Trading Metrics calculated at close of trading on 25-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2017 |
25-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,723.59 |
20,915.51 |
191.92 |
0.9% |
20,484.75 |
High |
20,792.20 |
21,026.97 |
234.77 |
1.1% |
20,644.41 |
Low |
20,723.59 |
20,909.38 |
185.79 |
0.9% |
20,379.55 |
Close |
20,763.89 |
20,996.12 |
232.23 |
1.1% |
20,547.76 |
Range |
68.61 |
117.59 |
48.98 |
71.4% |
264.86 |
ATR |
152.83 |
160.70 |
7.88 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,330.26 |
21,280.78 |
21,060.79 |
|
R3 |
21,212.67 |
21,163.19 |
21,028.46 |
|
R2 |
21,095.08 |
21,095.08 |
21,017.68 |
|
R1 |
21,045.60 |
21,045.60 |
21,006.90 |
21,070.34 |
PP |
20,977.49 |
20,977.49 |
20,977.49 |
20,989.86 |
S1 |
20,928.01 |
20,928.01 |
20,985.34 |
20,952.75 |
S2 |
20,859.90 |
20,859.90 |
20,974.56 |
|
S3 |
20,742.31 |
20,810.42 |
20,963.78 |
|
S4 |
20,624.72 |
20,692.83 |
20,931.45 |
|
|
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 |
21,026.97 |
20,379.55 |
647.42 |
3.1% |
134.50 |
0.6% |
95% |
True |
False |
|
10 |
21,026.97 |
20,379.55 |
647.42 |
3.1% |
136.60 |
0.7% |
95% |
True |
False |
|
20 |
21,026.97 |
20,379.55 |
647.42 |
3.1% |
136.03 |
0.6% |
95% |
True |
False |
|
40 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
128.90 |
0.6% |
78% |
False |
False |
|
60 |
21,169.11 |
19,784.77 |
1,384.34 |
6.6% |
120.64 |
0.6% |
88% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
118.31 |
0.6% |
88% |
False |
False |
|
100 |
21,169.11 |
19,123.38 |
2,045.73 |
9.7% |
115.78 |
0.6% |
92% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.6% |
118.99 |
0.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,526.73 |
2.618 |
21,334.82 |
1.618 |
21,217.23 |
1.000 |
21,144.56 |
0.618 |
21,099.64 |
HIGH |
21,026.97 |
0.618 |
20,982.05 |
0.500 |
20,968.18 |
0.382 |
20,954.30 |
LOW |
20,909.38 |
0.618 |
20,836.71 |
1.000 |
20,791.79 |
1.618 |
20,719.12 |
2.618 |
20,601.53 |
4.250 |
20,409.62 |
|
|
Fisher Pivots for day following 25-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,986.81 |
20,919.46 |
PP |
20,977.49 |
20,842.81 |
S1 |
20,968.18 |
20,766.15 |
|