Trading Metrics calculated at close of trading on 05-Apr-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
Open |
13,094.50 |
13,339.00 |
244.50 |
1.9% |
12,975.75 |
High |
13,332.50 |
13,615.00 |
282.50 |
2.1% |
13,332.50 |
Low |
13,090.25 |
13,304.25 |
214.00 |
1.6% |
12,776.50 |
Close |
13,316.00 |
13,585.50 |
269.50 |
2.0% |
13,316.00 |
Range |
242.25 |
310.75 |
68.50 |
28.3% |
556.00 |
ATR |
307.36 |
307.60 |
0.24 |
0.1% |
0.00 |
Volume |
436,489 |
356,725 |
-79,764 |
-18.3% |
2,005,488 |
|
Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,433.75 |
14,320.50 |
13,756.50 |
|
R3 |
14,123.00 |
14,009.75 |
13,671.00 |
|
R2 |
13,812.25 |
13,812.25 |
13,642.50 |
|
R1 |
13,699.00 |
13,699.00 |
13,614.00 |
13,755.50 |
PP |
13,501.50 |
13,501.50 |
13,501.50 |
13,530.00 |
S1 |
13,388.25 |
13,388.25 |
13,557.00 |
13,445.00 |
S2 |
13,190.75 |
13,190.75 |
13,528.50 |
|
S3 |
12,880.00 |
13,077.50 |
13,500.00 |
|
S4 |
12,569.25 |
12,766.75 |
13,414.50 |
|
|
Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,809.75 |
14,618.75 |
13,621.75 |
|
R3 |
14,253.75 |
14,062.75 |
13,469.00 |
|
R2 |
13,697.75 |
13,697.75 |
13,418.00 |
|
R1 |
13,506.75 |
13,506.75 |
13,367.00 |
13,602.25 |
PP |
13,141.75 |
13,141.75 |
13,141.75 |
13,189.50 |
S1 |
12,950.75 |
12,950.75 |
13,265.00 |
13,046.25 |
S2 |
12,585.75 |
12,585.75 |
13,214.00 |
|
S3 |
12,029.75 |
12,394.75 |
13,163.00 |
|
S4 |
11,473.75 |
11,838.75 |
13,010.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,615.00 |
12,776.50 |
838.50 |
6.2% |
251.25 |
1.8% |
96% |
True |
False |
472,442 |
10 |
13,615.00 |
12,609.75 |
1,005.25 |
7.4% |
274.00 |
2.0% |
97% |
True |
False |
543,967 |
20 |
13,615.00 |
12,273.00 |
1,342.00 |
9.9% |
314.50 |
2.3% |
98% |
True |
False |
440,064 |
40 |
13,888.25 |
12,200.00 |
1,688.25 |
12.4% |
313.00 |
2.3% |
82% |
False |
False |
221,294 |
60 |
13,888.25 |
12,200.00 |
1,688.25 |
12.4% |
302.00 |
2.2% |
82% |
False |
False |
147,784 |
80 |
13,888.25 |
12,200.00 |
1,688.25 |
12.4% |
272.75 |
2.0% |
82% |
False |
False |
110,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,935.75 |
2.618 |
14,428.50 |
1.618 |
14,117.75 |
1.000 |
13,925.75 |
0.618 |
13,807.00 |
HIGH |
13,615.00 |
0.618 |
13,496.25 |
0.500 |
13,459.50 |
0.382 |
13,423.00 |
LOW |
13,304.25 |
0.618 |
13,112.25 |
1.000 |
12,993.50 |
1.618 |
12,801.50 |
2.618 |
12,490.75 |
4.250 |
11,983.50 |
|
|
Fisher Pivots for day following 05-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
13,543.50 |
13,469.25 |
PP |
13,501.50 |
13,353.00 |
S1 |
13,459.50 |
13,236.50 |
|