| 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 |
2,325.2480 |
2,457.9140 |
132.6660 |
5.7% |
2,458.9770 |
| High |
2,531.6000 |
2,678.3790 |
146.7790 |
5.8% |
2,643.4050 |
| Low |
2,164.2300 |
2,431.7090 |
267.4790 |
12.4% |
1,970.2110 |
| Close |
2,457.9140 |
2,646.8490 |
188.9350 |
7.7% |
2,323.8660 |
| Range |
367.3700 |
246.6700 |
-120.7000 |
-32.9% |
673.1940 |
| ATR |
213.0051 |
215.4098 |
2.4046 |
1.1% |
0.0000 |
| Volume |
874,774 |
930,494 |
55,720 |
6.4% |
5,795,403 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,325.6557 |
3,232.9223 |
2,782.5175 |
|
| R3 |
3,078.9857 |
2,986.2523 |
2,714.6833 |
|
| R2 |
2,832.3157 |
2,832.3157 |
2,692.0718 |
|
| R1 |
2,739.5823 |
2,739.5823 |
2,669.4604 |
2,785.9490 |
| PP |
2,585.6457 |
2,585.6457 |
2,585.6457 |
2,608.8290 |
| S1 |
2,492.9123 |
2,492.9123 |
2,624.2376 |
2,539.2790 |
| S2 |
2,338.9757 |
2,338.9757 |
2,601.6262 |
|
| S3 |
2,092.3057 |
2,246.2423 |
2,579.0148 |
|
| S4 |
1,845.6357 |
1,999.5723 |
2,511.1805 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,332.0760 |
4,001.1650 |
2,694.1227 |
|
| R3 |
3,658.8820 |
3,327.9710 |
2,508.9944 |
|
| R2 |
2,985.6880 |
2,985.6880 |
2,447.2849 |
|
| R1 |
2,654.7770 |
2,654.7770 |
2,385.5755 |
2,483.6355 |
| PP |
2,312.4940 |
2,312.4940 |
2,312.4940 |
2,226.9233 |
| S1 |
1,981.5830 |
1,981.5830 |
2,262.1566 |
1,810.4415 |
| S2 |
1,639.3000 |
1,639.3000 |
2,200.4471 |
|
| S3 |
966.1060 |
1,308.3890 |
2,138.7377 |
|
| S4 |
292.9120 |
635.1950 |
1,953.6093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,678.3790 |
2,116.1160 |
562.2630 |
21.2% |
300.4652 |
11.4% |
94% |
True |
False |
1,146,093 |
| 10 |
2,678.3790 |
1,970.2110 |
708.1680 |
26.8% |
279.4464 |
10.6% |
96% |
True |
False |
984,905 |
| 20 |
2,678.3790 |
1,780.4370 |
897.9420 |
33.9% |
203.1341 |
7.7% |
96% |
True |
False |
768,695 |
| 40 |
2,678.3790 |
1,444.7800 |
1,233.5990 |
46.6% |
167.3221 |
6.3% |
97% |
True |
False |
728,391 |
| 60 |
2,678.3790 |
1,271.9050 |
1,406.4740 |
53.1% |
173.1984 |
6.5% |
98% |
True |
False |
831,339 |
| 80 |
2,678.3790 |
716.9340 |
1,961.4450 |
74.1% |
178.3241 |
6.7% |
98% |
True |
False |
1,090,659 |
| 100 |
2,678.3790 |
530.9080 |
2,147.4710 |
81.1% |
151.9115 |
5.7% |
99% |
True |
False |
1,018,596 |
| 120 |
2,678.3790 |
370.8360 |
2,307.5430 |
87.2% |
132.8824 |
5.0% |
99% |
True |
False |
991,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,726.7265 |
|
2.618 |
3,324.1611 |
|
1.618 |
3,077.4911 |
|
1.000 |
2,925.0490 |
|
0.618 |
2,830.8211 |
|
HIGH |
2,678.3790 |
|
0.618 |
2,584.1511 |
|
0.500 |
2,555.0440 |
|
0.382 |
2,525.9369 |
|
LOW |
2,431.7090 |
|
0.618 |
2,279.2669 |
|
1.000 |
2,185.0390 |
|
1.618 |
2,032.5969 |
|
2.618 |
1,785.9269 |
|
4.250 |
1,383.3615 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,616.2473 |
2,563.6485 |
| PP |
2,585.6457 |
2,480.4480 |
| S1 |
2,555.0440 |
2,397.2475 |
|