Trading Metrics calculated at close of trading on 18-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2017 |
18-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,484.75 |
20,561.39 |
76.64 |
0.4% |
20,668.22 |
High |
20,644.41 |
20,600.12 |
-44.29 |
-0.2% |
20,750.33 |
Low |
20,484.75 |
20,462.28 |
-22.47 |
-0.1% |
20,453.25 |
Close |
20,636.92 |
20,523.28 |
-113.64 |
-0.6% |
20,453.25 |
Range |
159.66 |
137.84 |
-21.82 |
-13.7% |
297.08 |
ATR |
139.48 |
141.99 |
2.51 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,942.08 |
20,870.52 |
20,599.09 |
|
R3 |
20,804.24 |
20,732.68 |
20,561.19 |
|
R2 |
20,666.40 |
20,666.40 |
20,548.55 |
|
R1 |
20,594.84 |
20,594.84 |
20,535.92 |
20,561.70 |
PP |
20,528.56 |
20,528.56 |
20,528.56 |
20,511.99 |
S1 |
20,457.00 |
20,457.00 |
20,510.64 |
20,423.86 |
S2 |
20,390.72 |
20,390.72 |
20,498.01 |
|
S3 |
20,252.88 |
20,319.16 |
20,485.37 |
|
S4 |
20,115.04 |
20,181.32 |
20,447.47 |
|
|
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 |
20,660.03 |
20,453.25 |
206.78 |
1.0% |
138.70 |
0.7% |
34% |
False |
False |
|
10 |
20,887.50 |
20,453.25 |
434.25 |
2.1% |
142.63 |
0.7% |
16% |
False |
False |
|
20 |
20,970.04 |
20,412.80 |
557.24 |
2.7% |
148.29 |
0.7% |
20% |
False |
False |
|
40 |
21,169.11 |
20,412.80 |
756.31 |
3.7% |
123.14 |
0.6% |
15% |
False |
False |
|
60 |
21,169.11 |
19,732.36 |
1,436.75 |
7.0% |
116.98 |
0.6% |
55% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.3% |
113.97 |
0.6% |
57% |
False |
False |
|
100 |
21,169.11 |
18,962.82 |
2,206.29 |
10.8% |
112.77 |
0.5% |
71% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
16.0% |
118.33 |
0.6% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,185.94 |
2.618 |
20,960.99 |
1.618 |
20,823.15 |
1.000 |
20,737.96 |
0.618 |
20,685.31 |
HIGH |
20,600.12 |
0.618 |
20,547.47 |
0.500 |
20,531.20 |
0.382 |
20,514.93 |
LOW |
20,462.28 |
0.618 |
20,377.09 |
1.000 |
20,324.44 |
1.618 |
20,239.25 |
2.618 |
20,101.41 |
4.250 |
19,876.46 |
|
|
Fisher Pivots for day following 18-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,531.20 |
20,548.83 |
PP |
20,528.56 |
20,540.31 |
S1 |
20,525.92 |
20,531.80 |
|