Trading Metrics calculated at close of trading on 02-May-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2017 |
02-May-2017 |
Change |
Change % |
Previous Week |
Open |
20,962.73 |
20,941.19 |
-21.54 |
-0.1% |
20,723.59 |
High |
20,976.62 |
20,960.92 |
-15.70 |
-0.1% |
21,070.90 |
Low |
20,898.38 |
20,904.06 |
5.68 |
0.0% |
20,723.59 |
Close |
20,913.46 |
20,949.89 |
36.43 |
0.2% |
20,940.51 |
Range |
78.24 |
56.86 |
-21.38 |
-27.3% |
347.31 |
ATR |
139.07 |
133.19 |
-5.87 |
-4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,108.87 |
21,086.24 |
20,981.16 |
|
R3 |
21,052.01 |
21,029.38 |
20,965.53 |
|
R2 |
20,995.15 |
20,995.15 |
20,960.31 |
|
R1 |
20,972.52 |
20,972.52 |
20,955.10 |
20,983.84 |
PP |
20,938.29 |
20,938.29 |
20,938.29 |
20,943.95 |
S1 |
20,915.66 |
20,915.66 |
20,944.68 |
20,926.98 |
S2 |
20,881.43 |
20,881.43 |
20,939.47 |
|
S3 |
20,824.57 |
20,858.80 |
20,934.25 |
|
S4 |
20,767.71 |
20,801.94 |
20,918.62 |
|
|
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% |
72.95 |
0.3% |
30% |
False |
False |
|
10 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
103.73 |
0.5% |
82% |
False |
False |
|
20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.18 |
0.6% |
82% |
False |
False |
|
40 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
123.90 |
0.6% |
82% |
False |
False |
|
60 |
21,169.11 |
20,002.81 |
1,166.30 |
5.6% |
116.34 |
0.6% |
81% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
115.36 |
0.6% |
85% |
False |
False |
|
100 |
21,169.11 |
19,229.83 |
1,939.28 |
9.3% |
115.51 |
0.6% |
89% |
False |
False |
|
120 |
21,169.11 |
18,200.75 |
2,968.36 |
14.2% |
115.17 |
0.5% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,202.58 |
2.618 |
21,109.78 |
1.618 |
21,052.92 |
1.000 |
21,017.78 |
0.618 |
20,996.06 |
HIGH |
20,960.92 |
0.618 |
20,939.20 |
0.500 |
20,932.49 |
0.382 |
20,925.78 |
LOW |
20,904.06 |
0.618 |
20,868.92 |
1.000 |
20,847.20 |
1.618 |
20,812.06 |
2.618 |
20,755.20 |
4.250 |
20,662.41 |
|
|
Fisher Pivots for day following 02-May-2017 |
Pivot |
1 day |
3 day |
R1 |
20,944.09 |
20,947.62 |
PP |
20,938.29 |
20,945.34 |
S1 |
20,932.49 |
20,943.07 |
|