| Trading Metrics calculated at close of trading on 06-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2021 |
06-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,090.7960 |
2,104.1270 |
13.3310 |
0.6% |
1,664.5840 |
| High |
2,143.5180 |
2,150.4760 |
6.9580 |
0.3% |
1,981.4120 |
| Low |
1,983.4240 |
2,048.7930 |
65.3690 |
3.3% |
1,662.2130 |
| Close |
2,103.8680 |
2,121.7270 |
17.8590 |
0.8% |
1,970.1090 |
| Range |
160.0940 |
101.6830 |
-58.4110 |
-36.5% |
319.1990 |
| ATR |
137.0985 |
134.5689 |
-2.5297 |
-1.8% |
0.0000 |
| Volume |
497,804 |
610,299 |
112,495 |
22.6% |
2,271,386 |
|
| Daily Pivots for day following 06-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.0477 |
2,368.5703 |
2,177.6527 |
|
| R3 |
2,310.3647 |
2,266.8873 |
2,149.6898 |
|
| R2 |
2,208.6817 |
2,208.6817 |
2,140.3689 |
|
| R1 |
2,165.2043 |
2,165.2043 |
2,131.0479 |
2,186.9430 |
| PP |
2,106.9987 |
2,106.9987 |
2,106.9987 |
2,117.8680 |
| S1 |
2,063.5213 |
2,063.5213 |
2,112.4061 |
2,085.2600 |
| S2 |
2,005.3157 |
2,005.3157 |
2,103.0851 |
|
| S3 |
1,903.6327 |
1,961.8383 |
2,093.7642 |
|
| S4 |
1,801.9497 |
1,860.1553 |
2,065.8014 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.8417 |
2,718.6743 |
2,145.6685 |
|
| R3 |
2,509.6427 |
2,399.4753 |
2,057.8887 |
|
| R2 |
2,190.4437 |
2,190.4437 |
2,028.6288 |
|
| R1 |
2,080.2763 |
2,080.2763 |
1,999.3689 |
2,135.3600 |
| PP |
1,871.2447 |
1,871.2447 |
1,871.2447 |
1,898.7865 |
| S1 |
1,761.0773 |
1,761.0773 |
1,940.8491 |
1,816.1610 |
| S2 |
1,552.0457 |
1,552.0457 |
1,911.5892 |
|
| S3 |
1,232.8467 |
1,441.8783 |
1,882.3293 |
|
| S4 |
913.6477 |
1,122.6793 |
1,794.5496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,150.4760 |
1,780.4370 |
370.0390 |
17.4% |
115.1310 |
5.4% |
92% |
True |
False |
556,350 |
| 10 |
2,150.4760 |
1,550.2480 |
600.2280 |
28.3% |
114.2132 |
5.4% |
95% |
True |
False |
593,634 |
| 20 |
2,150.4760 |
1,550.2480 |
600.2280 |
28.3% |
118.7472 |
5.6% |
95% |
True |
False |
633,186 |
| 40 |
2,150.4760 |
1,294.7920 |
855.6840 |
40.3% |
153.0603 |
7.2% |
97% |
True |
False |
794,334 |
| 60 |
2,150.4760 |
912.6060 |
1,237.8700 |
58.3% |
164.4694 |
7.8% |
98% |
True |
False |
1,069,848 |
| 80 |
2,150.4760 |
530.9080 |
1,619.5680 |
76.3% |
144.0039 |
6.8% |
98% |
True |
False |
1,080,731 |
| 100 |
2,150.4760 |
439.6350 |
1,710.8410 |
80.6% |
123.1524 |
5.8% |
98% |
True |
False |
1,023,523 |
| 120 |
2,150.4760 |
362.3140 |
1,788.1620 |
84.3% |
106.4276 |
5.0% |
98% |
True |
False |
956,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,582.6288 |
|
2.618 |
2,416.6821 |
|
1.618 |
2,314.9991 |
|
1.000 |
2,252.1590 |
|
0.618 |
2,213.3161 |
|
HIGH |
2,150.4760 |
|
0.618 |
2,111.6331 |
|
0.500 |
2,099.6345 |
|
0.382 |
2,087.6359 |
|
LOW |
2,048.7930 |
|
0.618 |
1,985.9529 |
|
1.000 |
1,947.1100 |
|
1.618 |
1,884.2699 |
|
2.618 |
1,782.5869 |
|
4.250 |
1,616.6403 |
|
|
| Fisher Pivots for day following 06-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.3628 |
2,089.2613 |
| PP |
2,106.9987 |
2,056.7957 |
| S1 |
2,099.6345 |
2,024.3300 |
|