| Trading Metrics calculated at close of trading on 05-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2021 |
05-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,215.5 |
2,293.0 |
77.5 |
3.5% |
2,220.5 |
| High |
2,257.5 |
2,298.3 |
40.8 |
1.8% |
2,257.5 |
| Low |
2,212.2 |
2,249.1 |
36.9 |
1.7% |
2,143.5 |
| Close |
2,251.9 |
2,263.1 |
11.2 |
0.5% |
2,251.9 |
| Range |
45.3 |
49.2 |
3.9 |
8.6% |
114.0 |
| ATR |
63.7 |
62.7 |
-1.0 |
-1.6% |
0.0 |
| Volume |
158,437 |
141,257 |
-17,180 |
-10.8% |
798,223 |
|
| Daily Pivots for day following 05-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.8 |
2,389.6 |
2,290.2 |
|
| R3 |
2,368.6 |
2,340.4 |
2,276.6 |
|
| R2 |
2,319.4 |
2,319.4 |
2,272.1 |
|
| R1 |
2,291.2 |
2,291.2 |
2,267.6 |
2,280.7 |
| PP |
2,270.2 |
2,270.2 |
2,270.2 |
2,264.9 |
| S1 |
2,242.0 |
2,242.0 |
2,258.6 |
2,231.5 |
| S2 |
2,221.0 |
2,221.0 |
2,254.1 |
|
| S3 |
2,171.8 |
2,192.8 |
2,249.6 |
|
| S4 |
2,122.6 |
2,143.6 |
2,236.0 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,559.6 |
2,519.8 |
2,314.6 |
|
| R3 |
2,445.6 |
2,405.8 |
2,283.3 |
|
| R2 |
2,331.6 |
2,331.6 |
2,272.8 |
|
| R1 |
2,291.8 |
2,291.8 |
2,262.4 |
2,311.7 |
| PP |
2,217.6 |
2,217.6 |
2,217.6 |
2,227.6 |
| S1 |
2,177.8 |
2,177.8 |
2,241.5 |
2,197.7 |
| S2 |
2,103.6 |
2,103.6 |
2,231.0 |
|
| S3 |
1,989.6 |
2,063.8 |
2,220.6 |
|
| S4 |
1,875.6 |
1,949.8 |
2,189.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,298.3 |
2,143.5 |
154.8 |
6.8% |
53.8 |
2.4% |
77% |
True |
False |
187,896 |
| 10 |
2,298.3 |
2,092.7 |
205.6 |
9.1% |
65.1 |
2.9% |
83% |
True |
False |
206,350 |
| 20 |
2,366.0 |
2,092.7 |
273.3 |
12.1% |
61.2 |
2.7% |
62% |
False |
False |
176,423 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
63.4 |
2.8% |
64% |
False |
False |
88,648 |
| 60 |
2,366.0 |
2,025.7 |
340.3 |
15.0% |
58.7 |
2.6% |
70% |
False |
False |
59,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.4 |
|
2.618 |
2,427.1 |
|
1.618 |
2,377.9 |
|
1.000 |
2,347.5 |
|
0.618 |
2,328.7 |
|
HIGH |
2,298.3 |
|
0.618 |
2,279.5 |
|
0.500 |
2,273.7 |
|
0.382 |
2,267.9 |
|
LOW |
2,249.1 |
|
0.618 |
2,218.7 |
|
1.000 |
2,199.9 |
|
1.618 |
2,169.5 |
|
2.618 |
2,120.3 |
|
4.250 |
2,040.0 |
|
|
| Fisher Pivots for day following 05-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,273.7 |
2,256.6 |
| PP |
2,270.2 |
2,250.1 |
| S1 |
2,266.6 |
2,243.6 |
|