| Trading Metrics calculated at close of trading on 19-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2021 |
19-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
3,945.0 |
3,986.0 |
41.0 |
1.0% |
3,925.0 |
| High |
4,000.0 |
3,997.0 |
-3.0 |
-0.1% |
4,000.0 |
| Low |
3,940.0 |
3,961.0 |
21.0 |
0.5% |
3,901.0 |
| Close |
3,983.0 |
3,977.0 |
-6.0 |
-0.2% |
3,983.0 |
| Range |
60.0 |
36.0 |
-24.0 |
-40.0% |
99.0 |
| ATR |
40.1 |
39.8 |
-0.3 |
-0.7% |
0.0 |
| Volume |
863,069 |
587,407 |
-275,662 |
-31.9% |
3,304,116 |
|
| Daily Pivots for day following 19-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,086.3 |
4,067.7 |
3,996.8 |
|
| R3 |
4,050.3 |
4,031.7 |
3,986.9 |
|
| R2 |
4,014.3 |
4,014.3 |
3,983.6 |
|
| R1 |
3,995.7 |
3,995.7 |
3,980.3 |
3,987.0 |
| PP |
3,978.3 |
3,978.3 |
3,978.3 |
3,974.0 |
| S1 |
3,959.7 |
3,959.7 |
3,973.7 |
3,951.0 |
| S2 |
3,942.3 |
3,942.3 |
3,970.4 |
|
| S3 |
3,906.3 |
3,923.7 |
3,967.1 |
|
| S4 |
3,870.3 |
3,887.7 |
3,957.2 |
|
|
| 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% |
35.4 |
0.9% |
77% |
False |
False |
676,151 |
| 10 |
4,000.0 |
3,900.0 |
100.0 |
2.5% |
30.3 |
0.8% |
77% |
False |
False |
650,439 |
| 20 |
4,000.0 |
3,727.0 |
273.0 |
6.9% |
36.8 |
0.9% |
92% |
False |
False |
738,719 |
| 40 |
4,000.0 |
3,559.0 |
441.0 |
11.1% |
44.0 |
1.1% |
95% |
False |
False |
505,581 |
| 60 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
46.5 |
1.2% |
96% |
False |
False |
339,881 |
| 80 |
4,000.0 |
3,335.0 |
665.0 |
16.7% |
43.4 |
1.1% |
97% |
False |
False |
255,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,150.0 |
|
2.618 |
4,091.2 |
|
1.618 |
4,055.2 |
|
1.000 |
4,033.0 |
|
0.618 |
4,019.2 |
|
HIGH |
3,997.0 |
|
0.618 |
3,983.2 |
|
0.500 |
3,979.0 |
|
0.382 |
3,974.8 |
|
LOW |
3,961.0 |
|
0.618 |
3,938.8 |
|
1.000 |
3,925.0 |
|
1.618 |
3,902.8 |
|
2.618 |
3,866.8 |
|
4.250 |
3,808.0 |
|
|
| Fisher Pivots for day following 19-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,979.0 |
3,971.0 |
| PP |
3,978.3 |
3,965.0 |
| S1 |
3,977.7 |
3,959.0 |
|