| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,369.7070 |
2,501.1390 |
131.4320 |
5.5% |
2,070.8110 |
| High |
2,501.3260 |
2,545.7910 |
44.4650 |
1.8% |
2,545.7910 |
| Low |
2,369.5680 |
2,316.6590 |
-52.9090 |
-2.2% |
2,057.1890 |
| Close |
2,501.2450 |
2,459.5010 |
-41.7440 |
-1.7% |
2,459.5010 |
| Range |
131.7580 |
229.1320 |
97.3740 |
73.9% |
488.6020 |
| ATR |
135.1829 |
141.8935 |
6.7107 |
5.0% |
0.0000 |
| Volume |
647,258 |
800,452 |
153,194 |
23.7% |
3,288,692 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.0463 |
3,022.9057 |
2,585.5236 |
|
| R3 |
2,898.9143 |
2,793.7737 |
2,522.5123 |
|
| R2 |
2,669.7823 |
2,669.7823 |
2,501.5085 |
|
| R1 |
2,564.6417 |
2,564.6417 |
2,480.5048 |
2,502.6460 |
| PP |
2,440.6503 |
2,440.6503 |
2,440.6503 |
2,409.6525 |
| S1 |
2,335.5097 |
2,335.5097 |
2,438.4972 |
2,273.5140 |
| S2 |
2,211.5183 |
2,211.5183 |
2,417.4935 |
|
| S3 |
1,982.3863 |
2,106.3777 |
2,396.4897 |
|
| S4 |
1,753.2543 |
1,877.2457 |
2,333.4784 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,819.9663 |
3,628.3357 |
2,728.2321 |
|
| R3 |
3,331.3643 |
3,139.7337 |
2,593.8666 |
|
| R2 |
2,842.7623 |
2,842.7623 |
2,549.0780 |
|
| R1 |
2,651.1317 |
2,651.1317 |
2,504.2895 |
2,746.9470 |
| PP |
2,354.1603 |
2,354.1603 |
2,354.1603 |
2,402.0680 |
| S1 |
2,162.5297 |
2,162.5297 |
2,414.7125 |
2,258.3450 |
| S2 |
1,865.5583 |
1,865.5583 |
2,369.9240 |
|
| S3 |
1,376.9563 |
1,673.9277 |
2,325.1355 |
|
| S4 |
888.3543 |
1,185.3257 |
2,190.7699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,545.7910 |
2,057.1890 |
488.6020 |
19.9% |
162.5450 |
6.6% |
82% |
True |
False |
657,738 |
| 10 |
2,545.7910 |
1,937.2280 |
608.5630 |
24.7% |
144.5746 |
5.9% |
86% |
True |
False |
609,959 |
| 20 |
2,545.7910 |
1,550.2480 |
995.5430 |
40.5% |
131.0927 |
5.3% |
91% |
True |
False |
596,750 |
| 40 |
2,545.7910 |
1,294.7920 |
1,250.9990 |
50.9% |
154.3953 |
6.3% |
93% |
True |
False |
753,188 |
| 60 |
2,545.7910 |
1,043.7570 |
1,502.0340 |
61.1% |
156.7575 |
6.4% |
94% |
True |
False |
896,401 |
| 80 |
2,545.7910 |
552.3810 |
1,993.4100 |
81.0% |
155.0184 |
6.3% |
96% |
True |
False |
1,072,554 |
| 100 |
2,545.7910 |
469.2790 |
2,076.5120 |
84.4% |
133.1073 |
5.4% |
96% |
True |
False |
1,021,603 |
| 120 |
2,545.7910 |
370.8360 |
2,174.9550 |
88.4% |
114.9899 |
4.7% |
96% |
True |
False |
962,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,519.6020 |
|
2.618 |
3,145.6586 |
|
1.618 |
2,916.5266 |
|
1.000 |
2,774.9230 |
|
0.618 |
2,687.3946 |
|
HIGH |
2,545.7910 |
|
0.618 |
2,458.2626 |
|
0.500 |
2,431.2250 |
|
0.382 |
2,404.1874 |
|
LOW |
2,316.6590 |
|
0.618 |
2,175.0554 |
|
1.000 |
2,087.5270 |
|
1.618 |
1,945.9234 |
|
2.618 |
1,716.7914 |
|
4.250 |
1,342.8480 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,450.0757 |
2,442.0442 |
| PP |
2,440.6503 |
2,424.5873 |
| S1 |
2,431.2250 |
2,407.1305 |
|