Trading Metrics calculated at close of trading on 07-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2017 |
07-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,653.77 |
20,647.81 |
-5.96 |
0.0% |
20,665.17 |
High |
20,746.46 |
20,726.07 |
-20.39 |
-0.1% |
20,887.50 |
Low |
20,612.17 |
20,606.95 |
-5.22 |
0.0% |
20,517.82 |
Close |
20,662.95 |
20,656.10 |
-6.85 |
0.0% |
20,656.10 |
Range |
134.29 |
119.12 |
-15.17 |
-11.3% |
369.68 |
ATR |
136.84 |
135.57 |
-1.27 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,020.40 |
20,957.37 |
20,721.62 |
|
R3 |
20,901.28 |
20,838.25 |
20,688.86 |
|
R2 |
20,782.16 |
20,782.16 |
20,677.94 |
|
R1 |
20,719.13 |
20,719.13 |
20,667.02 |
20,750.65 |
PP |
20,663.04 |
20,663.04 |
20,663.04 |
20,678.80 |
S1 |
20,600.01 |
20,600.01 |
20,645.18 |
20,631.53 |
S2 |
20,543.92 |
20,543.92 |
20,634.26 |
|
S3 |
20,424.80 |
20,480.89 |
20,623.34 |
|
S4 |
20,305.68 |
20,361.77 |
20,590.58 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,796.18 |
21,595.82 |
20,859.42 |
|
R3 |
21,426.50 |
21,226.14 |
20,757.76 |
|
R2 |
21,056.82 |
21,056.82 |
20,723.87 |
|
R1 |
20,856.46 |
20,856.46 |
20,689.99 |
20,771.80 |
PP |
20,687.14 |
20,687.14 |
20,687.14 |
20,644.81 |
S1 |
20,486.78 |
20,486.78 |
20,622.21 |
20,402.12 |
S2 |
20,317.46 |
20,317.46 |
20,588.33 |
|
S3 |
19,947.78 |
20,117.10 |
20,554.44 |
|
S4 |
19,578.10 |
19,747.42 |
20,452.78 |
|
|
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% |
154.37 |
0.7% |
37% |
False |
False |
|
10 |
20,887.50 |
20,412.80 |
474.70 |
2.3% |
138.48 |
0.7% |
51% |
False |
False |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
133.43 |
0.6% |
41% |
False |
False |
|
40 |
21,169.11 |
20,204.76 |
964.35 |
4.7% |
118.45 |
0.6% |
47% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
114.65 |
0.6% |
66% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
112.60 |
0.5% |
66% |
False |
False |
|
100 |
21,169.11 |
18,806.06 |
2,363.05 |
11.4% |
109.68 |
0.5% |
78% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
116.43 |
0.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,232.33 |
2.618 |
21,037.93 |
1.618 |
20,918.81 |
1.000 |
20,845.19 |
0.618 |
20,799.69 |
HIGH |
20,726.07 |
0.618 |
20,680.57 |
0.500 |
20,666.51 |
0.382 |
20,652.45 |
LOW |
20,606.95 |
0.618 |
20,533.33 |
1.000 |
20,487.83 |
1.618 |
20,414.21 |
2.618 |
20,295.09 |
4.250 |
20,100.69 |
|
|
Fisher Pivots for day following 07-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,666.51 |
20,747.23 |
PP |
20,663.04 |
20,716.85 |
S1 |
20,659.57 |
20,686.48 |
|