Trading Metrics calculated at close of trading on 11-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,668.22 |
20,644.32 |
-23.90 |
-0.1% |
20,665.17 |
High |
20,750.33 |
20,660.03 |
-90.30 |
-0.4% |
20,887.50 |
Low |
20,614.86 |
20,512.56 |
-102.30 |
-0.5% |
20,517.82 |
Close |
20,658.02 |
20,651.30 |
-6.72 |
0.0% |
20,656.10 |
Range |
135.47 |
147.47 |
12.00 |
8.9% |
369.68 |
ATR |
135.57 |
136.42 |
0.85 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,050.37 |
20,998.31 |
20,732.41 |
|
R3 |
20,902.90 |
20,850.84 |
20,691.85 |
|
R2 |
20,755.43 |
20,755.43 |
20,678.34 |
|
R1 |
20,703.37 |
20,703.37 |
20,664.82 |
20,729.40 |
PP |
20,607.96 |
20,607.96 |
20,607.96 |
20,620.98 |
S1 |
20,555.90 |
20,555.90 |
20,637.78 |
20,581.93 |
S2 |
20,460.49 |
20,460.49 |
20,624.26 |
|
S3 |
20,313.02 |
20,408.43 |
20,610.75 |
|
S4 |
20,165.55 |
20,260.96 |
20,570.19 |
|
|
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 |
20,512.56 |
374.94 |
1.8% |
156.86 |
0.8% |
37% |
False |
True |
|
10 |
20,887.50 |
20,512.56 |
374.94 |
1.8% |
128.66 |
0.6% |
37% |
False |
True |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
139.17 |
0.7% |
41% |
False |
False |
|
40 |
21,169.11 |
20,374.02 |
795.09 |
3.9% |
120.22 |
0.6% |
35% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
115.01 |
0.6% |
65% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
112.07 |
0.5% |
65% |
False |
False |
|
100 |
21,169.11 |
18,825.89 |
2,343.22 |
11.3% |
110.13 |
0.5% |
78% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
117.16 |
0.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,286.78 |
2.618 |
21,046.11 |
1.618 |
20,898.64 |
1.000 |
20,807.50 |
0.618 |
20,751.17 |
HIGH |
20,660.03 |
0.618 |
20,603.70 |
0.500 |
20,586.30 |
0.382 |
20,568.89 |
LOW |
20,512.56 |
0.618 |
20,421.42 |
1.000 |
20,365.09 |
1.618 |
20,273.95 |
2.618 |
20,126.48 |
4.250 |
19,885.81 |
|
|
Fisher Pivots for day following 11-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,629.63 |
20,644.68 |
PP |
20,607.96 |
20,638.06 |
S1 |
20,586.30 |
20,631.45 |
|