Trading Metrics calculated at close of trading on 12-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2021 |
12-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
3,934.0 |
3,925.0 |
-9.0 |
-0.2% |
3,929.0 |
High |
3,939.0 |
3,933.0 |
-6.0 |
-0.2% |
3,942.0 |
Low |
3,918.0 |
3,907.0 |
-11.0 |
-0.3% |
3,900.0 |
Close |
3,926.0 |
3,915.0 |
-11.0 |
-0.3% |
3,926.0 |
Range |
21.0 |
26.0 |
5.0 |
23.8% |
42.0 |
ATR |
42.6 |
41.5 |
-1.2 |
-2.8% |
0.0 |
Volume |
511,490 |
510,768 |
-722 |
-0.1% |
2,612,867 |
|
Daily Pivots for day following 12-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,996.3 |
3,981.7 |
3,929.3 |
|
R3 |
3,970.3 |
3,955.7 |
3,922.2 |
|
R2 |
3,944.3 |
3,944.3 |
3,919.8 |
|
R1 |
3,929.7 |
3,929.7 |
3,917.4 |
3,924.0 |
PP |
3,918.3 |
3,918.3 |
3,918.3 |
3,915.5 |
S1 |
3,903.7 |
3,903.7 |
3,912.6 |
3,898.0 |
S2 |
3,892.3 |
3,892.3 |
3,910.2 |
|
S3 |
3,866.3 |
3,877.7 |
3,907.9 |
|
S4 |
3,840.3 |
3,851.7 |
3,900.7 |
|
|
Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,048.7 |
4,029.3 |
3,949.1 |
|
R3 |
4,006.7 |
3,987.3 |
3,937.6 |
|
R2 |
3,964.7 |
3,964.7 |
3,933.7 |
|
R1 |
3,945.3 |
3,945.3 |
3,929.9 |
3,934.0 |
PP |
3,922.7 |
3,922.7 |
3,922.7 |
3,917.0 |
S1 |
3,903.3 |
3,903.3 |
3,922.2 |
3,892.0 |
S2 |
3,880.7 |
3,880.7 |
3,918.3 |
|
S3 |
3,838.7 |
3,861.3 |
3,914.5 |
|
S4 |
3,796.7 |
3,819.3 |
3,902.9 |
|
|
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 |
3,900.0 |
42.0 |
1.1% |
25.2 |
0.6% |
36% |
False |
False |
624,727 |
10 |
3,942.0 |
3,788.0 |
154.0 |
3.9% |
33.4 |
0.9% |
82% |
False |
False |
684,166 |
20 |
3,942.0 |
3,727.0 |
215.0 |
5.5% |
36.8 |
0.9% |
87% |
False |
False |
811,804 |
40 |
3,942.0 |
3,559.0 |
383.0 |
9.8% |
43.7 |
1.1% |
93% |
False |
False |
421,988 |
60 |
3,942.0 |
3,360.0 |
582.0 |
14.9% |
45.9 |
1.2% |
95% |
False |
False |
283,690 |
80 |
3,942.0 |
3,335.0 |
607.0 |
15.5% |
43.6 |
1.1% |
96% |
False |
False |
213,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,043.5 |
2.618 |
4,001.1 |
1.618 |
3,975.1 |
1.000 |
3,959.0 |
0.618 |
3,949.1 |
HIGH |
3,933.0 |
0.618 |
3,923.1 |
0.500 |
3,920.0 |
0.382 |
3,916.9 |
LOW |
3,907.0 |
0.618 |
3,890.9 |
1.000 |
3,881.0 |
1.618 |
3,864.9 |
2.618 |
3,838.9 |
4.250 |
3,796.5 |
|
|
Fisher Pivots for day following 12-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
3,920.0 |
3,923.0 |
PP |
3,918.3 |
3,920.3 |
S1 |
3,916.7 |
3,917.7 |
|