| Trading Metrics calculated at close of trading on 21-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2021 |
21-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,206.8850 |
2,307.8770 |
100.9920 |
4.6% |
2,070.8110 |
| High |
2,331.9810 |
2,467.8960 |
135.9150 |
5.8% |
2,545.7910 |
| Low |
2,056.3020 |
2,237.9530 |
181.6510 |
8.8% |
2,057.1890 |
| Close |
2,307.6800 |
2,404.5500 |
96.8700 |
4.2% |
2,459.5010 |
| Range |
275.6790 |
229.9430 |
-45.7360 |
-16.6% |
488.6020 |
| ATR |
176.8632 |
180.6546 |
3.7914 |
2.1% |
0.0000 |
| Volume |
953,138 |
1,058,778 |
105,640 |
11.1% |
3,288,692 |
|
| Daily Pivots for day following 21-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.9620 |
2,962.1990 |
2,531.0187 |
|
| R3 |
2,830.0190 |
2,732.2560 |
2,467.7843 |
|
| R2 |
2,600.0760 |
2,600.0760 |
2,446.7062 |
|
| R1 |
2,502.3130 |
2,502.3130 |
2,425.6281 |
2,551.1945 |
| PP |
2,370.1330 |
2,370.1330 |
2,370.1330 |
2,394.5738 |
| S1 |
2,272.3700 |
2,272.3700 |
2,383.4719 |
2,321.2515 |
| S2 |
2,140.1900 |
2,140.1900 |
2,362.3938 |
|
| S3 |
1,910.2470 |
2,042.4270 |
2,341.3157 |
|
| S4 |
1,680.3040 |
1,812.4840 |
2,278.0814 |
|
|
| 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 |
1,970.2110 |
575.5800 |
23.9% |
278.3128 |
11.6% |
75% |
False |
False |
875,338 |
| 10 |
2,545.7910 |
1,950.9040 |
594.8870 |
24.7% |
202.5381 |
8.4% |
76% |
False |
False |
718,230 |
| 20 |
2,545.7910 |
1,550.2480 |
995.5430 |
41.4% |
164.4574 |
6.8% |
86% |
False |
False |
662,164 |
| 40 |
2,545.7910 |
1,294.7920 |
1,250.9990 |
52.0% |
155.1410 |
6.5% |
89% |
False |
False |
710,711 |
| 60 |
2,545.7910 |
1,209.5030 |
1,336.2880 |
55.6% |
161.7309 |
6.7% |
89% |
False |
False |
853,668 |
| 80 |
2,545.7910 |
552.3810 |
1,993.4100 |
82.9% |
165.8793 |
6.9% |
93% |
False |
False |
1,078,987 |
| 100 |
2,545.7910 |
495.2350 |
2,050.5560 |
85.3% |
141.6070 |
5.9% |
93% |
False |
False |
1,012,995 |
| 120 |
2,545.7910 |
370.8360 |
2,174.9550 |
90.5% |
122.9732 |
5.1% |
94% |
False |
False |
972,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,445.1538 |
|
2.618 |
3,069.8868 |
|
1.618 |
2,839.9438 |
|
1.000 |
2,697.8390 |
|
0.618 |
2,610.0008 |
|
HIGH |
2,467.8960 |
|
0.618 |
2,380.0578 |
|
0.500 |
2,352.9245 |
|
0.382 |
2,325.7912 |
|
LOW |
2,237.9530 |
|
0.618 |
2,095.8482 |
|
1.000 |
2,008.0100 |
|
1.618 |
1,865.9052 |
|
2.618 |
1,635.9622 |
|
4.250 |
1,260.6953 |
|
|
| Fisher Pivots for day following 21-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.3415 |
2,347.2790 |
| PP |
2,370.1330 |
2,290.0080 |
| S1 |
2,352.9245 |
2,232.7370 |
|