| Trading Metrics calculated at close of trading on 16-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2021 |
16-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
3,921.0 |
3,945.0 |
24.0 |
0.6% |
3,925.0 |
| High |
3,950.0 |
4,000.0 |
50.0 |
1.3% |
4,000.0 |
| Low |
3,918.0 |
3,940.0 |
22.0 |
0.6% |
3,901.0 |
| Close |
3,942.0 |
3,983.0 |
41.0 |
1.0% |
3,983.0 |
| Range |
32.0 |
60.0 |
28.0 |
87.5% |
99.0 |
| ATR |
38.6 |
40.1 |
1.5 |
4.0% |
0.0 |
| Volume |
653,512 |
863,069 |
209,557 |
32.1% |
3,304,116 |
|
| Daily Pivots for day following 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,154.3 |
4,128.7 |
4,016.0 |
|
| R3 |
4,094.3 |
4,068.7 |
3,999.5 |
|
| R2 |
4,034.3 |
4,034.3 |
3,994.0 |
|
| R1 |
4,008.7 |
4,008.7 |
3,988.5 |
4,021.5 |
| PP |
3,974.3 |
3,974.3 |
3,974.3 |
3,980.8 |
| S1 |
3,948.7 |
3,948.7 |
3,977.5 |
3,961.5 |
| S2 |
3,914.3 |
3,914.3 |
3,972.0 |
|
| S3 |
3,854.3 |
3,888.7 |
3,966.5 |
|
| S4 |
3,794.3 |
3,828.7 |
3,950.0 |
|
|
| Weekly Pivots for week ending 16-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,258.3 |
4,219.7 |
4,037.5 |
|
| R3 |
4,159.3 |
4,120.7 |
4,010.2 |
|
| R2 |
4,060.3 |
4,060.3 |
4,001.2 |
|
| R1 |
4,021.7 |
4,021.7 |
3,992.1 |
4,041.0 |
| PP |
3,961.3 |
3,961.3 |
3,961.3 |
3,971.0 |
| S1 |
3,922.7 |
3,922.7 |
3,973.9 |
3,942.0 |
| S2 |
3,862.3 |
3,862.3 |
3,964.9 |
|
| S3 |
3,763.3 |
3,823.7 |
3,955.8 |
|
| S4 |
3,664.3 |
3,724.7 |
3,928.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,000.0 |
3,901.0 |
99.0 |
2.5% |
33.4 |
0.8% |
83% |
True |
False |
660,823 |
| 10 |
4,000.0 |
3,867.0 |
133.0 |
3.3% |
32.1 |
0.8% |
87% |
True |
False |
652,854 |
| 20 |
4,000.0 |
3,727.0 |
273.0 |
6.9% |
37.5 |
0.9% |
94% |
True |
False |
755,880 |
| 40 |
4,000.0 |
3,559.0 |
441.0 |
11.1% |
44.2 |
1.1% |
96% |
True |
False |
490,901 |
| 60 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
46.3 |
1.2% |
97% |
True |
False |
330,119 |
| 80 |
4,000.0 |
3,335.0 |
665.0 |
16.7% |
43.5 |
1.1% |
97% |
True |
False |
248,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,255.0 |
|
2.618 |
4,157.1 |
|
1.618 |
4,097.1 |
|
1.000 |
4,060.0 |
|
0.618 |
4,037.1 |
|
HIGH |
4,000.0 |
|
0.618 |
3,977.1 |
|
0.500 |
3,970.0 |
|
0.382 |
3,962.9 |
|
LOW |
3,940.0 |
|
0.618 |
3,902.9 |
|
1.000 |
3,880.0 |
|
1.618 |
3,842.9 |
|
2.618 |
3,782.9 |
|
4.250 |
3,685.0 |
|
|
| Fisher Pivots for day following 16-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,978.7 |
3,974.2 |
| PP |
3,974.3 |
3,965.3 |
| S1 |
3,970.0 |
3,956.5 |
|