| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
3,925.0 |
3,921.0 |
-4.0 |
-0.1% |
3,929.0 |
| High |
3,933.0 |
3,950.0 |
17.0 |
0.4% |
3,942.0 |
| Low |
3,913.0 |
3,918.0 |
5.0 |
0.1% |
3,900.0 |
| Close |
3,928.0 |
3,942.0 |
14.0 |
0.4% |
3,926.0 |
| Range |
20.0 |
32.0 |
12.0 |
60.0% |
42.0 |
| ATR |
39.1 |
38.6 |
-0.5 |
-1.3% |
0.0 |
| Volume |
583,902 |
653,512 |
69,610 |
11.9% |
2,612,867 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,032.7 |
4,019.3 |
3,959.6 |
|
| R3 |
4,000.7 |
3,987.3 |
3,950.8 |
|
| R2 |
3,968.7 |
3,968.7 |
3,947.9 |
|
| R1 |
3,955.3 |
3,955.3 |
3,944.9 |
3,962.0 |
| PP |
3,936.7 |
3,936.7 |
3,936.7 |
3,940.0 |
| S1 |
3,923.3 |
3,923.3 |
3,939.1 |
3,930.0 |
| S2 |
3,904.7 |
3,904.7 |
3,936.1 |
|
| S3 |
3,872.7 |
3,891.3 |
3,933.2 |
|
| S4 |
3,840.7 |
3,859.3 |
3,924.4 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,048.7 |
4,029.3 |
3,949.1 |
|
| R3 |
4,006.7 |
3,987.3 |
3,937.6 |
|
| R2 |
3,964.7 |
3,964.7 |
3,933.7 |
|
| R1 |
3,945.3 |
3,945.3 |
3,929.9 |
3,934.0 |
| PP |
3,922.7 |
3,922.7 |
3,922.7 |
3,917.0 |
| S1 |
3,903.3 |
3,903.3 |
3,922.2 |
3,892.0 |
| S2 |
3,880.7 |
3,880.7 |
3,918.3 |
|
| S3 |
3,838.7 |
3,861.3 |
3,914.5 |
|
| S4 |
3,796.7 |
3,819.3 |
3,902.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,950.0 |
3,901.0 |
49.0 |
1.2% |
25.6 |
0.6% |
84% |
True |
False |
590,507 |
| 10 |
3,950.0 |
3,855.0 |
95.0 |
2.4% |
28.4 |
0.7% |
92% |
True |
False |
665,737 |
| 20 |
3,950.0 |
3,727.0 |
223.0 |
5.7% |
36.0 |
0.9% |
96% |
True |
False |
758,123 |
| 40 |
3,950.0 |
3,559.0 |
391.0 |
9.9% |
43.3 |
1.1% |
98% |
True |
False |
469,434 |
| 60 |
3,950.0 |
3,360.0 |
590.0 |
15.0% |
45.6 |
1.2% |
99% |
True |
False |
315,755 |
| 80 |
3,950.0 |
3,335.0 |
615.0 |
15.6% |
44.1 |
1.1% |
99% |
True |
False |
237,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,086.0 |
|
2.618 |
4,033.8 |
|
1.618 |
4,001.8 |
|
1.000 |
3,982.0 |
|
0.618 |
3,969.8 |
|
HIGH |
3,950.0 |
|
0.618 |
3,937.8 |
|
0.500 |
3,934.0 |
|
0.382 |
3,930.2 |
|
LOW |
3,918.0 |
|
0.618 |
3,898.2 |
|
1.000 |
3,886.0 |
|
1.618 |
3,866.2 |
|
2.618 |
3,834.2 |
|
4.250 |
3,782.0 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,939.3 |
3,936.5 |
| PP |
3,936.7 |
3,931.0 |
| S1 |
3,934.0 |
3,925.5 |
|