Trading Metrics calculated at close of trading on 24-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,578.10 |
20,723.59 |
145.49 |
0.7% |
20,484.75 |
High |
20,601.40 |
20,792.20 |
190.80 |
0.9% |
20,644.41 |
Low |
20,505.33 |
20,723.59 |
218.26 |
1.1% |
20,379.55 |
Close |
20,547.76 |
20,763.89 |
216.13 |
1.1% |
20,547.76 |
Range |
96.07 |
68.61 |
-27.46 |
-28.6% |
264.86 |
ATR |
145.78 |
152.83 |
7.05 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,965.72 |
20,933.42 |
20,801.63 |
|
R3 |
20,897.11 |
20,864.81 |
20,782.76 |
|
R2 |
20,828.50 |
20,828.50 |
20,776.47 |
|
R1 |
20,796.20 |
20,796.20 |
20,770.18 |
20,812.35 |
PP |
20,759.89 |
20,759.89 |
20,759.89 |
20,767.97 |
S1 |
20,727.59 |
20,727.59 |
20,757.60 |
20,743.74 |
S2 |
20,691.28 |
20,691.28 |
20,751.31 |
|
S3 |
20,622.67 |
20,658.98 |
20,745.02 |
|
S4 |
20,554.06 |
20,590.37 |
20,726.15 |
|
|
Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,318.49 |
21,197.98 |
20,693.43 |
|
R3 |
21,053.63 |
20,933.12 |
20,620.60 |
|
R2 |
20,788.77 |
20,788.77 |
20,596.32 |
|
R1 |
20,668.26 |
20,668.26 |
20,572.04 |
20,728.52 |
PP |
20,523.91 |
20,523.91 |
20,523.91 |
20,554.03 |
S1 |
20,403.40 |
20,403.40 |
20,523.48 |
20,463.66 |
S2 |
20,259.05 |
20,259.05 |
20,499.20 |
|
S3 |
19,994.19 |
20,138.54 |
20,474.92 |
|
S4 |
19,729.33 |
19,873.68 |
20,402.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,792.20 |
20,379.55 |
412.65 |
2.0% |
138.55 |
0.7% |
93% |
True |
False |
|
10 |
20,792.20 |
20,379.55 |
412.65 |
2.0% |
138.39 |
0.7% |
93% |
True |
False |
|
20 |
20,887.50 |
20,379.55 |
507.95 |
2.4% |
138.44 |
0.7% |
76% |
False |
False |
|
40 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
127.88 |
0.6% |
49% |
False |
False |
|
60 |
21,169.11 |
19,784.77 |
1,384.34 |
6.7% |
119.40 |
0.6% |
71% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
118.76 |
0.6% |
73% |
False |
False |
|
100 |
21,169.11 |
19,062.22 |
2,106.89 |
10.1% |
115.43 |
0.6% |
81% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.8% |
118.54 |
0.6% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,083.79 |
2.618 |
20,971.82 |
1.618 |
20,903.21 |
1.000 |
20,860.81 |
0.618 |
20,834.60 |
HIGH |
20,792.20 |
0.618 |
20,765.99 |
0.500 |
20,757.90 |
0.382 |
20,749.80 |
LOW |
20,723.59 |
0.618 |
20,681.19 |
1.000 |
20,654.98 |
1.618 |
20,612.58 |
2.618 |
20,543.97 |
4.250 |
20,432.00 |
|
|
Fisher Pivots for day following 24-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,761.89 |
20,709.07 |
PP |
20,759.89 |
20,654.26 |
S1 |
20,757.90 |
20,599.44 |
|