Trading Metrics calculated at close of trading on 06-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
3,873.0 |
3,929.0 |
56.0 |
1.4% |
3,824.0 |
High |
3,921.0 |
3,942.0 |
21.0 |
0.5% |
3,921.0 |
Low |
3,867.0 |
3,904.0 |
37.0 |
1.0% |
3,804.0 |
Close |
3,893.0 |
3,920.0 |
27.0 |
0.7% |
3,893.0 |
Range |
54.0 |
38.0 |
-16.0 |
-29.6% |
117.0 |
ATR |
48.0 |
48.0 |
0.1 |
0.2% |
0.0 |
Volume |
611,566 |
777,939 |
166,373 |
27.2% |
2,973,737 |
|
Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,036.0 |
4,016.0 |
3,940.9 |
|
R3 |
3,998.0 |
3,978.0 |
3,930.5 |
|
R2 |
3,960.0 |
3,960.0 |
3,927.0 |
|
R1 |
3,940.0 |
3,940.0 |
3,923.5 |
3,931.0 |
PP |
3,922.0 |
3,922.0 |
3,922.0 |
3,917.5 |
S1 |
3,902.0 |
3,902.0 |
3,916.5 |
3,893.0 |
S2 |
3,884.0 |
3,884.0 |
3,913.0 |
|
S3 |
3,846.0 |
3,864.0 |
3,909.6 |
|
S4 |
3,808.0 |
3,826.0 |
3,899.1 |
|
|
Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,223.7 |
4,175.3 |
3,957.4 |
|
R3 |
4,106.7 |
4,058.3 |
3,925.2 |
|
R2 |
3,989.7 |
3,989.7 |
3,914.5 |
|
R1 |
3,941.3 |
3,941.3 |
3,903.7 |
3,965.5 |
PP |
3,872.7 |
3,872.7 |
3,872.7 |
3,884.8 |
S1 |
3,824.3 |
3,824.3 |
3,882.3 |
3,848.5 |
S2 |
3,755.7 |
3,755.7 |
3,871.6 |
|
S3 |
3,638.7 |
3,707.3 |
3,860.8 |
|
S4 |
3,521.7 |
3,590.3 |
3,828.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,942.0 |
3,804.0 |
138.0 |
3.5% |
39.2 |
1.0% |
84% |
True |
False |
750,335 |
10 |
3,942.0 |
3,727.0 |
215.0 |
5.5% |
42.5 |
1.1% |
90% |
True |
False |
769,344 |
20 |
3,942.0 |
3,619.0 |
323.0 |
8.2% |
43.3 |
1.1% |
93% |
True |
False |
716,722 |
40 |
3,942.0 |
3,559.0 |
383.0 |
9.8% |
44.2 |
1.1% |
94% |
True |
False |
365,615 |
60 |
3,942.0 |
3,360.0 |
582.0 |
14.8% |
46.1 |
1.2% |
96% |
True |
False |
244,935 |
80 |
3,942.0 |
3,335.0 |
607.0 |
15.5% |
42.6 |
1.1% |
96% |
True |
False |
184,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,103.5 |
2.618 |
4,041.5 |
1.618 |
4,003.5 |
1.000 |
3,980.0 |
0.618 |
3,965.5 |
HIGH |
3,942.0 |
0.618 |
3,927.5 |
0.500 |
3,923.0 |
0.382 |
3,918.5 |
LOW |
3,904.0 |
0.618 |
3,880.5 |
1.000 |
3,866.0 |
1.618 |
3,842.5 |
2.618 |
3,804.5 |
4.250 |
3,742.5 |
|
|
Fisher Pivots for day following 06-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
3,923.0 |
3,912.8 |
PP |
3,922.0 |
3,905.7 |
S1 |
3,921.0 |
3,898.5 |
|