Trading Metrics calculated at close of trading on 12-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2017 |
12-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
20,644.32 |
20,637.95 |
-6.37 |
0.0% |
20,665.17 |
High |
20,660.03 |
20,642.54 |
-17.49 |
-0.1% |
20,887.50 |
Low |
20,512.56 |
20,553.03 |
40.47 |
0.2% |
20,517.82 |
Close |
20,651.30 |
20,591.86 |
-59.44 |
-0.3% |
20,656.10 |
Range |
147.47 |
89.51 |
-57.96 |
-39.3% |
369.68 |
ATR |
136.42 |
133.69 |
-2.72 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,864.34 |
20,817.61 |
20,641.09 |
|
R3 |
20,774.83 |
20,728.10 |
20,616.48 |
|
R2 |
20,685.32 |
20,685.32 |
20,608.27 |
|
R1 |
20,638.59 |
20,638.59 |
20,600.07 |
20,617.20 |
PP |
20,595.81 |
20,595.81 |
20,595.81 |
20,585.12 |
S1 |
20,549.08 |
20,549.08 |
20,583.65 |
20,527.69 |
S2 |
20,506.30 |
20,506.30 |
20,575.45 |
|
S3 |
20,416.79 |
20,459.57 |
20,567.24 |
|
S4 |
20,327.28 |
20,370.06 |
20,542.63 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,796.18 |
21,595.82 |
20,859.42 |
|
R3 |
21,426.50 |
21,226.14 |
20,757.76 |
|
R2 |
21,056.82 |
21,056.82 |
20,723.87 |
|
R1 |
20,856.46 |
20,856.46 |
20,689.99 |
20,771.80 |
PP |
20,687.14 |
20,687.14 |
20,687.14 |
20,644.81 |
S1 |
20,486.78 |
20,486.78 |
20,622.21 |
20,402.12 |
S2 |
20,317.46 |
20,317.46 |
20,588.33 |
|
S3 |
19,947.78 |
20,117.10 |
20,554.44 |
|
S4 |
19,578.10 |
19,747.42 |
20,452.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,750.33 |
20,512.56 |
237.77 |
1.2% |
125.17 |
0.6% |
33% |
False |
False |
|
10 |
20,887.50 |
20,512.56 |
374.94 |
1.8% |
131.64 |
0.6% |
21% |
False |
False |
|
20 |
21,000.11 |
20,412.80 |
587.31 |
2.9% |
137.75 |
0.7% |
30% |
False |
False |
|
40 |
21,169.11 |
20,412.80 |
756.31 |
3.7% |
119.20 |
0.6% |
24% |
False |
False |
|
60 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
114.71 |
0.6% |
61% |
False |
False |
|
80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.2% |
111.44 |
0.5% |
61% |
False |
False |
|
100 |
21,169.11 |
18,845.27 |
2,323.84 |
11.3% |
110.19 |
0.5% |
75% |
False |
False |
|
120 |
21,169.11 |
17,883.56 |
3,285.55 |
16.0% |
117.21 |
0.6% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,022.96 |
2.618 |
20,876.88 |
1.618 |
20,787.37 |
1.000 |
20,732.05 |
0.618 |
20,697.86 |
HIGH |
20,642.54 |
0.618 |
20,608.35 |
0.500 |
20,597.79 |
0.382 |
20,587.22 |
LOW |
20,553.03 |
0.618 |
20,497.71 |
1.000 |
20,463.52 |
1.618 |
20,408.20 |
2.618 |
20,318.69 |
4.250 |
20,172.61 |
|
|
Fisher Pivots for day following 12-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
20,597.79 |
20,631.45 |
PP |
20,595.81 |
20,618.25 |
S1 |
20,593.84 |
20,605.06 |
|