Trading Metrics calculated at close of trading on 27-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
4,170.75 |
4,181.50 |
10.75 |
0.3% |
4,165.00 |
High |
4,186.00 |
4,192.50 |
6.50 |
0.2% |
4,186.75 |
Low |
4,163.75 |
4,166.75 |
3.00 |
0.1% |
4,110.50 |
Close |
4,179.50 |
4,179.00 |
-0.50 |
0.0% |
4,171.50 |
Range |
22.25 |
25.75 |
3.50 |
15.7% |
76.25 |
ATR |
45.82 |
44.38 |
-1.43 |
-3.1% |
0.00 |
Volume |
1,019,731 |
992,029 |
-27,702 |
-2.7% |
8,279,462 |
|
Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,256.75 |
4,243.50 |
4,193.25 |
|
R3 |
4,231.00 |
4,217.75 |
4,186.00 |
|
R2 |
4,205.25 |
4,205.25 |
4,183.75 |
|
R1 |
4,192.00 |
4,192.00 |
4,181.25 |
4,185.75 |
PP |
4,179.50 |
4,179.50 |
4,179.50 |
4,176.25 |
S1 |
4,166.25 |
4,166.25 |
4,176.75 |
4,160.00 |
S2 |
4,153.75 |
4,153.75 |
4,174.25 |
|
S3 |
4,128.00 |
4,140.50 |
4,172.00 |
|
S4 |
4,102.25 |
4,114.75 |
4,164.75 |
|
|
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 |
4,192.50 |
4,113.00 |
79.50 |
1.9% |
43.50 |
1.0% |
83% |
True |
False |
1,394,338 |
10 |
4,192.50 |
4,110.50 |
82.00 |
2.0% |
41.50 |
1.0% |
84% |
True |
False |
1,440,284 |
20 |
4,192.50 |
3,933.75 |
258.75 |
6.2% |
38.25 |
0.9% |
95% |
True |
False |
1,336,761 |
40 |
4,192.50 |
3,710.50 |
482.00 |
11.5% |
51.00 |
1.2% |
97% |
True |
False |
1,270,537 |
60 |
4,192.50 |
3,647.50 |
545.00 |
13.0% |
53.50 |
1.3% |
98% |
True |
False |
849,225 |
80 |
4,192.50 |
3,642.75 |
549.75 |
13.2% |
55.75 |
1.3% |
98% |
True |
False |
637,602 |
100 |
4,192.50 |
3,586.50 |
606.00 |
14.5% |
52.75 |
1.3% |
98% |
True |
False |
510,184 |
120 |
4,192.50 |
3,297.75 |
894.75 |
21.4% |
54.00 |
1.3% |
98% |
True |
False |
425,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,302.00 |
2.618 |
4,260.00 |
1.618 |
4,234.25 |
1.000 |
4,218.25 |
0.618 |
4,208.50 |
HIGH |
4,192.50 |
0.618 |
4,182.75 |
0.500 |
4,179.50 |
0.382 |
4,176.50 |
LOW |
4,166.75 |
0.618 |
4,150.75 |
1.000 |
4,141.00 |
1.618 |
4,125.00 |
2.618 |
4,099.25 |
4.250 |
4,057.25 |
|
|
Fisher Pivots for day following 27-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
4,179.50 |
4,172.75 |
PP |
4,179.50 |
4,166.25 |
S1 |
4,179.25 |
4,160.00 |
|