Trading Metrics calculated at close of trading on 24-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
6,705.50 |
6,660.75 |
-44.75 |
-0.7% |
6,674.25 |
High |
6,728.00 |
6,717.75 |
-10.25 |
-0.2% |
6,867.00 |
Low |
6,616.75 |
6,467.25 |
-149.50 |
-2.3% |
6,639.25 |
Close |
6,667.00 |
6,526.75 |
-140.25 |
-2.1% |
6,676.25 |
Range |
111.25 |
250.50 |
139.25 |
125.2% |
227.75 |
ATR |
142.85 |
150.54 |
7.69 |
5.4% |
0.00 |
Volume |
384,306 |
626,789 |
242,483 |
63.1% |
1,747,158 |
|
Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,322.00 |
7,175.00 |
6,664.50 |
|
R3 |
7,071.50 |
6,924.50 |
6,595.75 |
|
R2 |
6,821.00 |
6,821.00 |
6,572.75 |
|
R1 |
6,674.00 |
6,674.00 |
6,549.75 |
6,622.25 |
PP |
6,570.50 |
6,570.50 |
6,570.50 |
6,544.75 |
S1 |
6,423.50 |
6,423.50 |
6,503.75 |
6,371.75 |
S2 |
6,320.00 |
6,320.00 |
6,480.75 |
|
S3 |
6,069.50 |
6,173.00 |
6,457.75 |
|
S4 |
5,819.00 |
5,922.50 |
6,389.00 |
|
|
Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,410.75 |
7,271.25 |
6,801.50 |
|
R3 |
7,183.00 |
7,043.50 |
6,739.00 |
|
R2 |
6,955.25 |
6,955.25 |
6,718.00 |
|
R1 |
6,815.75 |
6,815.75 |
6,697.25 |
6,885.50 |
PP |
6,727.50 |
6,727.50 |
6,727.50 |
6,762.50 |
S1 |
6,588.00 |
6,588.00 |
6,655.25 |
6,657.75 |
S2 |
6,499.75 |
6,499.75 |
6,634.50 |
|
S3 |
6,272.00 |
6,360.25 |
6,613.50 |
|
S4 |
6,044.25 |
6,132.50 |
6,551.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,867.00 |
6,467.25 |
399.75 |
6.1% |
137.50 |
2.1% |
15% |
False |
True |
421,608 |
10 |
6,867.00 |
6,467.25 |
399.75 |
6.1% |
124.00 |
1.9% |
15% |
False |
True |
402,441 |
20 |
6,867.00 |
6,306.75 |
560.25 |
8.6% |
165.00 |
2.5% |
39% |
False |
False |
524,536 |
40 |
7,214.50 |
6,306.75 |
907.75 |
13.9% |
149.50 |
2.3% |
24% |
False |
False |
409,916 |
60 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
158.50 |
2.4% |
33% |
False |
False |
273,871 |
80 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
137.00 |
2.1% |
33% |
False |
False |
205,563 |
100 |
7,214.50 |
6,187.50 |
1,027.00 |
15.7% |
122.75 |
1.9% |
33% |
False |
False |
164,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,782.50 |
2.618 |
7,373.50 |
1.618 |
7,123.00 |
1.000 |
6,968.25 |
0.618 |
6,872.50 |
HIGH |
6,717.75 |
0.618 |
6,622.00 |
0.500 |
6,592.50 |
0.382 |
6,563.00 |
LOW |
6,467.25 |
0.618 |
6,312.50 |
1.000 |
6,216.75 |
1.618 |
6,062.00 |
2.618 |
5,811.50 |
4.250 |
5,402.50 |
|
|
Fisher Pivots for day following 24-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
6,592.50 |
6,628.75 |
PP |
6,570.50 |
6,594.75 |
S1 |
6,548.75 |
6,560.75 |
|