Trading Metrics calculated at close of trading on 20-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2017 |
20-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,503.52 |
20,406.68 |
-96.84 |
-0.5% |
20,668.22 |
High |
20,546.69 |
20,629.78 |
83.09 |
0.4% |
20,750.33 |
Low |
20,379.55 |
20,406.68 |
27.13 |
0.1% |
20,453.25 |
Close |
20,404.49 |
20,578.71 |
174.22 |
0.9% |
20,453.25 |
Range |
167.14 |
223.10 |
55.96 |
33.5% |
297.08 |
ATR |
143.78 |
149.61 |
5.82 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,207.69 |
21,116.30 |
20,701.42 |
|
R3 |
20,984.59 |
20,893.20 |
20,640.06 |
|
R2 |
20,761.49 |
20,761.49 |
20,619.61 |
|
R1 |
20,670.10 |
20,670.10 |
20,599.16 |
20,715.80 |
PP |
20,538.39 |
20,538.39 |
20,538.39 |
20,561.24 |
S1 |
20,447.00 |
20,447.00 |
20,558.26 |
20,492.70 |
S2 |
20,315.29 |
20,315.29 |
20,537.81 |
|
S3 |
20,092.19 |
20,223.90 |
20,517.36 |
|
S4 |
19,869.09 |
20,000.80 |
20,456.01 |
|
|
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% |
169.35 |
0.8% |
75% |
False |
False |
|
10 |
20,750.33 |
20,379.55 |
370.78 |
1.8% |
147.26 |
0.7% |
54% |
False |
False |
|
20 |
20,887.50 |
20,379.55 |
507.95 |
2.5% |
146.60 |
0.7% |
39% |
False |
False |
|
40 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
128.31 |
0.6% |
25% |
False |
False |
|
60 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
119.08 |
0.6% |
57% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
117.65 |
0.6% |
60% |
False |
False |
|
100 |
21,169.11 |
19,062.22 |
2,106.89 |
10.2% |
115.03 |
0.6% |
72% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
16.0% |
119.38 |
0.6% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,577.96 |
2.618 |
21,213.86 |
1.618 |
20,990.76 |
1.000 |
20,852.88 |
0.618 |
20,767.66 |
HIGH |
20,629.78 |
0.618 |
20,544.56 |
0.500 |
20,518.23 |
0.382 |
20,491.90 |
LOW |
20,406.68 |
0.618 |
20,268.80 |
1.000 |
20,183.58 |
1.618 |
20,045.70 |
2.618 |
19,822.60 |
4.250 |
19,458.51 |
|
|
Fisher Pivots for day following 20-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,558.55 |
20,554.03 |
PP |
20,538.39 |
20,529.35 |
S1 |
20,518.23 |
20,504.67 |
|