Trading Metrics calculated at close of trading on 17-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2017 |
17-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,561.69 |
20,484.75 |
-76.94 |
-0.4% |
20,668.22 |
High |
20,612.27 |
20,644.41 |
32.14 |
0.2% |
20,750.33 |
Low |
20,453.25 |
20,484.75 |
31.50 |
0.2% |
20,453.25 |
Close |
20,453.25 |
20,636.92 |
183.67 |
0.9% |
20,453.25 |
Range |
159.02 |
159.66 |
0.64 |
0.4% |
297.08 |
ATR |
135.50 |
139.48 |
3.98 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,067.67 |
21,011.96 |
20,724.73 |
|
R3 |
20,908.01 |
20,852.30 |
20,680.83 |
|
R2 |
20,748.35 |
20,748.35 |
20,666.19 |
|
R1 |
20,692.64 |
20,692.64 |
20,651.56 |
20,720.50 |
PP |
20,588.69 |
20,588.69 |
20,588.69 |
20,602.62 |
S1 |
20,532.98 |
20,532.98 |
20,622.28 |
20,560.84 |
S2 |
20,429.03 |
20,429.03 |
20,607.65 |
|
S3 |
20,269.37 |
20,373.32 |
20,593.01 |
|
S4 |
20,109.71 |
20,213.66 |
20,549.11 |
|
|
Weekly Pivots for week ending 14-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,443.52 |
21,245.46 |
20,616.64 |
|
R3 |
21,146.44 |
20,948.38 |
20,534.95 |
|
R2 |
20,849.36 |
20,849.36 |
20,507.71 |
|
R1 |
20,651.30 |
20,651.30 |
20,480.48 |
20,601.79 |
PP |
20,552.28 |
20,552.28 |
20,552.28 |
20,527.52 |
S1 |
20,354.22 |
20,354.22 |
20,426.02 |
20,304.71 |
S2 |
20,255.20 |
20,255.20 |
20,398.79 |
|
S3 |
19,958.12 |
20,057.14 |
20,371.55 |
|
S4 |
19,661.04 |
19,760.06 |
20,289.86 |
|
|
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 |
1.4% |
138.23 |
0.7% |
62% |
False |
False |
|
10 |
20,887.50 |
20,453.25 |
434.25 |
2.1% |
146.30 |
0.7% |
42% |
False |
False |
|
20 |
20,970.04 |
20,412.80 |
557.24 |
2.7% |
144.88 |
0.7% |
40% |
False |
False |
|
40 |
21,169.11 |
20,412.80 |
756.31 |
3.7% |
121.98 |
0.6% |
30% |
False |
False |
|
60 |
21,169.11 |
19,732.36 |
1,436.75 |
7.0% |
116.09 |
0.6% |
63% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
113.09 |
0.5% |
64% |
False |
False |
|
100 |
21,169.11 |
18,883.10 |
2,286.01 |
11.1% |
112.17 |
0.5% |
77% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
117.88 |
0.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,322.97 |
2.618 |
21,062.40 |
1.618 |
20,902.74 |
1.000 |
20,804.07 |
0.618 |
20,743.08 |
HIGH |
20,644.41 |
0.618 |
20,583.42 |
0.500 |
20,564.58 |
0.382 |
20,545.74 |
LOW |
20,484.75 |
0.618 |
20,386.08 |
1.000 |
20,325.09 |
1.618 |
20,226.42 |
2.618 |
20,066.76 |
4.250 |
19,806.20 |
|
|
Fisher Pivots for day following 17-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,612.81 |
20,607.56 |
PP |
20,588.69 |
20,578.19 |
S1 |
20,564.58 |
20,548.83 |
|