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 |
6,878.5 |
6,935.0 |
56.5 |
0.8% |
6,975.0 |
High |
6,937.5 |
6,944.0 |
6.5 |
0.1% |
7,001.5 |
Low |
6,878.0 |
6,893.0 |
15.0 |
0.2% |
6,803.5 |
Close |
6,934.0 |
6,896.5 |
-37.5 |
-0.5% |
6,900.0 |
Range |
59.5 |
51.0 |
-8.5 |
-14.3% |
198.0 |
ATR |
76.1 |
74.3 |
-1.8 |
-2.4% |
0.0 |
Volume |
58,697 |
68,522 |
9,825 |
16.7% |
410,233 |
|
Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,064.0 |
7,031.5 |
6,924.5 |
|
R3 |
7,013.0 |
6,980.5 |
6,910.5 |
|
R2 |
6,962.0 |
6,962.0 |
6,906.0 |
|
R1 |
6,929.5 |
6,929.5 |
6,901.0 |
6,920.0 |
PP |
6,911.0 |
6,911.0 |
6,911.0 |
6,906.5 |
S1 |
6,878.5 |
6,878.5 |
6,892.0 |
6,869.0 |
S2 |
6,860.0 |
6,860.0 |
6,887.0 |
|
S3 |
6,809.0 |
6,827.5 |
6,882.5 |
|
S4 |
6,758.0 |
6,776.5 |
6,868.5 |
|
|
Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,495.5 |
7,396.0 |
7,009.0 |
|
R3 |
7,297.5 |
7,198.0 |
6,954.5 |
|
R2 |
7,099.5 |
7,099.5 |
6,936.5 |
|
R1 |
7,000.0 |
7,000.0 |
6,918.0 |
6,951.0 |
PP |
6,901.5 |
6,901.5 |
6,901.5 |
6,877.0 |
S1 |
6,802.0 |
6,802.0 |
6,882.0 |
6,753.0 |
S2 |
6,703.5 |
6,703.5 |
6,863.5 |
|
S3 |
6,505.5 |
6,604.0 |
6,845.5 |
|
S4 |
6,307.5 |
6,406.0 |
6,791.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,944.0 |
6,803.5 |
140.5 |
2.0% |
62.0 |
0.9% |
66% |
True |
False |
67,762 |
10 |
7,001.5 |
6,803.5 |
198.0 |
2.9% |
72.0 |
1.0% |
47% |
False |
False |
80,715 |
20 |
7,001.5 |
6,655.0 |
346.5 |
5.0% |
70.5 |
1.0% |
70% |
False |
False |
82,299 |
40 |
7,001.5 |
6,441.5 |
560.0 |
8.1% |
77.5 |
1.1% |
81% |
False |
False |
80,409 |
60 |
7,001.5 |
6,299.5 |
702.0 |
10.2% |
69.5 |
1.0% |
85% |
False |
False |
53,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,161.0 |
2.618 |
7,077.5 |
1.618 |
7,026.5 |
1.000 |
6,995.0 |
0.618 |
6,975.5 |
HIGH |
6,944.0 |
0.618 |
6,924.5 |
0.500 |
6,918.5 |
0.382 |
6,912.5 |
LOW |
6,893.0 |
0.618 |
6,861.5 |
1.000 |
6,842.0 |
1.618 |
6,810.5 |
2.618 |
6,759.5 |
4.250 |
6,676.0 |
|
|
Fisher Pivots for day following 27-Apr-2021 |
Pivot |
1 day |
3 day |
R1 |
6,918.5 |
6,900.0 |
PP |
6,911.0 |
6,899.0 |
S1 |
6,904.0 |
6,897.5 |
|