| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,301.4560 |
2,369.7070 |
68.2510 |
3.0% |
2,090.7960 |
| High |
2,398.9870 |
2,501.3260 |
102.3390 |
4.3% |
2,150.4760 |
| Low |
2,268.4700 |
2,369.5680 |
101.0980 |
4.5% |
1,937.2280 |
| Close |
2,369.6570 |
2,501.2450 |
131.5880 |
5.6% |
2,070.8110 |
| Range |
130.5170 |
131.7580 |
1.2410 |
1.0% |
213.2480 |
| ATR |
135.4463 |
135.1829 |
-0.2635 |
-0.2% |
0.0000 |
| Volume |
800,675 |
647,258 |
-153,417 |
-19.2% |
2,810,899 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.6537 |
2,808.7073 |
2,573.7119 |
|
| R3 |
2,720.8957 |
2,676.9493 |
2,537.4785 |
|
| R2 |
2,589.1377 |
2,589.1377 |
2,525.4006 |
|
| R1 |
2,545.1913 |
2,545.1913 |
2,513.3228 |
2,567.1645 |
| PP |
2,457.3797 |
2,457.3797 |
2,457.3797 |
2,468.3663 |
| S1 |
2,413.4333 |
2,413.4333 |
2,489.1672 |
2,435.4065 |
| S2 |
2,325.6217 |
2,325.6217 |
2,477.0894 |
|
| S3 |
2,193.8637 |
2,281.6753 |
2,465.0116 |
|
| S4 |
2,062.1057 |
2,149.9173 |
2,428.7781 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.5823 |
2,594.9447 |
2,188.0974 |
|
| R3 |
2,479.3343 |
2,381.6967 |
2,129.4542 |
|
| R2 |
2,266.0863 |
2,266.0863 |
2,109.9065 |
|
| R1 |
2,168.4487 |
2,168.4487 |
2,090.3587 |
2,110.6435 |
| PP |
2,052.8383 |
2,052.8383 |
2,052.8383 |
2,023.9358 |
| S1 |
1,955.2007 |
1,955.2007 |
2,051.2633 |
1,897.3955 |
| S2 |
1,839.5903 |
1,839.5903 |
2,031.7155 |
|
| S3 |
1,626.3423 |
1,741.9527 |
2,012.1678 |
|
| S4 |
1,413.0943 |
1,528.7047 |
1,953.5246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,501.3260 |
2,044.1370 |
457.1890 |
18.3% |
127.8328 |
5.1% |
100% |
True |
False |
590,145 |
| 10 |
2,501.3260 |
1,898.1840 |
603.1420 |
24.1% |
129.9842 |
5.2% |
100% |
True |
False |
583,384 |
| 20 |
2,501.3260 |
1,550.2480 |
951.0780 |
38.0% |
124.0241 |
5.0% |
100% |
True |
False |
587,278 |
| 40 |
2,501.3260 |
1,294.7920 |
1,206.5340 |
48.2% |
151.6113 |
6.1% |
100% |
True |
False |
751,494 |
| 60 |
2,501.3260 |
1,043.7570 |
1,457.5690 |
58.3% |
156.0821 |
6.2% |
100% |
True |
False |
910,045 |
| 80 |
2,501.3260 |
552.3810 |
1,948.9450 |
77.9% |
152.5721 |
6.1% |
100% |
True |
False |
1,072,291 |
| 100 |
2,501.3260 |
465.4040 |
2,035.9220 |
81.4% |
130.9689 |
5.2% |
100% |
True |
False |
1,018,659 |
| 120 |
2,501.3260 |
370.8360 |
2,130.4900 |
85.2% |
113.3204 |
4.5% |
100% |
True |
False |
962,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.2975 |
|
2.618 |
2,846.2684 |
|
1.618 |
2,714.5104 |
|
1.000 |
2,633.0840 |
|
0.618 |
2,582.7524 |
|
HIGH |
2,501.3260 |
|
0.618 |
2,450.9944 |
|
0.500 |
2,435.4470 |
|
0.382 |
2,419.8996 |
|
LOW |
2,369.5680 |
|
0.618 |
2,288.1416 |
|
1.000 |
2,237.8100 |
|
1.618 |
2,156.3836 |
|
2.618 |
2,024.6256 |
|
4.250 |
1,809.5965 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,479.3123 |
2,440.6303 |
| PP |
2,457.3797 |
2,380.0157 |
| S1 |
2,435.4470 |
2,319.4010 |
|