Trading Metrics calculated at close of trading on 11-Apr-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2017 |
11-Apr-2017 |
Change |
Change % |
Previous Week |
Open |
5,420.75 |
5,426.75 |
6.00 |
0.1% |
5,436.75 |
High |
5,443.75 |
5,429.25 |
-14.50 |
-0.3% |
5,481.25 |
Low |
5,405.75 |
5,358.00 |
-47.75 |
-0.9% |
5,382.75 |
Close |
5,422.25 |
5,401.75 |
-20.50 |
-0.4% |
5,421.25 |
Range |
38.00 |
71.25 |
33.25 |
87.5% |
98.50 |
ATR |
45.15 |
47.02 |
1.86 |
4.1% |
0.00 |
Volume |
197,534 |
332,142 |
134,608 |
68.1% |
1,292,662 |
|
Daily Pivots for day following 11-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,610.00 |
5,577.25 |
5,441.00 |
|
R3 |
5,538.75 |
5,506.00 |
5,421.25 |
|
R2 |
5,467.50 |
5,467.50 |
5,414.75 |
|
R1 |
5,434.75 |
5,434.75 |
5,408.25 |
5,415.50 |
PP |
5,396.25 |
5,396.25 |
5,396.25 |
5,386.75 |
S1 |
5,363.50 |
5,363.50 |
5,395.25 |
5,344.25 |
S2 |
5,325.00 |
5,325.00 |
5,388.75 |
|
S3 |
5,253.75 |
5,292.25 |
5,382.25 |
|
S4 |
5,182.50 |
5,221.00 |
5,362.50 |
|
|
Weekly Pivots for week ending 07-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,724.00 |
5,671.00 |
5,475.50 |
|
R3 |
5,625.50 |
5,572.50 |
5,448.25 |
|
R2 |
5,527.00 |
5,527.00 |
5,439.25 |
|
R1 |
5,474.00 |
5,474.00 |
5,430.25 |
5,451.25 |
PP |
5,428.50 |
5,428.50 |
5,428.50 |
5,417.00 |
S1 |
5,375.50 |
5,375.50 |
5,412.25 |
5,352.75 |
S2 |
5,330.00 |
5,330.00 |
5,403.25 |
|
S3 |
5,231.50 |
5,277.00 |
5,394.25 |
|
S4 |
5,133.00 |
5,178.50 |
5,367.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,481.25 |
5,358.00 |
123.25 |
2.3% |
56.50 |
1.0% |
35% |
False |
True |
272,495 |
10 |
5,481.25 |
5,358.00 |
123.25 |
2.3% |
46.50 |
0.9% |
35% |
False |
True |
232,606 |
20 |
5,481.25 |
5,315.00 |
166.25 |
3.1% |
49.25 |
0.9% |
52% |
False |
False |
244,366 |
40 |
5,481.25 |
5,239.75 |
241.50 |
4.5% |
43.00 |
0.8% |
67% |
False |
False |
141,027 |
60 |
5,481.25 |
5,024.75 |
456.50 |
8.5% |
40.50 |
0.7% |
83% |
False |
False |
94,136 |
80 |
5,481.25 |
4,850.25 |
631.00 |
11.7% |
40.75 |
0.8% |
87% |
False |
False |
70,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,732.00 |
2.618 |
5,615.75 |
1.618 |
5,544.50 |
1.000 |
5,500.50 |
0.618 |
5,473.25 |
HIGH |
5,429.25 |
0.618 |
5,402.00 |
0.500 |
5,393.50 |
0.382 |
5,385.25 |
LOW |
5,358.00 |
0.618 |
5,314.00 |
1.000 |
5,286.75 |
1.618 |
5,242.75 |
2.618 |
5,171.50 |
4.250 |
5,055.25 |
|
|
Fisher Pivots for day following 11-Apr-2017 |
Pivot |
1 day |
3 day |
R1 |
5,399.00 |
5,401.50 |
PP |
5,396.25 |
5,401.25 |
S1 |
5,393.50 |
5,401.00 |
|