| Trading Metrics calculated at close of trading on 26-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2021 |
26-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
3,955.0 |
3,962.0 |
7.0 |
0.2% |
3,986.0 |
| High |
3,974.0 |
3,980.0 |
6.0 |
0.2% |
3,997.0 |
| Low |
3,934.0 |
3,957.0 |
23.0 |
0.6% |
3,889.0 |
| Close |
3,967.0 |
3,976.0 |
9.0 |
0.2% |
3,967.0 |
| Range |
40.0 |
23.0 |
-17.0 |
-42.5% |
108.0 |
| ATR |
44.1 |
42.6 |
-1.5 |
-3.4% |
0.0 |
| Volume |
664,092 |
520,814 |
-143,278 |
-21.6% |
3,387,937 |
|
| Daily Pivots for day following 26-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,040.0 |
4,031.0 |
3,988.7 |
|
| R3 |
4,017.0 |
4,008.0 |
3,982.3 |
|
| R2 |
3,994.0 |
3,994.0 |
3,980.2 |
|
| R1 |
3,985.0 |
3,985.0 |
3,978.1 |
3,989.5 |
| PP |
3,971.0 |
3,971.0 |
3,971.0 |
3,973.3 |
| S1 |
3,962.0 |
3,962.0 |
3,973.9 |
3,966.5 |
| S2 |
3,948.0 |
3,948.0 |
3,971.8 |
|
| S3 |
3,925.0 |
3,939.0 |
3,969.7 |
|
| S4 |
3,902.0 |
3,916.0 |
3,963.4 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,275.0 |
4,229.0 |
4,026.4 |
|
| R3 |
4,167.0 |
4,121.0 |
3,996.7 |
|
| R2 |
4,059.0 |
4,059.0 |
3,986.8 |
|
| R1 |
4,013.0 |
4,013.0 |
3,976.9 |
3,982.0 |
| PP |
3,951.0 |
3,951.0 |
3,951.0 |
3,935.5 |
| S1 |
3,905.0 |
3,905.0 |
3,957.1 |
3,874.0 |
| S2 |
3,843.0 |
3,843.0 |
3,947.2 |
|
| S3 |
3,735.0 |
3,797.0 |
3,937.3 |
|
| S4 |
3,627.0 |
3,689.0 |
3,907.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,980.0 |
3,889.0 |
91.0 |
2.3% |
48.8 |
1.2% |
96% |
True |
False |
664,268 |
| 10 |
4,000.0 |
3,889.0 |
111.0 |
2.8% |
42.1 |
1.1% |
78% |
False |
False |
670,209 |
| 20 |
4,000.0 |
3,788.0 |
212.0 |
5.3% |
37.8 |
0.9% |
89% |
False |
False |
677,188 |
| 40 |
4,000.0 |
3,559.0 |
441.0 |
11.1% |
42.6 |
1.1% |
95% |
False |
False |
587,107 |
| 60 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
44.5 |
1.1% |
96% |
False |
False |
395,000 |
| 80 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
43.6 |
1.1% |
96% |
False |
False |
296,927 |
| 100 |
4,000.0 |
3,335.0 |
665.0 |
16.7% |
39.2 |
1.0% |
96% |
False |
False |
237,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,077.8 |
|
2.618 |
4,040.2 |
|
1.618 |
4,017.2 |
|
1.000 |
4,003.0 |
|
0.618 |
3,994.2 |
|
HIGH |
3,980.0 |
|
0.618 |
3,971.2 |
|
0.500 |
3,968.5 |
|
0.382 |
3,965.8 |
|
LOW |
3,957.0 |
|
0.618 |
3,942.8 |
|
1.000 |
3,934.0 |
|
1.618 |
3,919.8 |
|
2.618 |
3,896.8 |
|
4.250 |
3,859.3 |
|
|
| Fisher Pivots for day following 26-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,973.5 |
3,969.7 |
| PP |
3,971.0 |
3,963.3 |
| S1 |
3,968.5 |
3,957.0 |
|