Trading Metrics calculated at close of trading on 26-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2017 |
26-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,915.51 |
21,009.95 |
94.44 |
0.5% |
20,484.75 |
High |
21,026.97 |
21,070.90 |
43.93 |
0.2% |
20,644.41 |
Low |
20,909.38 |
20,972.27 |
62.89 |
0.3% |
20,379.55 |
Close |
20,996.12 |
20,975.09 |
-21.03 |
-0.1% |
20,547.76 |
Range |
117.59 |
98.63 |
-18.96 |
-16.1% |
264.86 |
ATR |
160.70 |
156.27 |
-4.43 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,301.98 |
21,237.16 |
21,029.34 |
|
R3 |
21,203.35 |
21,138.53 |
21,002.21 |
|
R2 |
21,104.72 |
21,104.72 |
20,993.17 |
|
R1 |
21,039.90 |
21,039.90 |
20,984.13 |
21,023.00 |
PP |
21,006.09 |
21,006.09 |
21,006.09 |
20,997.63 |
S1 |
20,941.27 |
20,941.27 |
20,966.05 |
20,924.37 |
S2 |
20,907.46 |
20,907.46 |
20,957.01 |
|
S3 |
20,808.83 |
20,842.64 |
20,947.97 |
|
S4 |
20,710.20 |
20,744.01 |
20,920.84 |
|
|
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 |
21,070.90 |
20,406.68 |
664.22 |
3.2% |
120.80 |
0.6% |
86% |
True |
False |
|
10 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
131.72 |
0.6% |
86% |
True |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
130.19 |
0.6% |
86% |
True |
False |
|
40 |
21,169.11 |
20,379.55 |
789.56 |
3.8% |
129.87 |
0.6% |
75% |
False |
False |
|
60 |
21,169.11 |
19,784.77 |
1,384.34 |
6.6% |
119.64 |
0.6% |
86% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
118.42 |
0.6% |
87% |
False |
False |
|
100 |
21,169.11 |
19,138.79 |
2,030.32 |
9.7% |
115.75 |
0.6% |
90% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
117.85 |
0.6% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,490.08 |
2.618 |
21,329.11 |
1.618 |
21,230.48 |
1.000 |
21,169.53 |
0.618 |
21,131.85 |
HIGH |
21,070.90 |
0.618 |
21,033.22 |
0.500 |
21,021.59 |
0.382 |
21,009.95 |
LOW |
20,972.27 |
0.618 |
20,911.32 |
1.000 |
20,873.64 |
1.618 |
20,812.69 |
2.618 |
20,714.06 |
4.250 |
20,553.09 |
|
|
Fisher Pivots for day following 26-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
21,021.59 |
20,949.14 |
PP |
21,006.09 |
20,923.19 |
S1 |
20,990.59 |
20,897.25 |
|