| Trading Metrics calculated at close of trading on 27-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2021 |
27-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
2,270.0 |
2,296.9 |
26.9 |
1.2% |
2,255.2 |
| High |
2,300.4 |
2,307.2 |
6.8 |
0.3% |
2,279.9 |
| Low |
2,267.5 |
2,288.1 |
20.6 |
0.9% |
2,164.6 |
| Close |
2,293.2 |
2,297.2 |
4.0 |
0.2% |
2,269.5 |
| Range |
32.9 |
19.1 |
-13.8 |
-41.9% |
115.3 |
| ATR |
51.0 |
48.7 |
-2.3 |
-4.5% |
0.0 |
| Volume |
137,277 |
148,011 |
10,734 |
7.8% |
1,039,818 |
|
| Daily Pivots for day following 27-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,354.8 |
2,345.1 |
2,307.7 |
|
| R3 |
2,335.7 |
2,326.0 |
2,302.5 |
|
| R2 |
2,316.6 |
2,316.6 |
2,300.7 |
|
| R1 |
2,306.9 |
2,306.9 |
2,299.0 |
2,311.8 |
| PP |
2,297.5 |
2,297.5 |
2,297.5 |
2,299.9 |
| S1 |
2,287.8 |
2,287.8 |
2,295.4 |
2,292.7 |
| S2 |
2,278.4 |
2,278.4 |
2,293.7 |
|
| S3 |
2,259.3 |
2,268.7 |
2,291.9 |
|
| S4 |
2,240.2 |
2,249.6 |
2,286.7 |
|
|
| Weekly Pivots for week ending 23-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.9 |
2,542.0 |
2,332.9 |
|
| R3 |
2,468.6 |
2,426.7 |
2,301.2 |
|
| R2 |
2,353.3 |
2,353.3 |
2,290.6 |
|
| R1 |
2,311.4 |
2,311.4 |
2,280.1 |
2,332.4 |
| PP |
2,238.0 |
2,238.0 |
2,238.0 |
2,248.5 |
| S1 |
2,196.1 |
2,196.1 |
2,258.9 |
2,217.1 |
| S2 |
2,122.7 |
2,122.7 |
2,248.4 |
|
| S3 |
2,007.4 |
2,080.8 |
2,237.8 |
|
| S4 |
1,892.1 |
1,965.5 |
2,206.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,307.2 |
2,167.1 |
140.1 |
6.1% |
43.5 |
1.9% |
93% |
True |
False |
181,883 |
| 10 |
2,307.2 |
2,164.6 |
142.6 |
6.2% |
44.9 |
2.0% |
93% |
True |
False |
184,050 |
| 20 |
2,307.2 |
2,143.5 |
163.7 |
7.1% |
43.4 |
1.9% |
94% |
True |
False |
173,459 |
| 40 |
2,366.0 |
2,081.3 |
284.7 |
12.4% |
55.8 |
2.4% |
76% |
False |
False |
157,131 |
| 60 |
2,366.0 |
2,025.7 |
340.3 |
14.8% |
57.1 |
2.5% |
80% |
False |
False |
104,878 |
| 80 |
2,366.0 |
1,918.0 |
448.0 |
19.5% |
55.6 |
2.4% |
85% |
False |
False |
78,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,388.4 |
|
2.618 |
2,357.2 |
|
1.618 |
2,338.1 |
|
1.000 |
2,326.3 |
|
0.618 |
2,319.0 |
|
HIGH |
2,307.2 |
|
0.618 |
2,299.9 |
|
0.500 |
2,297.7 |
|
0.382 |
2,295.4 |
|
LOW |
2,288.1 |
|
0.618 |
2,276.3 |
|
1.000 |
2,269.0 |
|
1.618 |
2,257.2 |
|
2.618 |
2,238.1 |
|
4.250 |
2,206.9 |
|
|
| Fisher Pivots for day following 27-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,297.7 |
2,288.1 |
| PP |
2,297.5 |
2,279.0 |
| S1 |
2,297.4 |
2,269.9 |
|