| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
6,869.0 |
6,878.5 |
9.5 |
0.1% |
6,975.0 |
| High |
6,910.5 |
6,937.5 |
27.0 |
0.4% |
7,001.5 |
| Low |
6,856.0 |
6,878.0 |
22.0 |
0.3% |
6,803.5 |
| Close |
6,900.0 |
6,934.0 |
34.0 |
0.5% |
6,900.0 |
| Range |
54.5 |
59.5 |
5.0 |
9.2% |
198.0 |
| ATR |
77.3 |
76.1 |
-1.3 |
-1.6% |
0.0 |
| Volume |
57,115 |
58,697 |
1,582 |
2.8% |
410,233 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,095.0 |
7,074.0 |
6,966.5 |
|
| R3 |
7,035.5 |
7,014.5 |
6,950.5 |
|
| R2 |
6,976.0 |
6,976.0 |
6,945.0 |
|
| R1 |
6,955.0 |
6,955.0 |
6,939.5 |
6,965.5 |
| PP |
6,916.5 |
6,916.5 |
6,916.5 |
6,922.0 |
| S1 |
6,895.5 |
6,895.5 |
6,928.5 |
6,906.0 |
| S2 |
6,857.0 |
6,857.0 |
6,923.0 |
|
| S3 |
6,797.5 |
6,836.0 |
6,917.5 |
|
| S4 |
6,738.0 |
6,776.5 |
6,901.5 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,495.5 |
7,396.0 |
7,009.0 |
|
| R3 |
7,297.5 |
7,198.0 |
6,954.5 |
|
| R2 |
7,099.5 |
7,099.5 |
6,936.5 |
|
| R1 |
7,000.0 |
7,000.0 |
6,918.0 |
6,951.0 |
| PP |
6,901.5 |
6,901.5 |
6,901.5 |
6,877.0 |
| S1 |
6,802.0 |
6,802.0 |
6,882.0 |
6,753.0 |
| S2 |
6,703.5 |
6,703.5 |
6,863.5 |
|
| S3 |
6,505.5 |
6,604.0 |
6,845.5 |
|
| S4 |
6,307.5 |
6,406.0 |
6,791.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,969.5 |
6,803.5 |
166.0 |
2.4% |
83.0 |
1.2% |
79% |
False |
False |
75,575 |
| 10 |
7,001.5 |
6,803.5 |
198.0 |
2.9% |
71.0 |
1.0% |
66% |
False |
False |
80,575 |
| 20 |
7,001.5 |
6,648.0 |
353.5 |
5.1% |
72.0 |
1.0% |
81% |
False |
False |
82,729 |
| 40 |
7,001.5 |
6,380.0 |
621.5 |
9.0% |
80.0 |
1.2% |
89% |
False |
False |
78,697 |
| 60 |
7,001.5 |
6,299.5 |
702.0 |
10.1% |
69.5 |
1.0% |
90% |
False |
False |
52,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,190.5 |
|
2.618 |
7,093.5 |
|
1.618 |
7,034.0 |
|
1.000 |
6,997.0 |
|
0.618 |
6,974.5 |
|
HIGH |
6,937.5 |
|
0.618 |
6,915.0 |
|
0.500 |
6,908.0 |
|
0.382 |
6,900.5 |
|
LOW |
6,878.0 |
|
0.618 |
6,841.0 |
|
1.000 |
6,818.5 |
|
1.618 |
6,781.5 |
|
2.618 |
6,722.0 |
|
4.250 |
6,625.0 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,925.0 |
6,921.0 |
| PP |
6,916.5 |
6,908.0 |
| S1 |
6,908.0 |
6,895.0 |
|