Trading Metrics calculated at close of trading on 06-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2017 |
06-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,745.06 |
20,653.77 |
-91.29 |
-0.4% |
20,488.35 |
High |
20,887.50 |
20,746.46 |
-141.04 |
-0.7% |
20,753.78 |
Low |
20,639.55 |
20,612.17 |
-27.38 |
-0.1% |
20,412.80 |
Close |
20,648.15 |
20,662.95 |
14.80 |
0.1% |
20,663.22 |
Range |
247.95 |
134.29 |
-113.66 |
-45.8% |
340.98 |
ATR |
137.03 |
136.84 |
-0.20 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,076.73 |
21,004.13 |
20,736.81 |
|
R3 |
20,942.44 |
20,869.84 |
20,699.88 |
|
R2 |
20,808.15 |
20,808.15 |
20,687.57 |
|
R1 |
20,735.55 |
20,735.55 |
20,675.26 |
20,771.85 |
PP |
20,673.86 |
20,673.86 |
20,673.86 |
20,692.01 |
S1 |
20,601.26 |
20,601.26 |
20,650.64 |
20,637.56 |
S2 |
20,539.57 |
20,539.57 |
20,638.33 |
|
S3 |
20,405.28 |
20,466.97 |
20,626.02 |
|
S4 |
20,270.99 |
20,332.68 |
20,589.09 |
|
|
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 |
20,887.50 |
20,517.82 |
369.68 |
1.8% |
142.93 |
0.7% |
39% |
False |
False |
|
10 |
20,887.50 |
20,412.80 |
474.70 |
2.3% |
145.44 |
0.7% |
53% |
False |
False |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
133.10 |
0.6% |
43% |
False |
False |
|
40 |
21,169.11 |
20,061.73 |
1,107.38 |
5.4% |
119.09 |
0.6% |
54% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
115.00 |
0.6% |
66% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
112.07 |
0.5% |
66% |
False |
False |
|
100 |
21,169.11 |
18,736.96 |
2,432.15 |
11.8% |
109.68 |
0.5% |
79% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
116.46 |
0.6% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,317.19 |
2.618 |
21,098.03 |
1.618 |
20,963.74 |
1.000 |
20,880.75 |
0.618 |
20,829.45 |
HIGH |
20,746.46 |
0.618 |
20,695.16 |
0.500 |
20,679.32 |
0.382 |
20,663.47 |
LOW |
20,612.17 |
0.618 |
20,529.18 |
1.000 |
20,477.88 |
1.618 |
20,394.89 |
2.618 |
20,260.60 |
4.250 |
20,041.44 |
|
|
Fisher Pivots for day following 06-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,679.32 |
20,746.40 |
PP |
20,673.86 |
20,718.58 |
S1 |
20,668.41 |
20,690.77 |
|