| Trading Metrics calculated at close of trading on 24-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2017 |
24-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
18,625 |
18,930 |
305 |
1.6% |
18,350 |
| High |
18,705 |
19,070 |
365 |
2.0% |
18,705 |
| Low |
18,585 |
18,880 |
295 |
1.6% |
18,255 |
| Close |
18,650 |
18,900 |
250 |
1.3% |
18,650 |
| Range |
120 |
190 |
70 |
58.3% |
450 |
| ATR |
230 |
243 |
14 |
5.9% |
0 |
| Volume |
9,478 |
19,333 |
9,855 |
104.0% |
47,479 |
|
| Daily Pivots for day following 24-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,520 |
19,400 |
19,005 |
|
| R3 |
19,330 |
19,210 |
18,952 |
|
| R2 |
19,140 |
19,140 |
18,935 |
|
| R1 |
19,020 |
19,020 |
18,918 |
18,985 |
| PP |
18,950 |
18,950 |
18,950 |
18,933 |
| S1 |
18,830 |
18,830 |
18,883 |
18,795 |
| S2 |
18,760 |
18,760 |
18,865 |
|
| S3 |
18,570 |
18,640 |
18,848 |
|
| S4 |
18,380 |
18,450 |
18,796 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,887 |
19,718 |
18,898 |
|
| R3 |
19,437 |
19,268 |
18,774 |
|
| R2 |
18,987 |
18,987 |
18,733 |
|
| R1 |
18,818 |
18,818 |
18,691 |
18,903 |
| PP |
18,537 |
18,537 |
18,537 |
18,579 |
| S1 |
18,368 |
18,368 |
18,609 |
18,453 |
| S2 |
18,087 |
18,087 |
18,568 |
|
| S3 |
17,637 |
17,918 |
18,526 |
|
| S4 |
17,187 |
17,468 |
18,403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,070 |
18,315 |
755 |
4.0% |
211 |
1.1% |
77% |
True |
False |
11,553 |
| 10 |
19,070 |
18,255 |
815 |
4.3% |
208 |
1.1% |
79% |
True |
False |
11,703 |
| 20 |
19,315 |
18,255 |
1,060 |
5.6% |
236 |
1.2% |
61% |
False |
False |
13,009 |
| 40 |
19,665 |
18,255 |
1,410 |
7.5% |
228 |
1.2% |
46% |
False |
False |
11,077 |
| 60 |
19,665 |
18,255 |
1,410 |
7.5% |
231 |
1.2% |
46% |
False |
False |
7,400 |
| 80 |
19,665 |
18,255 |
1,410 |
7.5% |
227 |
1.2% |
46% |
False |
False |
5,552 |
| 100 |
19,665 |
18,255 |
1,410 |
7.5% |
191 |
1.0% |
46% |
False |
False |
4,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,878 |
|
2.618 |
19,568 |
|
1.618 |
19,378 |
|
1.000 |
19,260 |
|
0.618 |
19,188 |
|
HIGH |
19,070 |
|
0.618 |
18,998 |
|
0.500 |
18,975 |
|
0.382 |
18,953 |
|
LOW |
18,880 |
|
0.618 |
18,763 |
|
1.000 |
18,690 |
|
1.618 |
18,573 |
|
2.618 |
18,383 |
|
4.250 |
18,073 |
|
|
| Fisher Pivots for day following 24-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
18,975 |
18,845 |
| PP |
18,950 |
18,790 |
| S1 |
18,925 |
18,735 |
|