Trading Metrics calculated at close of trading on 05-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2017 |
05-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,634.94 |
20,745.06 |
110.12 |
0.5% |
20,488.35 |
High |
20,701.29 |
20,887.50 |
186.21 |
0.9% |
20,753.78 |
Low |
20,605.30 |
20,639.55 |
34.25 |
0.2% |
20,412.80 |
Close |
20,689.24 |
20,648.15 |
-41.09 |
-0.2% |
20,663.22 |
Range |
95.99 |
247.95 |
151.96 |
158.3% |
340.98 |
ATR |
128.50 |
137.03 |
8.53 |
6.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,468.92 |
21,306.48 |
20,784.52 |
|
R3 |
21,220.97 |
21,058.53 |
20,716.34 |
|
R2 |
20,973.02 |
20,973.02 |
20,693.61 |
|
R1 |
20,810.58 |
20,810.58 |
20,670.88 |
20,767.83 |
PP |
20,725.07 |
20,725.07 |
20,725.07 |
20,703.69 |
S1 |
20,562.63 |
20,562.63 |
20,625.42 |
20,519.88 |
S2 |
20,477.12 |
20,477.12 |
20,602.69 |
|
S3 |
20,229.17 |
20,314.68 |
20,579.96 |
|
S4 |
19,981.22 |
20,066.73 |
20,511.78 |
|
|
Weekly Pivots for week ending 31-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,632.87 |
21,489.03 |
20,850.76 |
|
R3 |
21,291.89 |
21,148.05 |
20,756.99 |
|
R2 |
20,950.91 |
20,950.91 |
20,725.73 |
|
R1 |
20,807.07 |
20,807.07 |
20,694.48 |
20,878.99 |
PP |
20,609.93 |
20,609.93 |
20,609.93 |
20,645.90 |
S1 |
20,466.09 |
20,466.09 |
20,631.96 |
20,538.01 |
S2 |
20,268.95 |
20,268.95 |
20,600.71 |
|
S3 |
19,927.97 |
20,125.11 |
20,569.45 |
|
S4 |
19,586.99 |
19,784.13 |
20,475.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,887.50 |
20,517.82 |
369.68 |
1.8% |
138.11 |
0.7% |
35% |
True |
False |
|
10 |
20,887.50 |
20,412.80 |
474.70 |
2.3% |
145.94 |
0.7% |
50% |
True |
False |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.8% |
132.56 |
0.6% |
40% |
False |
False |
|
40 |
21,169.11 |
20,015.33 |
1,153.78 |
5.6% |
117.05 |
0.6% |
55% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
114.78 |
0.6% |
65% |
False |
False |
|
80 |
21,169.11 |
19,623.19 |
1,545.92 |
7.5% |
112.07 |
0.5% |
66% |
False |
False |
|
100 |
21,169.11 |
18,603.14 |
2,565.97 |
12.4% |
111.04 |
0.5% |
80% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.9% |
116.82 |
0.6% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,941.29 |
2.618 |
21,536.63 |
1.618 |
21,288.68 |
1.000 |
21,135.45 |
0.618 |
21,040.73 |
HIGH |
20,887.50 |
0.618 |
20,792.78 |
0.500 |
20,763.53 |
0.382 |
20,734.27 |
LOW |
20,639.55 |
0.618 |
20,486.32 |
1.000 |
20,391.60 |
1.618 |
20,238.37 |
2.618 |
19,990.42 |
4.250 |
19,585.76 |
|
|
Fisher Pivots for day following 05-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,763.53 |
20,702.66 |
PP |
20,725.07 |
20,684.49 |
S1 |
20,686.61 |
20,666.32 |
|