| Trading Metrics calculated at close of trading on 15-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2021 |
15-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
4,134.75 |
4,123.50 |
-11.25 |
-0.3% |
4,030.00 |
| High |
4,144.00 |
4,166.50 |
22.50 |
0.5% |
4,121.50 |
| Low |
4,113.00 |
4,119.50 |
6.50 |
0.2% |
4,021.00 |
| Close |
4,118.00 |
4,162.50 |
44.50 |
1.1% |
4,119.50 |
| Range |
31.00 |
47.00 |
16.00 |
51.6% |
100.50 |
| ATR |
46.32 |
46.47 |
0.16 |
0.3% |
0.00 |
| Volume |
1,529,562 |
1,277,980 |
-251,582 |
-16.4% |
5,683,314 |
|
| Daily Pivots for day following 15-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,290.50 |
4,273.50 |
4,188.25 |
|
| R3 |
4,243.50 |
4,226.50 |
4,175.50 |
|
| R2 |
4,196.50 |
4,196.50 |
4,171.00 |
|
| R1 |
4,179.50 |
4,179.50 |
4,166.75 |
4,188.00 |
| PP |
4,149.50 |
4,149.50 |
4,149.50 |
4,153.75 |
| S1 |
4,132.50 |
4,132.50 |
4,158.25 |
4,141.00 |
| S2 |
4,102.50 |
4,102.50 |
4,154.00 |
|
| S3 |
4,055.50 |
4,085.50 |
4,149.50 |
|
| S4 |
4,008.50 |
4,038.50 |
4,136.75 |
|
|
| Weekly Pivots for week ending 09-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,388.75 |
4,354.75 |
4,174.75 |
|
| R3 |
4,288.25 |
4,254.25 |
4,147.25 |
|
| R2 |
4,187.75 |
4,187.75 |
4,138.00 |
|
| R1 |
4,153.75 |
4,153.75 |
4,128.75 |
4,170.75 |
| PP |
4,087.25 |
4,087.25 |
4,087.25 |
4,096.00 |
| S1 |
4,053.25 |
4,053.25 |
4,110.25 |
4,070.25 |
| S2 |
3,986.75 |
3,986.75 |
4,101.00 |
|
| S3 |
3,886.25 |
3,952.75 |
4,091.75 |
|
| S4 |
3,785.75 |
3,852.25 |
4,064.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,166.50 |
4,081.00 |
85.50 |
2.1% |
35.50 |
0.9% |
95% |
True |
False |
1,213,735 |
| 10 |
4,166.50 |
3,964.50 |
202.00 |
4.9% |
35.00 |
0.8% |
98% |
True |
False |
1,190,727 |
| 20 |
4,166.50 |
3,843.25 |
323.25 |
7.8% |
44.50 |
1.1% |
99% |
True |
False |
1,542,299 |
| 40 |
4,166.50 |
3,710.50 |
456.00 |
11.0% |
57.75 |
1.4% |
99% |
True |
False |
982,941 |
| 60 |
4,166.50 |
3,647.50 |
519.00 |
12.5% |
57.50 |
1.4% |
99% |
True |
False |
656,391 |
| 80 |
4,166.50 |
3,586.50 |
580.00 |
13.9% |
56.25 |
1.4% |
99% |
True |
False |
492,726 |
| 100 |
4,166.50 |
3,524.75 |
641.75 |
15.4% |
52.75 |
1.3% |
99% |
True |
False |
394,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,366.25 |
|
2.618 |
4,289.50 |
|
1.618 |
4,242.50 |
|
1.000 |
4,213.50 |
|
0.618 |
4,195.50 |
|
HIGH |
4,166.50 |
|
0.618 |
4,148.50 |
|
0.500 |
4,143.00 |
|
0.382 |
4,137.50 |
|
LOW |
4,119.50 |
|
0.618 |
4,090.50 |
|
1.000 |
4,072.50 |
|
1.618 |
4,043.50 |
|
2.618 |
3,996.50 |
|
4.250 |
3,919.75 |
|
|
| Fisher Pivots for day following 15-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,156.00 |
4,153.00 |
| PP |
4,149.50 |
4,143.50 |
| S1 |
4,143.00 |
4,134.00 |
|