| Trading Metrics calculated at close of trading on 27-Apr-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2017 |
27-Apr-2017 |
Change |
Change % |
Previous Week |
| Open |
21,009.95 |
20,991.12 |
-18.83 |
-0.1% |
20,484.75 |
| High |
21,070.90 |
21,005.80 |
-65.10 |
-0.3% |
20,644.41 |
| Low |
20,972.27 |
20,935.80 |
-36.47 |
-0.2% |
20,379.55 |
| Close |
20,975.09 |
20,981.33 |
6.24 |
0.0% |
20,547.76 |
| Range |
98.63 |
70.00 |
-28.63 |
-29.0% |
264.86 |
| ATR |
156.27 |
150.11 |
-6.16 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,184.31 |
21,152.82 |
21,019.83 |
|
| R3 |
21,114.31 |
21,082.82 |
21,000.58 |
|
| R2 |
21,044.31 |
21,044.31 |
20,994.16 |
|
| R1 |
21,012.82 |
21,012.82 |
20,987.75 |
20,993.57 |
| PP |
20,974.31 |
20,974.31 |
20,974.31 |
20,964.68 |
| S1 |
20,942.82 |
20,942.82 |
20,974.91 |
20,923.57 |
| S2 |
20,904.31 |
20,904.31 |
20,968.50 |
|
| S3 |
20,834.31 |
20,872.82 |
20,962.08 |
|
| S4 |
20,764.31 |
20,802.82 |
20,942.83 |
|
|
| Weekly Pivots for week ending 21-Apr-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,318.49 |
21,197.98 |
20,693.43 |
|
| R3 |
21,053.63 |
20,933.12 |
20,620.60 |
|
| R2 |
20,788.77 |
20,788.77 |
20,596.32 |
|
| R1 |
20,668.26 |
20,668.26 |
20,572.04 |
20,728.52 |
| PP |
20,523.91 |
20,523.91 |
20,523.91 |
20,554.03 |
| S1 |
20,403.40 |
20,403.40 |
20,523.48 |
20,463.66 |
| S2 |
20,259.05 |
20,259.05 |
20,499.20 |
|
| S3 |
19,994.19 |
20,138.54 |
20,474.92 |
|
| S4 |
19,729.33 |
19,873.68 |
20,402.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,070.90 |
20,505.33 |
565.57 |
2.7% |
90.18 |
0.4% |
84% |
False |
False |
|
| 10 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
129.77 |
0.6% |
87% |
False |
False |
|
| 20 |
21,070.90 |
20,379.55 |
691.35 |
3.3% |
130.70 |
0.6% |
87% |
False |
False |
|
| 40 |
21,129.20 |
20,379.55 |
749.65 |
3.6% |
126.32 |
0.6% |
80% |
False |
False |
|
| 60 |
21,169.11 |
19,831.09 |
1,338.02 |
6.4% |
118.59 |
0.6% |
86% |
False |
False |
|
| 80 |
21,169.11 |
19,677.94 |
1,491.17 |
7.1% |
117.62 |
0.6% |
87% |
False |
False |
|
| 100 |
21,169.11 |
19,141.18 |
2,027.93 |
9.7% |
115.69 |
0.6% |
91% |
False |
False |
|
| 120 |
21,169.11 |
17,883.56 |
3,285.55 |
15.7% |
117.49 |
0.6% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,303.30 |
|
2.618 |
21,189.06 |
|
1.618 |
21,119.06 |
|
1.000 |
21,075.80 |
|
0.618 |
21,049.06 |
|
HIGH |
21,005.80 |
|
0.618 |
20,979.06 |
|
0.500 |
20,970.80 |
|
0.382 |
20,962.54 |
|
LOW |
20,935.80 |
|
0.618 |
20,892.54 |
|
1.000 |
20,865.80 |
|
1.618 |
20,822.54 |
|
2.618 |
20,752.54 |
|
4.250 |
20,638.30 |
|
|
| Fisher Pivots for day following 27-Apr-2017 |
| Pivot |
1 day |
3 day |
| R1 |
20,977.82 |
20,990.14 |
| PP |
20,974.31 |
20,987.20 |
| S1 |
20,970.80 |
20,984.27 |
|