Trading Metrics calculated at close of trading on 28-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2017 |
28-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,991.12 |
20,987.39 |
-3.73 |
0.0% |
20,723.59 |
High |
21,005.80 |
20,987.76 |
-18.04 |
-0.1% |
21,070.90 |
Low |
20,935.80 |
20,926.75 |
-9.05 |
0.0% |
20,723.59 |
Close |
20,981.33 |
20,940.51 |
-40.82 |
-0.2% |
20,940.51 |
Range |
70.00 |
61.01 |
-8.99 |
-12.8% |
347.31 |
ATR |
150.11 |
143.74 |
-6.36 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,134.70 |
21,098.62 |
20,974.07 |
|
R3 |
21,073.69 |
21,037.61 |
20,957.29 |
|
R2 |
21,012.68 |
21,012.68 |
20,951.70 |
|
R1 |
20,976.60 |
20,976.60 |
20,946.10 |
20,964.14 |
PP |
20,951.67 |
20,951.67 |
20,951.67 |
20,945.44 |
S1 |
20,915.59 |
20,915.59 |
20,934.92 |
20,903.13 |
S2 |
20,890.66 |
20,890.66 |
20,929.32 |
|
S3 |
20,829.65 |
20,854.58 |
20,923.73 |
|
S4 |
20,768.64 |
20,793.57 |
20,906.95 |
|
|
Weekly Pivots for week ending 28-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,953.60 |
21,794.36 |
21,131.53 |
|
R3 |
21,606.29 |
21,447.05 |
21,036.02 |
|
R2 |
21,258.98 |
21,258.98 |
21,004.18 |
|
R1 |
21,099.74 |
21,099.74 |
20,972.35 |
21,179.36 |
PP |
20,911.67 |
20,911.67 |
20,911.67 |
20,951.48 |
S1 |
20,752.43 |
20,752.43 |
20,908.67 |
20,832.05 |
S2 |
20,564.36 |
20,564.36 |
20,876.84 |
|
S3 |
20,217.05 |
20,405.12 |
20,845.00 |
|
S4 |
19,869.74 |
20,057.81 |
20,749.49 |
|
|
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 |
20,723.59 |
347.31 |
1.7% |
83.17 |
0.4% |
62% |
False |
False |
|
10 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
119.97 |
0.6% |
81% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
128.25 |
0.6% |
81% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
124.53 |
0.6% |
81% |
False |
False |
|
60 |
21,169.11 |
19,831.09 |
1,338.02 |
6.4% |
117.57 |
0.6% |
83% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
116.35 |
0.6% |
85% |
False |
False |
|
100 |
21,169.11 |
19,184.74 |
1,984.37 |
9.5% |
115.75 |
0.6% |
88% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
117.14 |
0.6% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,247.05 |
2.618 |
21,147.48 |
1.618 |
21,086.47 |
1.000 |
21,048.77 |
0.618 |
21,025.46 |
HIGH |
20,987.76 |
0.618 |
20,964.45 |
0.500 |
20,957.26 |
0.382 |
20,950.06 |
LOW |
20,926.75 |
0.618 |
20,889.05 |
1.000 |
20,865.74 |
1.618 |
20,828.04 |
2.618 |
20,767.03 |
4.250 |
20,667.46 |
|
|
Fisher Pivots for day following 28-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,957.26 |
20,998.83 |
PP |
20,951.67 |
20,979.39 |
S1 |
20,946.09 |
20,959.95 |
|