Trading Metrics calculated at close of trading on 20-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
4,165.00 |
4,156.25 |
-8.75 |
-0.2% |
4,114.25 |
High |
4,174.75 |
4,167.25 |
-7.50 |
-0.2% |
4,183.50 |
Low |
4,141.75 |
4,110.50 |
-31.25 |
-0.8% |
4,101.25 |
Close |
4,155.50 |
4,126.50 |
-29.00 |
-0.7% |
4,176.25 |
Range |
33.00 |
56.75 |
23.75 |
72.0% |
82.25 |
ATR |
44.47 |
45.35 |
0.88 |
2.0% |
0.00 |
Volume |
1,618,649 |
1,700,883 |
82,234 |
5.1% |
6,282,193 |
|
Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,305.00 |
4,272.50 |
4,157.75 |
|
R3 |
4,248.25 |
4,215.75 |
4,142.00 |
|
R2 |
4,191.50 |
4,191.50 |
4,137.00 |
|
R1 |
4,159.00 |
4,159.00 |
4,131.75 |
4,147.00 |
PP |
4,134.75 |
4,134.75 |
4,134.75 |
4,128.75 |
S1 |
4,102.25 |
4,102.25 |
4,121.25 |
4,090.00 |
S2 |
4,078.00 |
4,078.00 |
4,116.00 |
|
S3 |
4,021.25 |
4,045.50 |
4,111.00 |
|
S4 |
3,964.50 |
3,988.75 |
4,095.25 |
|
|
Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.50 |
4,370.50 |
4,221.50 |
|
R3 |
4,318.25 |
4,288.25 |
4,198.75 |
|
R2 |
4,236.00 |
4,236.00 |
4,191.25 |
|
R1 |
4,206.00 |
4,206.00 |
4,183.75 |
4,221.00 |
PP |
4,153.75 |
4,153.75 |
4,153.75 |
4,161.00 |
S1 |
4,123.75 |
4,123.75 |
4,168.75 |
4,138.75 |
S2 |
4,071.50 |
4,071.50 |
4,161.25 |
|
S3 |
3,989.25 |
4,041.50 |
4,153.75 |
|
S4 |
3,907.00 |
3,959.25 |
4,131.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,183.50 |
4,110.50 |
73.00 |
1.8% |
39.50 |
1.0% |
22% |
False |
True |
1,486,230 |
10 |
4,183.50 |
4,056.50 |
127.00 |
3.1% |
34.00 |
0.8% |
55% |
False |
False |
1,278,221 |
20 |
4,183.50 |
3,843.25 |
340.25 |
8.2% |
41.25 |
1.0% |
83% |
False |
False |
1,498,579 |
40 |
4,183.50 |
3,710.50 |
473.00 |
11.5% |
57.00 |
1.4% |
88% |
False |
False |
1,098,036 |
60 |
4,183.50 |
3,647.50 |
536.00 |
13.0% |
57.50 |
1.4% |
89% |
False |
False |
733,383 |
80 |
4,183.50 |
3,641.25 |
542.25 |
13.1% |
55.25 |
1.3% |
89% |
False |
False |
550,485 |
100 |
4,183.50 |
3,572.00 |
611.50 |
14.8% |
52.75 |
1.3% |
91% |
False |
False |
440,471 |
120 |
4,183.50 |
3,208.00 |
975.50 |
23.6% |
55.25 |
1.3% |
94% |
False |
False |
367,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,408.50 |
2.618 |
4,315.75 |
1.618 |
4,259.00 |
1.000 |
4,224.00 |
0.618 |
4,202.25 |
HIGH |
4,167.25 |
0.618 |
4,145.50 |
0.500 |
4,139.00 |
0.382 |
4,132.25 |
LOW |
4,110.50 |
0.618 |
4,075.50 |
1.000 |
4,053.75 |
1.618 |
4,018.75 |
2.618 |
3,962.00 |
4.250 |
3,869.25 |
|
|
Fisher Pivots for day following 20-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
4,139.00 |
4,147.00 |
PP |
4,134.75 |
4,140.25 |
S1 |
4,130.50 |
4,133.25 |
|