Trading Metrics calculated at close of trading on 27-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
3,962.0 |
3,969.0 |
7.0 |
0.2% |
3,986.0 |
High |
3,980.0 |
3,980.0 |
0.0 |
0.0% |
3,997.0 |
Low |
3,957.0 |
3,955.0 |
-2.0 |
-0.1% |
3,889.0 |
Close |
3,976.0 |
3,960.0 |
-16.0 |
-0.4% |
3,967.0 |
Range |
23.0 |
25.0 |
2.0 |
8.7% |
108.0 |
ATR |
42.6 |
41.3 |
-1.3 |
-3.0% |
0.0 |
Volume |
520,814 |
638,573 |
117,759 |
22.6% |
3,387,937 |
|
Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,040.0 |
4,025.0 |
3,973.8 |
|
R3 |
4,015.0 |
4,000.0 |
3,966.9 |
|
R2 |
3,990.0 |
3,990.0 |
3,964.6 |
|
R1 |
3,975.0 |
3,975.0 |
3,962.3 |
3,970.0 |
PP |
3,965.0 |
3,965.0 |
3,965.0 |
3,962.5 |
S1 |
3,950.0 |
3,950.0 |
3,957.7 |
3,945.0 |
S2 |
3,940.0 |
3,940.0 |
3,955.4 |
|
S3 |
3,915.0 |
3,925.0 |
3,953.1 |
|
S4 |
3,890.0 |
3,900.0 |
3,946.3 |
|
|
Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,275.0 |
4,229.0 |
4,026.4 |
|
R3 |
4,167.0 |
4,121.0 |
3,996.7 |
|
R2 |
4,059.0 |
4,059.0 |
3,986.8 |
|
R1 |
4,013.0 |
4,013.0 |
3,976.9 |
3,982.0 |
PP |
3,951.0 |
3,951.0 |
3,951.0 |
3,935.5 |
S1 |
3,905.0 |
3,905.0 |
3,957.1 |
3,874.0 |
S2 |
3,843.0 |
3,843.0 |
3,947.2 |
|
S3 |
3,735.0 |
3,797.0 |
3,937.3 |
|
S4 |
3,627.0 |
3,689.0 |
3,907.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,980.0 |
3,891.0 |
89.0 |
2.2% |
36.2 |
0.9% |
78% |
True |
False |
674,502 |
10 |
4,000.0 |
3,889.0 |
111.0 |
2.8% |
41.7 |
1.1% |
64% |
False |
False |
664,780 |
20 |
4,000.0 |
3,804.0 |
196.0 |
4.9% |
36.5 |
0.9% |
80% |
False |
False |
671,902 |
40 |
4,000.0 |
3,587.0 |
413.0 |
10.4% |
41.9 |
1.1% |
90% |
False |
False |
603,066 |
60 |
4,000.0 |
3,360.0 |
640.0 |
16.2% |
44.0 |
1.1% |
94% |
False |
False |
405,574 |
80 |
4,000.0 |
3,360.0 |
640.0 |
16.2% |
43.5 |
1.1% |
94% |
False |
False |
304,883 |
100 |
4,000.0 |
3,335.0 |
665.0 |
16.8% |
39.5 |
1.0% |
94% |
False |
False |
244,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,086.3 |
2.618 |
4,045.5 |
1.618 |
4,020.5 |
1.000 |
4,005.0 |
0.618 |
3,995.5 |
HIGH |
3,980.0 |
0.618 |
3,970.5 |
0.500 |
3,967.5 |
0.382 |
3,964.6 |
LOW |
3,955.0 |
0.618 |
3,939.6 |
1.000 |
3,930.0 |
1.618 |
3,914.6 |
2.618 |
3,889.6 |
4.250 |
3,848.8 |
|
|
Fisher Pivots for day following 27-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
3,967.5 |
3,959.0 |
PP |
3,965.0 |
3,958.0 |
S1 |
3,962.5 |
3,957.0 |
|