Trading Metrics calculated at close of trading on 26-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
3,731.0 |
3,723.0 |
-8.0 |
-0.2% |
3,775.0 |
High |
3,737.0 |
3,750.0 |
13.0 |
0.3% |
3,883.0 |
Low |
3,665.0 |
3,625.0 |
-40.0 |
-1.1% |
3,719.0 |
Close |
3,685.0 |
3,656.0 |
-29.0 |
-0.8% |
3,769.0 |
Range |
72.0 |
125.0 |
53.0 |
73.6% |
164.0 |
ATR |
94.1 |
96.3 |
2.2 |
2.3% |
0.0 |
Volume |
1,211,397 |
976,913 |
-234,484 |
-19.4% |
3,205,531 |
|
Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,052.0 |
3,979.0 |
3,724.8 |
|
R3 |
3,927.0 |
3,854.0 |
3,690.4 |
|
R2 |
3,802.0 |
3,802.0 |
3,678.9 |
|
R1 |
3,729.0 |
3,729.0 |
3,667.5 |
3,703.0 |
PP |
3,677.0 |
3,677.0 |
3,677.0 |
3,664.0 |
S1 |
3,604.0 |
3,604.0 |
3,644.5 |
3,578.0 |
S2 |
3,552.0 |
3,552.0 |
3,633.1 |
|
S3 |
3,427.0 |
3,479.0 |
3,621.6 |
|
S4 |
3,302.0 |
3,354.0 |
3,587.3 |
|
|
Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,282.3 |
4,189.7 |
3,859.2 |
|
R3 |
4,118.3 |
4,025.7 |
3,814.1 |
|
R2 |
3,954.3 |
3,954.3 |
3,799.1 |
|
R1 |
3,861.7 |
3,861.7 |
3,784.0 |
3,826.0 |
PP |
3,790.3 |
3,790.3 |
3,790.3 |
3,772.5 |
S1 |
3,697.7 |
3,697.7 |
3,754.0 |
3,662.0 |
S2 |
3,626.3 |
3,626.3 |
3,738.9 |
|
S3 |
3,462.3 |
3,533.7 |
3,723.9 |
|
S4 |
3,298.3 |
3,369.7 |
3,678.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,883.0 |
3,625.0 |
258.0 |
7.1% |
91.0 |
2.5% |
12% |
False |
True |
949,438 |
10 |
3,883.0 |
3,625.0 |
258.0 |
7.1% |
77.5 |
2.1% |
12% |
False |
True |
850,953 |
20 |
3,944.0 |
3,625.0 |
319.0 |
8.7% |
80.6 |
2.2% |
10% |
False |
True |
824,888 |
40 |
3,944.0 |
3,309.0 |
635.0 |
17.4% |
110.5 |
3.0% |
55% |
False |
False |
713,636 |
60 |
4,189.0 |
3,309.0 |
880.0 |
24.1% |
103.9 |
2.8% |
39% |
False |
False |
482,637 |
80 |
4,302.0 |
3,309.0 |
993.0 |
27.2% |
94.3 |
2.6% |
35% |
False |
False |
364,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,281.3 |
2.618 |
4,077.3 |
1.618 |
3,952.3 |
1.000 |
3,875.0 |
0.618 |
3,827.3 |
HIGH |
3,750.0 |
0.618 |
3,702.3 |
0.500 |
3,687.5 |
0.382 |
3,672.8 |
LOW |
3,625.0 |
0.618 |
3,547.8 |
1.000 |
3,500.0 |
1.618 |
3,422.8 |
2.618 |
3,297.8 |
4.250 |
3,093.8 |
|
|
Fisher Pivots for day following 26-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
3,687.5 |
3,720.5 |
PP |
3,677.0 |
3,699.0 |
S1 |
3,666.5 |
3,677.5 |
|