| Trading Metrics calculated at close of trading on 28-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2021 |
28-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,296.9 |
2,298.0 |
1.1 |
0.0% |
2,255.2 |
| High |
2,307.2 |
2,308.6 |
1.4 |
0.1% |
2,279.9 |
| Low |
2,288.1 |
2,281.7 |
-6.4 |
-0.3% |
2,164.6 |
| Close |
2,297.2 |
2,300.9 |
3.7 |
0.2% |
2,269.5 |
| Range |
19.1 |
26.9 |
7.8 |
40.8% |
115.3 |
| ATR |
48.7 |
47.1 |
-1.6 |
-3.2% |
0.0 |
| Volume |
148,011 |
125,963 |
-22,048 |
-14.9% |
1,039,818 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.8 |
2,366.2 |
2,315.7 |
|
| R3 |
2,350.9 |
2,339.3 |
2,308.3 |
|
| R2 |
2,324.0 |
2,324.0 |
2,305.8 |
|
| R1 |
2,312.4 |
2,312.4 |
2,303.4 |
2,318.2 |
| PP |
2,297.1 |
2,297.1 |
2,297.1 |
2,300.0 |
| S1 |
2,285.5 |
2,285.5 |
2,298.4 |
2,291.3 |
| S2 |
2,270.2 |
2,270.2 |
2,296.0 |
|
| S3 |
2,243.3 |
2,258.6 |
2,293.5 |
|
| S4 |
2,216.4 |
2,231.7 |
2,286.1 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.9 |
2,542.0 |
2,332.9 |
|
| R3 |
2,468.6 |
2,426.7 |
2,301.2 |
|
| R2 |
2,353.3 |
2,353.3 |
2,290.6 |
|
| R1 |
2,311.4 |
2,311.4 |
2,280.1 |
2,332.4 |
| PP |
2,238.0 |
2,238.0 |
2,238.0 |
2,248.5 |
| S1 |
2,196.1 |
2,196.1 |
2,258.9 |
2,217.1 |
| S2 |
2,122.7 |
2,122.7 |
2,248.4 |
|
| S3 |
2,007.4 |
2,080.8 |
2,237.8 |
|
| S4 |
1,892.1 |
1,965.5 |
2,206.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,308.6 |
2,220.2 |
88.4 |
3.8% |
34.5 |
1.5% |
91% |
True |
False |
165,792 |
| 10 |
2,308.6 |
2,164.6 |
144.0 |
6.3% |
42.3 |
1.8% |
95% |
True |
False |
176,374 |
| 20 |
2,308.6 |
2,164.6 |
144.0 |
6.3% |
41.9 |
1.8% |
95% |
True |
False |
169,239 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
12.4% |
55.2 |
2.4% |
77% |
False |
False |
160,245 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.4% |
55.9 |
2.4% |
77% |
False |
False |
106,976 |
| 80 |
2,366.0 |
1,918.0 |
448.0 |
19.5% |
55.7 |
2.4% |
85% |
False |
False |
80,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.9 |
|
2.618 |
2,379.0 |
|
1.618 |
2,352.1 |
|
1.000 |
2,335.5 |
|
0.618 |
2,325.2 |
|
HIGH |
2,308.6 |
|
0.618 |
2,298.3 |
|
0.500 |
2,295.2 |
|
0.382 |
2,292.0 |
|
LOW |
2,281.7 |
|
0.618 |
2,265.1 |
|
1.000 |
2,254.8 |
|
1.618 |
2,238.2 |
|
2.618 |
2,211.3 |
|
4.250 |
2,167.4 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.0 |
2,296.6 |
| PP |
2,297.1 |
2,292.3 |
| S1 |
2,295.2 |
2,288.1 |
|