Trading Metrics calculated at close of trading on 21-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2020 |
21-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1,680.65 |
1,693.88 |
13.23 |
0.8% |
1,684.56 |
High |
1,700.08 |
1,695.71 |
-4.37 |
-0.3% |
1,744.37 |
Low |
1,672.32 |
1,663.76 |
-8.56 |
-0.5% |
1,677.31 |
Close |
1,694.10 |
1,683.33 |
-10.77 |
-0.6% |
1,680.42 |
Range |
27.76 |
31.95 |
4.19 |
15.1% |
67.06 |
ATR |
34.46 |
34.28 |
-0.18 |
-0.5% |
0.00 |
Volume |
6,033 |
5,897 |
-136 |
-2.3% |
28,967 |
|
Daily Pivots for day following 21-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.78 |
1,762.01 |
1,700.90 |
|
R3 |
1,744.83 |
1,730.06 |
1,692.12 |
|
R2 |
1,712.88 |
1,712.88 |
1,689.19 |
|
R1 |
1,698.11 |
1,698.11 |
1,686.26 |
1,689.52 |
PP |
1,680.93 |
1,680.93 |
1,680.93 |
1,676.64 |
S1 |
1,666.16 |
1,666.16 |
1,680.40 |
1,657.57 |
S2 |
1,648.98 |
1,648.98 |
1,677.47 |
|
S3 |
1,617.03 |
1,634.21 |
1,674.54 |
|
S4 |
1,585.08 |
1,602.26 |
1,665.76 |
|
|
Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,901.88 |
1,858.21 |
1,717.30 |
|
R3 |
1,834.82 |
1,791.15 |
1,698.86 |
|
R2 |
1,767.76 |
1,767.76 |
1,692.71 |
|
R1 |
1,724.09 |
1,724.09 |
1,686.57 |
1,712.40 |
PP |
1,700.70 |
1,700.70 |
1,700.70 |
1,694.85 |
S1 |
1,657.03 |
1,657.03 |
1,674.27 |
1,645.34 |
S2 |
1,633.64 |
1,633.64 |
1,668.13 |
|
S3 |
1,566.58 |
1,589.97 |
1,661.98 |
|
S4 |
1,499.52 |
1,522.91 |
1,643.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,736.85 |
1,663.76 |
73.09 |
4.3% |
28.47 |
1.7% |
27% |
False |
True |
5,997 |
10 |
1,744.37 |
1,643.69 |
100.68 |
6.0% |
28.01 |
1.7% |
39% |
False |
False |
5,349 |
20 |
1,744.37 |
1,564.96 |
179.41 |
10.7% |
30.03 |
1.8% |
66% |
False |
False |
5,347 |
40 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
41.98 |
2.5% |
79% |
False |
False |
5,578 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
33.61 |
2.0% |
79% |
False |
False |
6,020 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
29.52 |
1.8% |
79% |
False |
False |
6,316 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
25.74 |
1.5% |
79% |
False |
False |
6,516 |
120 |
1,744.37 |
1,446.68 |
297.69 |
17.7% |
23.59 |
1.4% |
79% |
False |
False |
6,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,831.50 |
2.618 |
1,779.36 |
1.618 |
1,747.41 |
1.000 |
1,727.66 |
0.618 |
1,715.46 |
HIGH |
1,695.71 |
0.618 |
1,683.51 |
0.500 |
1,679.74 |
0.382 |
1,675.96 |
LOW |
1,663.76 |
0.618 |
1,644.01 |
1.000 |
1,631.81 |
1.618 |
1,612.06 |
2.618 |
1,580.11 |
4.250 |
1,527.97 |
|
|
Fisher Pivots for day following 21-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1,682.13 |
1,690.40 |
PP |
1,680.93 |
1,688.04 |
S1 |
1,679.74 |
1,685.69 |
|