| 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 |
3,969.0 |
3,970.0 |
1.0 |
0.0% |
3,986.0 |
| High |
3,980.0 |
3,985.0 |
5.0 |
0.1% |
3,997.0 |
| Low |
3,955.0 |
3,962.0 |
7.0 |
0.2% |
3,889.0 |
| Close |
3,960.0 |
3,973.0 |
13.0 |
0.3% |
3,967.0 |
| Range |
25.0 |
23.0 |
-2.0 |
-8.0% |
108.0 |
| ATR |
41.3 |
40.2 |
-1.2 |
-2.8% |
0.0 |
| Volume |
638,573 |
580,325 |
-58,248 |
-9.1% |
3,387,937 |
|
| Daily Pivots for day following 28-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,042.3 |
4,030.7 |
3,985.7 |
|
| R3 |
4,019.3 |
4,007.7 |
3,979.3 |
|
| R2 |
3,996.3 |
3,996.3 |
3,977.2 |
|
| R1 |
3,984.7 |
3,984.7 |
3,975.1 |
3,990.5 |
| PP |
3,973.3 |
3,973.3 |
3,973.3 |
3,976.3 |
| S1 |
3,961.7 |
3,961.7 |
3,970.9 |
3,967.5 |
| S2 |
3,950.3 |
3,950.3 |
3,968.8 |
|
| S3 |
3,927.3 |
3,938.7 |
3,966.7 |
|
| S4 |
3,904.3 |
3,915.7 |
3,960.4 |
|
|
| 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 |
3,985.0 |
3,934.0 |
51.0 |
1.3% |
28.6 |
0.7% |
76% |
True |
False |
626,910 |
| 10 |
4,000.0 |
3,889.0 |
111.0 |
2.8% |
42.0 |
1.1% |
76% |
False |
False |
664,423 |
| 20 |
4,000.0 |
3,835.0 |
165.0 |
4.2% |
35.6 |
0.9% |
84% |
False |
False |
667,725 |
| 40 |
4,000.0 |
3,587.0 |
413.0 |
10.4% |
41.1 |
1.0% |
93% |
False |
False |
616,909 |
| 60 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
43.8 |
1.1% |
96% |
False |
False |
415,186 |
| 80 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
43.1 |
1.1% |
96% |
False |
False |
312,061 |
| 100 |
4,000.0 |
3,335.0 |
665.0 |
16.7% |
39.7 |
1.0% |
96% |
False |
False |
249,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,082.8 |
|
2.618 |
4,045.2 |
|
1.618 |
4,022.2 |
|
1.000 |
4,008.0 |
|
0.618 |
3,999.2 |
|
HIGH |
3,985.0 |
|
0.618 |
3,976.2 |
|
0.500 |
3,973.5 |
|
0.382 |
3,970.8 |
|
LOW |
3,962.0 |
|
0.618 |
3,947.8 |
|
1.000 |
3,939.0 |
|
1.618 |
3,924.8 |
|
2.618 |
3,901.8 |
|
4.250 |
3,864.3 |
|
|
| Fisher Pivots for day following 28-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,973.5 |
3,972.0 |
| PP |
3,973.3 |
3,971.0 |
| S1 |
3,973.2 |
3,970.0 |
|