Trading Metrics calculated at close of trading on 04-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2017 |
04-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,665.17 |
20,634.94 |
-30.23 |
-0.1% |
20,488.35 |
High |
20,692.34 |
20,701.29 |
8.95 |
0.0% |
20,753.78 |
Low |
20,517.82 |
20,605.30 |
87.48 |
0.4% |
20,412.80 |
Close |
20,650.21 |
20,689.24 |
39.03 |
0.2% |
20,663.22 |
Range |
174.52 |
95.99 |
-78.53 |
-45.0% |
340.98 |
ATR |
131.00 |
128.50 |
-2.50 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,953.25 |
20,917.23 |
20,742.03 |
|
R3 |
20,857.26 |
20,821.24 |
20,715.64 |
|
R2 |
20,761.27 |
20,761.27 |
20,706.84 |
|
R1 |
20,725.25 |
20,725.25 |
20,698.04 |
20,743.26 |
PP |
20,665.28 |
20,665.28 |
20,665.28 |
20,674.28 |
S1 |
20,629.26 |
20,629.26 |
20,680.44 |
20,647.27 |
S2 |
20,569.29 |
20,569.29 |
20,671.64 |
|
S3 |
20,473.30 |
20,533.27 |
20,662.84 |
|
S4 |
20,377.31 |
20,437.28 |
20,636.45 |
|
|
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% |
100.46 |
0.5% |
73% |
False |
False |
|
10 |
20,757.89 |
20,412.80 |
345.09 |
1.7% |
131.87 |
0.6% |
80% |
False |
False |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
125.95 |
0.6% |
47% |
False |
False |
|
40 |
21,169.11 |
20,015.33 |
1,153.78 |
5.6% |
113.02 |
0.5% |
58% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
111.59 |
0.5% |
68% |
False |
False |
|
80 |
21,169.11 |
19,527.83 |
1,641.28 |
7.9% |
110.69 |
0.5% |
71% |
False |
False |
|
100 |
21,169.11 |
18,252.55 |
2,916.56 |
14.1% |
112.53 |
0.5% |
84% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
115.69 |
0.6% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,109.25 |
2.618 |
20,952.59 |
1.618 |
20,856.60 |
1.000 |
20,797.28 |
0.618 |
20,760.61 |
HIGH |
20,701.29 |
0.618 |
20,664.62 |
0.500 |
20,653.30 |
0.382 |
20,641.97 |
LOW |
20,605.30 |
0.618 |
20,545.98 |
1.000 |
20,509.31 |
1.618 |
20,449.99 |
2.618 |
20,354.00 |
4.250 |
20,197.34 |
|
|
Fisher Pivots for day following 04-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,677.26 |
20,666.23 |
PP |
20,665.28 |
20,643.22 |
S1 |
20,653.30 |
20,620.21 |
|