| Trading Metrics calculated at close of trading on 20-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2021 |
20-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,255.2 |
2,229.3 |
-25.9 |
-1.1% |
2,239.2 |
| High |
2,256.0 |
2,235.7 |
-20.3 |
-0.9% |
2,273.5 |
| Low |
2,211.9 |
2,164.6 |
-47.3 |
-2.1% |
2,201.5 |
| Close |
2,229.3 |
2,184.0 |
-45.3 |
-2.0% |
2,259.0 |
| Range |
44.1 |
71.1 |
27.0 |
61.2% |
72.0 |
| ATR |
49.9 |
51.4 |
1.5 |
3.0% |
0.0 |
| Volume |
183,883 |
231,804 |
47,921 |
26.1% |
815,005 |
|
| Daily Pivots for day following 20-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.1 |
2,367.1 |
2,223.1 |
|
| R3 |
2,337.0 |
2,296.0 |
2,203.6 |
|
| R2 |
2,265.9 |
2,265.9 |
2,197.0 |
|
| R1 |
2,224.9 |
2,224.9 |
2,190.5 |
2,209.9 |
| PP |
2,194.8 |
2,194.8 |
2,194.8 |
2,187.2 |
| S1 |
2,153.8 |
2,153.8 |
2,177.5 |
2,138.8 |
| S2 |
2,123.7 |
2,123.7 |
2,171.0 |
|
| S3 |
2,052.6 |
2,082.7 |
2,164.4 |
|
| S4 |
1,981.5 |
2,011.6 |
2,144.9 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.7 |
2,431.8 |
2,298.6 |
|
| R3 |
2,388.7 |
2,359.8 |
2,278.8 |
|
| R2 |
2,316.7 |
2,316.7 |
2,272.2 |
|
| R1 |
2,287.8 |
2,287.8 |
2,265.6 |
2,302.3 |
| PP |
2,244.7 |
2,244.7 |
2,244.7 |
2,251.9 |
| S1 |
2,215.8 |
2,215.8 |
2,252.4 |
2,230.3 |
| S2 |
2,172.7 |
2,172.7 |
2,245.8 |
|
| S3 |
2,100.7 |
2,143.8 |
2,239.2 |
|
| S4 |
2,028.7 |
2,071.8 |
2,219.4 |
|
|
| 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 |
2,164.6 |
108.9 |
5.0% |
46.2 |
2.1% |
18% |
False |
True |
186,217 |
| 10 |
2,273.5 |
2,164.6 |
108.9 |
5.0% |
41.5 |
1.9% |
18% |
False |
True |
169,604 |
| 20 |
2,298.3 |
2,092.7 |
205.6 |
9.4% |
53.1 |
2.4% |
44% |
False |
False |
187,663 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
13.0% |
61.4 |
2.8% |
36% |
False |
False |
134,486 |
| 60 |
2,366.0 |
2,025.7 |
340.3 |
15.6% |
58.3 |
2.7% |
47% |
False |
False |
89,731 |
| 80 |
2,366.0 |
1,918.0 |
448.0 |
20.5% |
55.2 |
2.5% |
59% |
False |
False |
67,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,537.9 |
|
2.618 |
2,421.8 |
|
1.618 |
2,350.7 |
|
1.000 |
2,306.8 |
|
0.618 |
2,279.6 |
|
HIGH |
2,235.7 |
|
0.618 |
2,208.5 |
|
0.500 |
2,200.2 |
|
0.382 |
2,191.8 |
|
LOW |
2,164.6 |
|
0.618 |
2,120.7 |
|
1.000 |
2,093.5 |
|
1.618 |
2,049.6 |
|
2.618 |
1,978.5 |
|
4.250 |
1,862.4 |
|
|
| Fisher Pivots for day following 20-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,200.2 |
2,217.5 |
| PP |
2,194.8 |
2,206.3 |
| S1 |
2,189.4 |
2,195.2 |
|