Trading Metrics calculated at close of trading on 01-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2017 |
01-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,987.39 |
20,962.73 |
-24.66 |
-0.1% |
20,723.59 |
High |
20,987.76 |
20,976.62 |
-11.14 |
-0.1% |
21,070.90 |
Low |
20,926.75 |
20,898.38 |
-28.37 |
-0.1% |
20,723.59 |
Close |
20,940.51 |
20,913.46 |
-27.05 |
-0.1% |
20,940.51 |
Range |
61.01 |
78.24 |
17.23 |
28.2% |
347.31 |
ATR |
143.74 |
139.07 |
-4.68 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,164.21 |
21,117.07 |
20,956.49 |
|
R3 |
21,085.97 |
21,038.83 |
20,934.98 |
|
R2 |
21,007.73 |
21,007.73 |
20,927.80 |
|
R1 |
20,960.59 |
20,960.59 |
20,920.63 |
20,945.04 |
PP |
20,929.49 |
20,929.49 |
20,929.49 |
20,921.71 |
S1 |
20,882.35 |
20,882.35 |
20,906.29 |
20,866.80 |
S2 |
20,851.25 |
20,851.25 |
20,899.12 |
|
S3 |
20,773.01 |
20,804.11 |
20,891.94 |
|
S4 |
20,694.77 |
20,725.87 |
20,870.43 |
|
|
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 |
20,898.38 |
172.52 |
0.8% |
85.09 |
0.4% |
9% |
False |
True |
|
10 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
111.82 |
0.5% |
77% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
129.06 |
0.6% |
77% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
124.33 |
0.6% |
77% |
False |
False |
|
60 |
21,169.11 |
19,964.21 |
1,204.90 |
5.8% |
117.35 |
0.6% |
79% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
116.36 |
0.6% |
83% |
False |
False |
|
100 |
21,169.11 |
19,184.74 |
1,984.37 |
9.5% |
115.65 |
0.6% |
87% |
False |
False |
|
120 |
21,169.11 |
17,994.64 |
3,174.47 |
15.2% |
116.94 |
0.6% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,309.14 |
2.618 |
21,181.45 |
1.618 |
21,103.21 |
1.000 |
21,054.86 |
0.618 |
21,024.97 |
HIGH |
20,976.62 |
0.618 |
20,946.73 |
0.500 |
20,937.50 |
0.382 |
20,928.27 |
LOW |
20,898.38 |
0.618 |
20,850.03 |
1.000 |
20,820.14 |
1.618 |
20,771.79 |
2.618 |
20,693.55 |
4.250 |
20,565.86 |
|
|
Fisher Pivots for day following 01-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,937.50 |
20,952.09 |
PP |
20,929.49 |
20,939.21 |
S1 |
20,921.47 |
20,926.34 |
|