Trading Metrics calculated at close of trading on 13-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2017 |
13-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,637.95 |
20,561.69 |
-76.26 |
-0.4% |
20,665.17 |
High |
20,642.54 |
20,612.27 |
-30.27 |
-0.1% |
20,887.50 |
Low |
20,553.03 |
20,453.25 |
-99.78 |
-0.5% |
20,517.82 |
Close |
20,591.86 |
20,453.25 |
-138.61 |
-0.7% |
20,656.10 |
Range |
89.51 |
159.02 |
69.51 |
77.7% |
369.68 |
ATR |
133.69 |
135.50 |
1.81 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,983.32 |
20,877.30 |
20,540.71 |
|
R3 |
20,824.30 |
20,718.28 |
20,496.98 |
|
R2 |
20,665.28 |
20,665.28 |
20,482.40 |
|
R1 |
20,559.26 |
20,559.26 |
20,467.83 |
20,532.76 |
PP |
20,506.26 |
20,506.26 |
20,506.26 |
20,493.01 |
S1 |
20,400.24 |
20,400.24 |
20,438.67 |
20,373.74 |
S2 |
20,347.24 |
20,347.24 |
20,424.10 |
|
S3 |
20,188.22 |
20,241.22 |
20,409.52 |
|
S4 |
20,029.20 |
20,082.20 |
20,365.79 |
|
|
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 |
20,750.33 |
20,453.25 |
297.08 |
1.5% |
130.12 |
0.6% |
0% |
False |
True |
|
10 |
20,887.50 |
20,453.25 |
434.25 |
2.1% |
136.53 |
0.7% |
0% |
False |
True |
|
20 |
20,980.51 |
20,412.80 |
567.71 |
2.8% |
140.37 |
0.7% |
7% |
False |
False |
|
40 |
21,169.11 |
20,412.80 |
756.31 |
3.7% |
120.07 |
0.6% |
5% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.3% |
115.87 |
0.6% |
52% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.3% |
112.15 |
0.5% |
52% |
False |
False |
|
100 |
21,169.11 |
18,853.83 |
2,315.28 |
11.3% |
111.19 |
0.5% |
69% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
16.1% |
117.54 |
0.6% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,288.11 |
2.618 |
21,028.58 |
1.618 |
20,869.56 |
1.000 |
20,771.29 |
0.618 |
20,710.54 |
HIGH |
20,612.27 |
0.618 |
20,551.52 |
0.500 |
20,532.76 |
0.382 |
20,514.00 |
LOW |
20,453.25 |
0.618 |
20,354.98 |
1.000 |
20,294.23 |
1.618 |
20,195.96 |
2.618 |
20,036.94 |
4.250 |
19,777.42 |
|
|
Fisher Pivots for day following 13-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,532.76 |
20,556.64 |
PP |
20,506.26 |
20,522.18 |
S1 |
20,479.75 |
20,487.71 |
|