| 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 |
2,457.9140 |
2,645.7970 |
187.8830 |
7.6% |
2,458.9770 |
| High |
2,678.3790 |
2,748.8700 |
70.4910 |
2.6% |
2,643.4050 |
| Low |
2,431.7090 |
2,565.1240 |
133.4150 |
5.5% |
1,970.2110 |
| Close |
2,646.8490 |
2,708.3990 |
61.5500 |
2.3% |
2,323.8660 |
| Range |
246.6700 |
183.7460 |
-62.9240 |
-25.5% |
673.1940 |
| ATR |
215.4098 |
213.1481 |
-2.2617 |
-1.0% |
0.0000 |
| Volume |
930,494 |
876,446 |
-54,048 |
-5.8% |
5,795,403 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,225.3690 |
3,150.6300 |
2,809.4593 |
|
| R3 |
3,041.6230 |
2,966.8840 |
2,758.9292 |
|
| R2 |
2,857.8770 |
2,857.8770 |
2,742.0858 |
|
| R1 |
2,783.1380 |
2,783.1380 |
2,725.2424 |
2,820.5075 |
| PP |
2,674.1310 |
2,674.1310 |
2,674.1310 |
2,692.8158 |
| S1 |
2,599.3920 |
2,599.3920 |
2,691.5556 |
2,636.7615 |
| S2 |
2,490.3850 |
2,490.3850 |
2,674.7122 |
|
| S3 |
2,306.6390 |
2,415.6460 |
2,657.8689 |
|
| S4 |
2,122.8930 |
2,231.9000 |
2,607.3387 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,332.0760 |
4,001.1650 |
2,694.1227 |
|
| R3 |
3,658.8820 |
3,327.9710 |
2,508.9944 |
|
| R2 |
2,985.6880 |
2,985.6880 |
2,447.2849 |
|
| R1 |
2,654.7770 |
2,654.7770 |
2,385.5755 |
2,483.6355 |
| PP |
2,312.4940 |
2,312.4940 |
2,312.4940 |
2,226.9233 |
| S1 |
1,981.5830 |
1,981.5830 |
2,262.1566 |
1,810.4415 |
| S2 |
1,639.3000 |
1,639.3000 |
2,200.4471 |
|
| S3 |
966.1060 |
1,308.3890 |
2,138.7377 |
|
| S4 |
292.9120 |
635.1950 |
1,953.6093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.8700 |
2,116.1160 |
632.7540 |
23.4% |
291.2258 |
10.8% |
94% |
True |
False |
1,109,626 |
| 10 |
2,748.8700 |
1,970.2110 |
778.6590 |
28.7% |
284.7693 |
10.5% |
95% |
True |
False |
992,482 |
| 20 |
2,748.8700 |
1,780.4370 |
968.4330 |
35.8% |
208.7707 |
7.7% |
96% |
True |
False |
785,575 |
| 40 |
2,748.8700 |
1,444.7800 |
1,304.0900 |
48.1% |
168.3109 |
6.2% |
97% |
True |
False |
731,645 |
| 60 |
2,748.8700 |
1,294.7920 |
1,454.0780 |
53.7% |
173.9592 |
6.4% |
97% |
True |
False |
833,913 |
| 80 |
2,748.8700 |
716.9340 |
2,031.9360 |
75.0% |
180.2349 |
6.7% |
98% |
True |
False |
1,093,337 |
| 100 |
2,748.8700 |
530.9080 |
2,217.9620 |
81.9% |
153.4831 |
5.7% |
98% |
True |
False |
1,020,694 |
| 120 |
2,748.8700 |
377.3310 |
2,371.5390 |
87.6% |
134.2891 |
5.0% |
98% |
True |
False |
994,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,529.7905 |
|
2.618 |
3,229.9170 |
|
1.618 |
3,046.1710 |
|
1.000 |
2,932.6160 |
|
0.618 |
2,862.4250 |
|
HIGH |
2,748.8700 |
|
0.618 |
2,678.6790 |
|
0.500 |
2,656.9970 |
|
0.382 |
2,635.3150 |
|
LOW |
2,565.1240 |
|
0.618 |
2,451.5690 |
|
1.000 |
2,381.3780 |
|
1.618 |
2,267.8230 |
|
2.618 |
2,084.0770 |
|
4.250 |
1,784.2035 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,691.2650 |
2,624.4493 |
| PP |
2,674.1310 |
2,540.4997 |
| S1 |
2,656.9970 |
2,456.5500 |
|