Trading Metrics calculated at close of trading on 06-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
4,030.00 |
4,069.75 |
39.75 |
1.0% |
3,962.25 |
High |
4,073.75 |
4,076.00 |
2.25 |
0.1% |
4,015.25 |
Low |
4,021.00 |
4,052.25 |
31.25 |
0.8% |
3,928.75 |
Close |
4,067.75 |
4,064.00 |
-3.75 |
-0.1% |
4,010.00 |
Range |
52.75 |
23.75 |
-29.00 |
-55.0% |
86.50 |
ATR |
57.89 |
55.45 |
-2.44 |
-4.2% |
0.00 |
Volume |
1,250,666 |
1,252,163 |
1,497 |
0.1% |
6,481,553 |
|
Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,135.25 |
4,123.50 |
4,077.00 |
|
R3 |
4,111.50 |
4,099.75 |
4,070.50 |
|
R2 |
4,087.75 |
4,087.75 |
4,068.25 |
|
R1 |
4,076.00 |
4,076.00 |
4,066.25 |
4,070.00 |
PP |
4,064.00 |
4,064.00 |
4,064.00 |
4,061.00 |
S1 |
4,052.25 |
4,052.25 |
4,061.75 |
4,046.25 |
S2 |
4,040.25 |
4,040.25 |
4,059.75 |
|
S3 |
4,016.50 |
4,028.50 |
4,057.50 |
|
S4 |
3,992.75 |
4,004.75 |
4,051.00 |
|
|
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 |
4,076.00 |
3,933.75 |
142.25 |
3.5% |
40.75 |
1.0% |
92% |
True |
False |
1,396,266 |
10 |
4,076.00 |
3,843.25 |
232.75 |
5.7% |
48.25 |
1.2% |
95% |
True |
False |
1,718,938 |
20 |
4,076.00 |
3,816.50 |
259.50 |
6.4% |
51.50 |
1.3% |
95% |
True |
False |
1,543,735 |
40 |
4,076.00 |
3,710.50 |
365.50 |
9.0% |
58.50 |
1.4% |
97% |
True |
False |
779,458 |
60 |
4,076.00 |
3,647.50 |
428.50 |
10.5% |
59.00 |
1.5% |
97% |
True |
False |
520,730 |
80 |
4,076.00 |
3,586.50 |
489.50 |
12.0% |
57.00 |
1.4% |
98% |
True |
False |
390,789 |
100 |
4,076.00 |
3,488.25 |
587.75 |
14.5% |
54.25 |
1.3% |
98% |
True |
False |
312,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,177.00 |
2.618 |
4,138.25 |
1.618 |
4,114.50 |
1.000 |
4,099.75 |
0.618 |
4,090.75 |
HIGH |
4,076.00 |
0.618 |
4,067.00 |
0.500 |
4,064.00 |
0.382 |
4,061.25 |
LOW |
4,052.25 |
0.618 |
4,037.50 |
1.000 |
4,028.50 |
1.618 |
4,013.75 |
2.618 |
3,990.00 |
4.250 |
3,951.25 |
|
|
Fisher Pivots for day following 06-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
4,064.00 |
4,049.50 |
PP |
4,064.00 |
4,034.75 |
S1 |
4,064.00 |
4,020.25 |
|