| Trading Metrics calculated at close of trading on 29-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2021 |
29-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,645.7970 |
2,708.3990 |
62.6020 |
2.4% |
2,458.9770 |
| High |
2,748.8700 |
2,799.0420 |
50.1720 |
1.8% |
2,643.4050 |
| Low |
2,565.1240 |
2,672.7700 |
107.6460 |
4.2% |
1,970.2110 |
| Close |
2,708.3990 |
2,710.6500 |
2.2510 |
0.1% |
2,323.8660 |
| Range |
183.7460 |
126.2720 |
-57.4740 |
-31.3% |
673.1940 |
| ATR |
213.1481 |
206.9426 |
-6.2054 |
-2.9% |
0.0000 |
| Volume |
876,446 |
858,257 |
-18,189 |
-2.1% |
5,795,403 |
|
| Daily Pivots for day following 29-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,106.3033 |
3,034.7487 |
2,780.0996 |
|
| R3 |
2,980.0313 |
2,908.4767 |
2,745.3748 |
|
| R2 |
2,853.7593 |
2,853.7593 |
2,733.7999 |
|
| R1 |
2,782.2047 |
2,782.2047 |
2,722.2249 |
2,817.9820 |
| PP |
2,727.4873 |
2,727.4873 |
2,727.4873 |
2,745.3760 |
| S1 |
2,655.9327 |
2,655.9327 |
2,699.0751 |
2,691.7100 |
| S2 |
2,601.2153 |
2,601.2153 |
2,687.5001 |
|
| S3 |
2,474.9433 |
2,529.6607 |
2,675.9252 |
|
| S4 |
2,348.6713 |
2,403.3887 |
2,641.2004 |
|
|
| 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 |
2,799.0420 |
2,116.1160 |
682.9260 |
25.2% |
251.3256 |
9.3% |
87% |
True |
False |
1,018,903 |
| 10 |
2,799.0420 |
1,970.2110 |
828.8310 |
30.6% |
284.2207 |
10.5% |
89% |
True |
False |
1,013,582 |
| 20 |
2,799.0420 |
1,898.1840 |
900.8580 |
33.2% |
207.1025 |
7.6% |
90% |
True |
False |
798,483 |
| 40 |
2,799.0420 |
1,444.7800 |
1,354.2620 |
50.0% |
166.7480 |
6.2% |
93% |
True |
False |
734,702 |
| 60 |
2,799.0420 |
1,294.7920 |
1,504.2500 |
55.5% |
172.7998 |
6.4% |
94% |
True |
False |
825,304 |
| 80 |
2,799.0420 |
912.6060 |
1,886.4360 |
69.6% |
176.2754 |
6.5% |
95% |
True |
False |
1,061,374 |
| 100 |
2,799.0420 |
530.9080 |
2,268.1340 |
83.7% |
154.3887 |
5.7% |
96% |
True |
False |
1,022,393 |
| 120 |
2,799.0420 |
397.1720 |
2,401.8700 |
88.6% |
135.0850 |
5.0% |
96% |
True |
False |
994,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,335.6980 |
|
2.618 |
3,129.6221 |
|
1.618 |
3,003.3501 |
|
1.000 |
2,925.3140 |
|
0.618 |
2,877.0781 |
|
HIGH |
2,799.0420 |
|
0.618 |
2,750.8061 |
|
0.500 |
2,735.9060 |
|
0.382 |
2,721.0059 |
|
LOW |
2,672.7700 |
|
0.618 |
2,594.7339 |
|
1.000 |
2,546.4980 |
|
1.618 |
2,468.4619 |
|
2.618 |
2,342.1899 |
|
4.250 |
2,136.1140 |
|
|
| Fisher Pivots for day following 29-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.9060 |
2,678.8918 |
| PP |
2,727.4873 |
2,647.1337 |
| S1 |
2,719.0687 |
2,615.3755 |
|