| 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 |
1,940.1040 |
2,090.7960 |
150.6920 |
7.8% |
1,664.5840 |
| High |
1,981.4120 |
2,143.5180 |
162.1060 |
8.2% |
1,981.4120 |
| Low |
1,898.1840 |
1,983.4240 |
85.2400 |
4.5% |
1,662.2130 |
| Close |
1,970.1090 |
2,103.8680 |
133.7590 |
6.8% |
1,970.1090 |
| Range |
83.2280 |
160.0940 |
76.8660 |
92.4% |
319.1990 |
| ATR |
134.3054 |
137.0985 |
2.7931 |
2.1% |
0.0000 |
| Volume |
534,704 |
497,804 |
-36,900 |
-6.9% |
2,271,386 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,557.2187 |
2,490.6373 |
2,191.9197 |
|
| R3 |
2,397.1247 |
2,330.5433 |
2,147.8939 |
|
| R2 |
2,237.0307 |
2,237.0307 |
2,133.2186 |
|
| R1 |
2,170.4493 |
2,170.4493 |
2,118.5433 |
2,203.7400 |
| PP |
2,076.9367 |
2,076.9367 |
2,076.9367 |
2,093.5820 |
| S1 |
2,010.3553 |
2,010.3553 |
2,089.1927 |
2,043.6460 |
| S2 |
1,916.8427 |
1,916.8427 |
2,074.5174 |
|
| S3 |
1,756.7487 |
1,850.2613 |
2,059.8422 |
|
| S4 |
1,596.6547 |
1,690.1673 |
2,015.8163 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.8417 |
2,718.6743 |
2,145.6685 |
|
| R3 |
2,509.6427 |
2,399.4753 |
2,057.8887 |
|
| R2 |
2,190.4437 |
2,190.4437 |
2,028.6288 |
|
| R1 |
2,080.2763 |
2,080.2763 |
1,999.3689 |
2,135.3600 |
| PP |
1,871.2447 |
1,871.2447 |
1,871.2447 |
1,898.7865 |
| S1 |
1,761.0773 |
1,761.0773 |
1,940.8491 |
1,816.1610 |
| S2 |
1,552.0457 |
1,552.0457 |
1,911.5892 |
|
| S3 |
1,232.8467 |
1,441.8783 |
1,882.3293 |
|
| S4 |
913.6477 |
1,122.6793 |
1,794.5496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,143.5180 |
1,662.2130 |
481.3050 |
22.9% |
130.1774 |
6.2% |
92% |
True |
False |
553,838 |
| 10 |
2,143.5180 |
1,550.2480 |
593.2700 |
28.2% |
123.1783 |
5.9% |
93% |
True |
False |
584,537 |
| 20 |
2,143.5180 |
1,515.2340 |
628.2840 |
29.9% |
127.5294 |
6.1% |
94% |
True |
False |
643,505 |
| 40 |
2,143.5180 |
1,294.7920 |
848.7260 |
40.3% |
154.7708 |
7.4% |
95% |
True |
False |
804,386 |
| 60 |
2,143.5180 |
912.6060 |
1,230.9120 |
58.5% |
164.9790 |
7.8% |
97% |
True |
False |
1,086,720 |
| 80 |
2,143.5180 |
530.9080 |
1,612.6100 |
76.6% |
143.1642 |
6.8% |
98% |
True |
False |
1,078,808 |
| 100 |
2,143.5180 |
427.0640 |
1,716.4540 |
81.6% |
122.5492 |
5.8% |
98% |
True |
False |
1,025,395 |
| 120 |
2,143.5180 |
362.3140 |
1,781.2040 |
84.7% |
105.8021 |
5.0% |
98% |
True |
False |
955,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.9175 |
|
2.618 |
2,562.6441 |
|
1.618 |
2,402.5501 |
|
1.000 |
2,303.6120 |
|
0.618 |
2,242.4561 |
|
HIGH |
2,143.5180 |
|
0.618 |
2,082.3621 |
|
0.500 |
2,063.4710 |
|
0.382 |
2,044.5799 |
|
LOW |
1,983.4240 |
|
0.618 |
1,884.4859 |
|
1.000 |
1,823.3300 |
|
1.618 |
1,724.3919 |
|
2.618 |
1,564.2979 |
|
4.250 |
1,303.0245 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.4023 |
2,056.5712 |
| PP |
2,076.9367 |
2,009.2743 |
| S1 |
2,063.4710 |
1,961.9775 |
|