Trading Metrics calculated at close of trading on 05-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
3,967.50 |
4,030.00 |
62.50 |
1.6% |
3,962.25 |
High |
4,015.25 |
4,073.75 |
58.50 |
1.5% |
4,015.25 |
Low |
3,964.50 |
4,021.00 |
56.50 |
1.4% |
3,928.75 |
Close |
4,010.00 |
4,067.75 |
57.75 |
1.4% |
4,010.00 |
Range |
50.75 |
52.75 |
2.00 |
3.9% |
86.50 |
ATR |
57.44 |
57.89 |
0.45 |
0.8% |
0.00 |
Volume |
1,245,846 |
1,250,666 |
4,820 |
0.4% |
6,481,553 |
|
Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,212.50 |
4,192.75 |
4,096.75 |
|
R3 |
4,159.75 |
4,140.00 |
4,082.25 |
|
R2 |
4,107.00 |
4,107.00 |
4,077.50 |
|
R1 |
4,087.25 |
4,087.25 |
4,072.50 |
4,097.00 |
PP |
4,054.25 |
4,054.25 |
4,054.25 |
4,059.00 |
S1 |
4,034.50 |
4,034.50 |
4,063.00 |
4,044.50 |
S2 |
4,001.50 |
4,001.50 |
4,058.00 |
|
S3 |
3,948.75 |
3,981.75 |
4,053.25 |
|
S4 |
3,896.00 |
3,929.00 |
4,038.75 |
|
|
Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,244.25 |
4,213.50 |
4,057.50 |
|
R3 |
4,157.75 |
4,127.00 |
4,033.75 |
|
R2 |
4,071.25 |
4,071.25 |
4,025.75 |
|
R1 |
4,040.50 |
4,040.50 |
4,018.00 |
4,056.00 |
PP |
3,984.75 |
3,984.75 |
3,984.75 |
3,992.25 |
S1 |
3,954.00 |
3,954.00 |
4,002.00 |
3,969.50 |
S2 |
3,898.25 |
3,898.25 |
3,994.25 |
|
S3 |
3,811.75 |
3,867.50 |
3,986.25 |
|
S4 |
3,725.25 |
3,781.00 |
3,962.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,073.75 |
3,928.75 |
145.00 |
3.6% |
44.50 |
1.1% |
96% |
True |
False |
1,546,443 |
10 |
4,073.75 |
3,843.25 |
230.50 |
5.7% |
51.75 |
1.3% |
97% |
True |
False |
1,726,321 |
20 |
4,073.75 |
3,786.50 |
287.25 |
7.1% |
54.50 |
1.3% |
98% |
True |
False |
1,483,461 |
40 |
4,073.75 |
3,710.50 |
363.25 |
8.9% |
58.50 |
1.4% |
98% |
True |
False |
748,413 |
60 |
4,073.75 |
3,647.50 |
426.25 |
10.5% |
59.50 |
1.5% |
99% |
True |
False |
499,921 |
80 |
4,073.75 |
3,586.50 |
487.25 |
12.0% |
57.25 |
1.4% |
99% |
True |
False |
375,138 |
100 |
4,073.75 |
3,488.25 |
585.50 |
14.4% |
55.25 |
1.4% |
99% |
True |
False |
300,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,298.00 |
2.618 |
4,211.75 |
1.618 |
4,159.00 |
1.000 |
4,126.50 |
0.618 |
4,106.25 |
HIGH |
4,073.75 |
0.618 |
4,053.50 |
0.500 |
4,047.50 |
0.382 |
4,041.25 |
LOW |
4,021.00 |
0.618 |
3,988.50 |
1.000 |
3,968.25 |
1.618 |
3,935.75 |
2.618 |
3,883.00 |
4.250 |
3,796.75 |
|
|
Fisher Pivots for day following 05-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
4,061.00 |
4,047.75 |
PP |
4,054.25 |
4,027.75 |
S1 |
4,047.50 |
4,007.50 |
|