| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,228.2 |
2,249.4 |
21.2 |
1.0% |
2,293.0 |
| High |
2,273.5 |
2,271.7 |
-1.8 |
-0.1% |
2,298.3 |
| Low |
2,220.5 |
2,235.8 |
15.3 |
0.7% |
2,206.7 |
| Close |
2,245.0 |
2,255.7 |
10.7 |
0.5% |
2,239.2 |
| Range |
53.0 |
35.9 |
-17.1 |
-32.3% |
91.6 |
| ATR |
53.1 |
51.9 |
-1.2 |
-2.3% |
0.0 |
| Volume |
202,720 |
158,458 |
-44,262 |
-21.8% |
747,575 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.1 |
2,344.8 |
2,275.4 |
|
| R3 |
2,326.2 |
2,308.9 |
2,265.6 |
|
| R2 |
2,290.3 |
2,290.3 |
2,262.3 |
|
| R1 |
2,273.0 |
2,273.0 |
2,259.0 |
2,281.7 |
| PP |
2,254.4 |
2,254.4 |
2,254.4 |
2,258.7 |
| S1 |
2,237.1 |
2,237.1 |
2,252.4 |
2,245.8 |
| S2 |
2,218.5 |
2,218.5 |
2,249.1 |
|
| S3 |
2,182.6 |
2,201.2 |
2,245.8 |
|
| S4 |
2,146.7 |
2,165.3 |
2,236.0 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.9 |
2,472.6 |
2,289.6 |
|
| R3 |
2,431.3 |
2,381.0 |
2,264.4 |
|
| R2 |
2,339.7 |
2,339.7 |
2,256.0 |
|
| R1 |
2,289.4 |
2,289.4 |
2,247.6 |
2,268.8 |
| PP |
2,248.1 |
2,248.1 |
2,248.1 |
2,237.7 |
| S1 |
2,197.8 |
2,197.8 |
2,230.8 |
2,177.2 |
| S2 |
2,156.5 |
2,156.5 |
2,222.4 |
|
| S3 |
2,064.9 |
2,106.2 |
2,214.0 |
|
| S4 |
1,973.3 |
2,014.6 |
2,188.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,273.5 |
2,201.5 |
72.0 |
3.2% |
36.1 |
1.6% |
75% |
False |
False |
161,627 |
| 10 |
2,298.3 |
2,201.5 |
96.8 |
4.3% |
40.3 |
1.8% |
56% |
False |
False |
156,679 |
| 20 |
2,342.2 |
2,092.7 |
249.5 |
11.1% |
55.1 |
2.4% |
65% |
False |
False |
187,197 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
62.0 |
2.7% |
61% |
False |
False |
120,275 |
| 60 |
2,366.0 |
2,025.7 |
340.3 |
15.1% |
57.9 |
2.6% |
68% |
False |
False |
80,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.3 |
|
2.618 |
2,365.7 |
|
1.618 |
2,329.8 |
|
1.000 |
2,307.6 |
|
0.618 |
2,293.9 |
|
HIGH |
2,271.7 |
|
0.618 |
2,258.0 |
|
0.500 |
2,253.8 |
|
0.382 |
2,249.5 |
|
LOW |
2,235.8 |
|
0.618 |
2,213.6 |
|
1.000 |
2,199.9 |
|
1.618 |
2,177.7 |
|
2.618 |
2,141.8 |
|
4.250 |
2,083.2 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,255.1 |
2,249.6 |
| PP |
2,254.4 |
2,243.6 |
| S1 |
2,253.8 |
2,237.5 |
|