Trading Metrics calculated at close of trading on 23-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2021 |
23-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
4,157.50 |
4,129.00 |
-28.50 |
-0.7% |
4,165.00 |
High |
4,171.75 |
4,186.75 |
15.00 |
0.4% |
4,186.75 |
Low |
4,115.25 |
4,127.50 |
12.25 |
0.3% |
4,110.50 |
Close |
4,127.75 |
4,171.50 |
43.75 |
1.1% |
4,171.50 |
Range |
56.50 |
59.25 |
2.75 |
4.9% |
76.25 |
ATR |
46.74 |
47.63 |
0.89 |
1.9% |
0.00 |
Volume |
1,944,942 |
1,509,514 |
-435,428 |
-22.4% |
8,279,462 |
|
Daily Pivots for day following 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,339.75 |
4,314.75 |
4,204.00 |
|
R3 |
4,280.50 |
4,255.50 |
4,187.75 |
|
R2 |
4,221.25 |
4,221.25 |
4,182.25 |
|
R1 |
4,196.25 |
4,196.25 |
4,177.00 |
4,208.75 |
PP |
4,162.00 |
4,162.00 |
4,162.00 |
4,168.00 |
S1 |
4,137.00 |
4,137.00 |
4,166.00 |
4,149.50 |
S2 |
4,102.75 |
4,102.75 |
4,160.75 |
|
S3 |
4,043.50 |
4,077.75 |
4,155.25 |
|
S4 |
3,984.25 |
4,018.50 |
4,139.00 |
|
|
Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,385.00 |
4,354.50 |
4,213.50 |
|
R3 |
4,308.75 |
4,278.25 |
4,192.50 |
|
R2 |
4,232.50 |
4,232.50 |
4,185.50 |
|
R1 |
4,202.00 |
4,202.00 |
4,178.50 |
4,217.25 |
PP |
4,156.25 |
4,156.25 |
4,156.25 |
4,164.00 |
S1 |
4,125.75 |
4,125.75 |
4,164.50 |
4,141.00 |
S2 |
4,080.00 |
4,080.00 |
4,157.50 |
|
S3 |
4,003.75 |
4,049.50 |
4,150.50 |
|
S4 |
3,927.50 |
3,973.25 |
4,129.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,186.75 |
4,110.50 |
76.25 |
1.8% |
52.00 |
1.2% |
80% |
True |
False |
1,655,892 |
10 |
4,186.75 |
4,101.25 |
85.50 |
2.0% |
42.50 |
1.0% |
82% |
True |
False |
1,456,165 |
20 |
4,186.75 |
3,900.75 |
286.00 |
6.9% |
41.25 |
1.0% |
95% |
True |
False |
1,435,529 |
40 |
4,186.75 |
3,710.50 |
476.25 |
11.4% |
54.00 |
1.3% |
97% |
True |
False |
1,220,993 |
60 |
4,186.75 |
3,647.50 |
539.25 |
12.9% |
56.25 |
1.3% |
97% |
True |
False |
815,919 |
80 |
4,186.75 |
3,642.75 |
544.00 |
13.0% |
55.75 |
1.3% |
97% |
True |
False |
612,465 |
100 |
4,186.75 |
3,573.75 |
613.00 |
14.7% |
53.25 |
1.3% |
98% |
True |
False |
490,069 |
120 |
4,186.75 |
3,208.00 |
978.75 |
23.5% |
54.75 |
1.3% |
98% |
True |
False |
408,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,438.50 |
2.618 |
4,341.75 |
1.618 |
4,282.50 |
1.000 |
4,246.00 |
0.618 |
4,223.25 |
HIGH |
4,186.75 |
0.618 |
4,164.00 |
0.500 |
4,157.00 |
0.382 |
4,150.25 |
LOW |
4,127.50 |
0.618 |
4,091.00 |
1.000 |
4,068.25 |
1.618 |
4,031.75 |
2.618 |
3,972.50 |
4.250 |
3,875.75 |
|
|
Fisher Pivots for day following 23-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
4,166.75 |
4,164.25 |
PP |
4,162.00 |
4,157.00 |
S1 |
4,157.00 |
4,150.00 |
|