Trading Metrics calculated at close of trading on 20-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
3,775.0 |
3,772.0 |
-3.0 |
-0.1% |
3,760.0 |
High |
3,785.0 |
3,834.0 |
49.0 |
1.3% |
3,793.0 |
Low |
3,719.0 |
3,759.0 |
40.0 |
1.1% |
3,684.0 |
Close |
3,759.0 |
3,822.0 |
63.0 |
1.7% |
3,777.0 |
Range |
66.0 |
75.0 |
9.0 |
13.6% |
109.0 |
ATR |
91.2 |
90.1 |
-1.2 |
-1.3% |
0.0 |
Volume |
646,647 |
811,982 |
165,335 |
25.6% |
3,115,691 |
|
Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,030.0 |
4,001.0 |
3,863.3 |
|
R3 |
3,955.0 |
3,926.0 |
3,842.6 |
|
R2 |
3,880.0 |
3,880.0 |
3,835.8 |
|
R1 |
3,851.0 |
3,851.0 |
3,828.9 |
3,865.5 |
PP |
3,805.0 |
3,805.0 |
3,805.0 |
3,812.3 |
S1 |
3,776.0 |
3,776.0 |
3,815.1 |
3,790.5 |
S2 |
3,730.0 |
3,730.0 |
3,808.3 |
|
S3 |
3,655.0 |
3,701.0 |
3,801.4 |
|
S4 |
3,580.0 |
3,626.0 |
3,780.8 |
|
|
Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,078.3 |
4,036.7 |
3,837.0 |
|
R3 |
3,969.3 |
3,927.7 |
3,807.0 |
|
R2 |
3,860.3 |
3,860.3 |
3,797.0 |
|
R1 |
3,818.7 |
3,818.7 |
3,787.0 |
3,839.5 |
PP |
3,751.3 |
3,751.3 |
3,751.3 |
3,761.8 |
S1 |
3,709.7 |
3,709.7 |
3,767.0 |
3,730.5 |
S2 |
3,642.3 |
3,642.3 |
3,757.0 |
|
S3 |
3,533.3 |
3,600.7 |
3,747.0 |
|
S4 |
3,424.3 |
3,491.7 |
3,717.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,834.0 |
3,684.0 |
150.0 |
3.9% |
66.0 |
1.7% |
92% |
True |
False |
767,470 |
10 |
3,888.0 |
3,684.0 |
204.0 |
5.3% |
73.8 |
1.9% |
68% |
False |
False |
799,190 |
20 |
3,944.0 |
3,684.0 |
260.0 |
6.8% |
76.2 |
2.0% |
53% |
False |
False |
766,092 |
40 |
3,965.5 |
3,309.0 |
656.5 |
17.2% |
115.1 |
3.0% |
78% |
False |
False |
619,612 |
60 |
4,189.0 |
3,309.0 |
880.0 |
23.0% |
104.6 |
2.7% |
58% |
False |
False |
417,757 |
80 |
4,302.0 |
3,309.0 |
993.0 |
26.0% |
90.5 |
2.4% |
52% |
False |
False |
315,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,152.8 |
2.618 |
4,030.4 |
1.618 |
3,955.4 |
1.000 |
3,909.0 |
0.618 |
3,880.4 |
HIGH |
3,834.0 |
0.618 |
3,805.4 |
0.500 |
3,796.5 |
0.382 |
3,787.7 |
LOW |
3,759.0 |
0.618 |
3,712.7 |
1.000 |
3,684.0 |
1.618 |
3,637.7 |
2.618 |
3,562.7 |
4.250 |
3,440.3 |
|
|
Fisher Pivots for day following 20-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
3,813.5 |
3,806.8 |
PP |
3,805.0 |
3,791.7 |
S1 |
3,796.5 |
3,776.5 |
|