Trading Metrics calculated at close of trading on 21-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
4,156.25 |
4,121.25 |
-35.00 |
-0.8% |
4,114.25 |
High |
4,167.25 |
4,167.25 |
0.00 |
0.0% |
4,183.50 |
Low |
4,110.50 |
4,113.00 |
2.50 |
0.1% |
4,101.25 |
Close |
4,126.50 |
4,164.75 |
38.25 |
0.9% |
4,176.25 |
Range |
56.75 |
54.25 |
-2.50 |
-4.4% |
82.25 |
ATR |
45.35 |
45.99 |
0.64 |
1.4% |
0.00 |
Volume |
1,700,883 |
1,505,474 |
-195,409 |
-11.5% |
6,282,193 |
|
Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,311.00 |
4,292.25 |
4,194.50 |
|
R3 |
4,256.75 |
4,238.00 |
4,179.75 |
|
R2 |
4,202.50 |
4,202.50 |
4,174.75 |
|
R1 |
4,183.75 |
4,183.75 |
4,169.75 |
4,193.00 |
PP |
4,148.25 |
4,148.25 |
4,148.25 |
4,153.00 |
S1 |
4,129.50 |
4,129.50 |
4,159.75 |
4,139.00 |
S2 |
4,094.00 |
4,094.00 |
4,154.75 |
|
S3 |
4,039.75 |
4,075.25 |
4,149.75 |
|
S4 |
3,985.50 |
4,021.00 |
4,135.00 |
|
|
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% |
44.00 |
1.1% |
74% |
False |
False |
1,481,412 |
10 |
4,183.50 |
4,072.50 |
111.00 |
2.7% |
37.50 |
0.9% |
83% |
False |
False |
1,318,610 |
20 |
4,183.50 |
3,843.25 |
340.25 |
8.2% |
41.50 |
1.0% |
94% |
False |
False |
1,479,954 |
40 |
4,183.50 |
3,710.50 |
473.00 |
11.4% |
56.25 |
1.3% |
96% |
False |
False |
1,135,231 |
60 |
4,183.50 |
3,647.50 |
536.00 |
12.9% |
57.25 |
1.4% |
97% |
False |
False |
758,411 |
80 |
4,183.50 |
3,642.75 |
540.75 |
13.0% |
55.25 |
1.3% |
97% |
False |
False |
569,292 |
100 |
4,183.50 |
3,573.75 |
609.75 |
14.6% |
52.75 |
1.3% |
97% |
False |
False |
455,525 |
120 |
4,183.50 |
3,208.00 |
975.50 |
23.4% |
55.25 |
1.3% |
98% |
False |
False |
379,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,397.75 |
2.618 |
4,309.25 |
1.618 |
4,255.00 |
1.000 |
4,221.50 |
0.618 |
4,200.75 |
HIGH |
4,167.25 |
0.618 |
4,146.50 |
0.500 |
4,140.00 |
0.382 |
4,133.75 |
LOW |
4,113.00 |
0.618 |
4,079.50 |
1.000 |
4,058.75 |
1.618 |
4,025.25 |
2.618 |
3,971.00 |
4.250 |
3,882.50 |
|
|
Fisher Pivots for day following 21-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
4,156.50 |
4,157.50 |
PP |
4,148.25 |
4,150.00 |
S1 |
4,140.00 |
4,142.50 |
|