| Trading Metrics calculated at close of trading on 07-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2021 |
07-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,265.4 |
2,261.5 |
-3.9 |
-0.2% |
2,220.5 |
| High |
2,280.9 |
2,264.3 |
-16.6 |
-0.7% |
2,257.5 |
| Low |
2,244.9 |
2,212.1 |
-32.8 |
-1.5% |
2,143.5 |
| Close |
2,256.0 |
2,219.2 |
-36.8 |
-1.6% |
2,251.9 |
| Range |
36.0 |
52.2 |
16.2 |
45.0% |
114.0 |
| ATR |
60.8 |
60.2 |
-0.6 |
-1.0% |
0.0 |
| Volume |
140,967 |
164,230 |
23,263 |
16.5% |
798,223 |
|
| Daily Pivots for day following 07-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.5 |
2,356.0 |
2,247.9 |
|
| R3 |
2,336.3 |
2,303.8 |
2,233.6 |
|
| R2 |
2,284.1 |
2,284.1 |
2,228.8 |
|
| R1 |
2,251.6 |
2,251.6 |
2,224.0 |
2,241.8 |
| PP |
2,231.9 |
2,231.9 |
2,231.9 |
2,226.9 |
| S1 |
2,199.4 |
2,199.4 |
2,214.4 |
2,189.6 |
| S2 |
2,179.7 |
2,179.7 |
2,209.6 |
|
| S3 |
2,127.5 |
2,147.2 |
2,204.8 |
|
| S4 |
2,075.3 |
2,095.0 |
2,190.5 |
|
|
| 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 |
2,188.9 |
109.4 |
4.9% |
46.3 |
2.1% |
28% |
False |
False |
163,520 |
| 10 |
2,298.3 |
2,092.7 |
205.6 |
9.3% |
59.8 |
2.7% |
62% |
False |
False |
200,242 |
| 20 |
2,366.0 |
2,092.7 |
273.3 |
12.3% |
58.8 |
2.7% |
46% |
False |
False |
191,187 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
12.8% |
63.3 |
2.9% |
48% |
False |
False |
96,274 |
| 60 |
2,366.0 |
2,025.7 |
340.3 |
15.3% |
58.5 |
2.6% |
57% |
False |
False |
64,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,486.2 |
|
2.618 |
2,401.0 |
|
1.618 |
2,348.8 |
|
1.000 |
2,316.5 |
|
0.618 |
2,296.6 |
|
HIGH |
2,264.3 |
|
0.618 |
2,244.4 |
|
0.500 |
2,238.2 |
|
0.382 |
2,232.0 |
|
LOW |
2,212.1 |
|
0.618 |
2,179.8 |
|
1.000 |
2,159.9 |
|
1.618 |
2,127.6 |
|
2.618 |
2,075.4 |
|
4.250 |
1,990.3 |
|
|
| Fisher Pivots for day following 07-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,238.2 |
2,255.2 |
| PP |
2,231.9 |
2,243.2 |
| S1 |
2,225.5 |
2,231.2 |
|