| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,710.5900 |
2,762.9060 |
52.3160 |
1.9% |
2,325.2480 |
| High |
2,798.0080 |
3,338.6410 |
540.6330 |
19.3% |
2,799.0420 |
| Low |
2,701.1190 |
2,741.9760 |
40.8570 |
1.5% |
2,164.2300 |
| Close |
2,762.9060 |
3,288.1600 |
525.2540 |
19.0% |
2,762.9060 |
| Range |
96.8890 |
596.6650 |
499.7760 |
515.8% |
634.8120 |
| ATR |
199.0817 |
227.4805 |
28.3988 |
14.3% |
0.0000 |
| Volume |
623,833 |
1,060,737 |
436,904 |
70.0% |
4,163,804 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,912.9207 |
4,697.2053 |
3,616.3258 |
|
| R3 |
4,316.2557 |
4,100.5403 |
3,452.2429 |
|
| R2 |
3,719.5907 |
3,719.5907 |
3,397.5486 |
|
| R1 |
3,503.8753 |
3,503.8753 |
3,342.8543 |
3,611.7330 |
| PP |
3,122.9257 |
3,122.9257 |
3,122.9257 |
3,176.8545 |
| S1 |
2,907.2103 |
2,907.2103 |
3,233.4657 |
3,015.0680 |
| S2 |
2,526.2607 |
2,526.2607 |
3,178.7714 |
|
| S3 |
1,929.5957 |
2,310.5453 |
3,124.0771 |
|
| S4 |
1,332.9307 |
1,713.8803 |
2,959.9943 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,479.8287 |
4,256.1793 |
3,112.0526 |
|
| R3 |
3,845.0167 |
3,621.3673 |
2,937.4793 |
|
| R2 |
3,210.2047 |
3,210.2047 |
2,879.2882 |
|
| R1 |
2,986.5553 |
2,986.5553 |
2,821.0971 |
3,098.3800 |
| PP |
2,575.3927 |
2,575.3927 |
2,575.3927 |
2,631.3050 |
| S1 |
2,351.7433 |
2,351.7433 |
2,704.7149 |
2,463.5680 |
| S2 |
1,940.5807 |
1,940.5807 |
2,646.5238 |
|
| S3 |
1,305.7687 |
1,716.9313 |
2,588.3327 |
|
| S4 |
670.9567 |
1,082.1193 |
2,413.7594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,338.6410 |
2,431.7090 |
906.9320 |
27.6% |
250.0484 |
7.6% |
94% |
True |
False |
869,953 |
| 10 |
3,338.6410 |
2,056.3020 |
1,282.3390 |
39.0% |
278.1577 |
8.5% |
96% |
True |
False |
1,010,287 |
| 20 |
3,338.6410 |
1,937.2280 |
1,401.4130 |
42.6% |
229.6141 |
7.0% |
96% |
True |
False |
831,086 |
| 40 |
3,338.6410 |
1,515.2340 |
1,823.4070 |
55.5% |
178.5717 |
5.4% |
97% |
True |
False |
737,296 |
| 60 |
3,338.6410 |
1,294.7920 |
2,043.8490 |
62.2% |
179.7186 |
5.5% |
98% |
True |
False |
813,286 |
| 80 |
3,338.6410 |
912.6060 |
2,426.0350 |
73.8% |
181.1378 |
5.5% |
98% |
True |
False |
1,022,812 |
| 100 |
3,338.6410 |
530.9080 |
2,807.7330 |
85.4% |
160.4542 |
4.9% |
98% |
True |
False |
1,029,263 |
| 120 |
3,338.6410 |
427.0640 |
2,911.5770 |
88.5% |
140.3933 |
4.3% |
98% |
True |
False |
993,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,874.4673 |
|
2.618 |
4,900.7100 |
|
1.618 |
4,304.0450 |
|
1.000 |
3,935.3060 |
|
0.618 |
3,707.3800 |
|
HIGH |
3,338.6410 |
|
0.618 |
3,110.7150 |
|
0.500 |
3,040.3085 |
|
0.382 |
2,969.9020 |
|
LOW |
2,741.9760 |
|
0.618 |
2,373.2370 |
|
1.000 |
2,145.3110 |
|
1.618 |
1,776.5720 |
|
2.618 |
1,179.9070 |
|
4.250 |
206.1498 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,205.5428 |
3,194.0085 |
| PP |
3,122.9257 |
3,099.8570 |
| S1 |
3,040.3085 |
3,005.7055 |
|