| Trading Metrics calculated at close of trading on 08-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2021 |
08-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
4,067.00 |
4,074.25 |
7.25 |
0.2% |
3,962.25 |
| High |
4,075.50 |
4,098.50 |
23.00 |
0.6% |
4,015.25 |
| Low |
4,056.50 |
4,072.50 |
16.00 |
0.4% |
3,928.75 |
| Close |
4,070.00 |
4,089.00 |
19.00 |
0.5% |
4,010.00 |
| Range |
19.00 |
26.00 |
7.00 |
36.8% |
86.50 |
| ATR |
52.85 |
51.11 |
-1.74 |
-3.3% |
0.00 |
| Volume |
1,101,579 |
988,346 |
-113,233 |
-10.3% |
6,481,553 |
|
| Daily Pivots for day following 08-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,164.75 |
4,152.75 |
4,103.25 |
|
| R3 |
4,138.75 |
4,126.75 |
4,096.25 |
|
| R2 |
4,112.75 |
4,112.75 |
4,093.75 |
|
| R1 |
4,100.75 |
4,100.75 |
4,091.50 |
4,106.75 |
| PP |
4,086.75 |
4,086.75 |
4,086.75 |
4,089.50 |
| S1 |
4,074.75 |
4,074.75 |
4,086.50 |
4,080.75 |
| S2 |
4,060.75 |
4,060.75 |
4,084.25 |
|
| S3 |
4,034.75 |
4,048.75 |
4,081.75 |
|
| S4 |
4,008.75 |
4,022.75 |
4,074.75 |
|
|
| Weekly Pivots for week ending 02-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,244.25 |
4,213.50 |
4,057.50 |
|
| R3 |
4,157.75 |
4,127.00 |
4,033.75 |
|
| R2 |
4,071.25 |
4,071.25 |
4,025.75 |
|
| R1 |
4,040.50 |
4,040.50 |
4,018.00 |
4,056.00 |
| PP |
3,984.75 |
3,984.75 |
3,984.75 |
3,992.25 |
| S1 |
3,954.00 |
3,954.00 |
4,002.00 |
3,969.50 |
| S2 |
3,898.25 |
3,898.25 |
3,994.25 |
|
| S3 |
3,811.75 |
3,867.50 |
3,986.25 |
|
| S4 |
3,725.25 |
3,781.00 |
3,962.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,098.50 |
3,964.50 |
134.00 |
3.3% |
34.50 |
0.8% |
93% |
True |
False |
1,167,720 |
| 10 |
4,098.50 |
3,843.25 |
255.25 |
6.2% |
42.50 |
1.0% |
96% |
True |
False |
1,533,785 |
| 20 |
4,098.50 |
3,843.25 |
255.25 |
6.2% |
47.00 |
1.2% |
96% |
True |
False |
1,638,327 |
| 40 |
4,098.50 |
3,710.50 |
388.00 |
9.5% |
58.50 |
1.4% |
98% |
True |
False |
831,594 |
| 60 |
4,098.50 |
3,647.50 |
451.00 |
11.0% |
58.25 |
1.4% |
98% |
True |
False |
555,489 |
| 80 |
4,098.50 |
3,586.50 |
512.00 |
12.5% |
56.50 |
1.4% |
98% |
True |
False |
416,901 |
| 100 |
4,098.50 |
3,494.50 |
604.00 |
14.8% |
53.75 |
1.3% |
98% |
True |
False |
333,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,209.00 |
|
2.618 |
4,166.50 |
|
1.618 |
4,140.50 |
|
1.000 |
4,124.50 |
|
0.618 |
4,114.50 |
|
HIGH |
4,098.50 |
|
0.618 |
4,088.50 |
|
0.500 |
4,085.50 |
|
0.382 |
4,082.50 |
|
LOW |
4,072.50 |
|
0.618 |
4,056.50 |
|
1.000 |
4,046.50 |
|
1.618 |
4,030.50 |
|
2.618 |
4,004.50 |
|
4.250 |
3,962.00 |
|
|
| Fisher Pivots for day following 08-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,087.75 |
4,084.50 |
| PP |
4,086.75 |
4,080.00 |
| S1 |
4,085.50 |
4,075.50 |
|