75 |
0.5% |
65% |
False |
False |
|
80 |
21,169.11 |
19,229.83 |
1,939.28 |
9.4% |
113.59 |
0.6% |
73% |
False |
False |
|
100 |
21,169.11 |
18,200.75 |
2,968.36 |
14.4% |
113.57 |
0.5% |
83% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
116.98 |
0.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,434.05 |
2.618 |
21,149.23 |
1.618 |
20,974.71 |
1.000 |
20,866.86 |
0.618 |
20,800.19 |
HIGH |
20,692.34 |
0.618 |
20,625.67 |
0.500 |
20,605.08 |
0.382 |
20,584.49 |
LOW |
20,517.82 |
0.618 |
20,409.97 |
1.000 |
20,343.30 |
1.618 |
20,235.45 |
2.618 |
20,060.93 |
4.250 |
19,776.11 |
|
|
Fisher Pivots for day following 03-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,635.17 |
20,645.41 |
PP |
20,620.12 |
20,640.60 |
S1 |
20,605.08 |
20,635.80 |
|