Trading Metrics calculated at close of trading on 19-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2017 |
19-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,561.39 |
20,503.52 |
-57.87 |
-0.3% |
20,668.22 |
High |
20,600.12 |
20,546.69 |
-53.43 |
-0.3% |
20,750.33 |
Low |
20,462.28 |
20,379.55 |
-82.73 |
-0.4% |
20,453.25 |
Close |
20,523.28 |
20,404.49 |
-118.79 |
-0.6% |
20,453.25 |
Range |
137.84 |
167.14 |
29.30 |
21.3% |
297.08 |
ATR |
141.99 |
143.78 |
1.80 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,945.00 |
20,841.88 |
20,496.42 |
|
R3 |
20,777.86 |
20,674.74 |
20,450.45 |
|
R2 |
20,610.72 |
20,610.72 |
20,435.13 |
|
R1 |
20,507.60 |
20,507.60 |
20,419.81 |
20,475.59 |
PP |
20,443.58 |
20,443.58 |
20,443.58 |
20,427.57 |
S1 |
20,340.46 |
20,340.46 |
20,389.17 |
20,308.45 |
S2 |
20,276.44 |
20,276.44 |
20,373.85 |
|
S3 |
20,109.30 |
20,173.32 |
20,358.53 |
|
S4 |
19,942.16 |
20,006.18 |
20,312.56 |
|
|
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 |
20,644.41 |
20,379.55 |
264.86 |
1.3% |
142.63 |
0.7% |
9% |
False |
True |
|
10 |
20,887.50 |
20,379.55 |
507.95 |
2.5% |
149.75 |
0.7% |
5% |
False |
True |
|
20 |
20,887.50 |
20,379.55 |
507.95 |
2.5% |
140.81 |
0.7% |
5% |
False |
True |
|
40 |
21,169.11 |
20,379.55 |
789.56 |
3.9% |
124.96 |
0.6% |
3% |
False |
True |
|
60 |
21,169.11 |
19,784.77 |
1,384.34 |
6.8% |
118.07 |
0.6% |
45% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.3% |
115.50 |
0.6% |
49% |
False |
False |
|
100 |
21,169.11 |
19,000.38 |
2,168.73 |
10.6% |
113.63 |
0.6% |
65% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
16.1% |
118.97 |
0.6% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,257.04 |
2.618 |
20,984.26 |
1.618 |
20,817.12 |
1.000 |
20,713.83 |
0.618 |
20,649.98 |
HIGH |
20,546.69 |
0.618 |
20,482.84 |
0.500 |
20,463.12 |
0.382 |
20,443.40 |
LOW |
20,379.55 |
0.618 |
20,276.26 |
1.000 |
20,212.41 |
1.618 |
20,109.12 |
2.618 |
19,941.98 |
4.250 |
19,669.21 |
|
|
Fisher Pivots for day following 19-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,463.12 |
20,511.98 |
PP |
20,443.58 |
20,476.15 |
S1 |
20,424.03 |
20,440.32 |
|