| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,762.9060 |
3,288.1300 |
525.2240 |
19.0% |
2,325.2480 |
| High |
3,338.6410 |
3,524.3320 |
185.6910 |
5.6% |
2,799.0420 |
| Low |
2,741.9760 |
3,206.5360 |
464.5600 |
16.9% |
2,164.2300 |
| Close |
3,288.1600 |
3,407.9320 |
119.7720 |
3.6% |
2,762.9060 |
| Range |
596.6650 |
317.7960 |
-278.8690 |
-46.7% |
634.8120 |
| ATR |
227.4805 |
233.9316 |
6.4511 |
2.8% |
0.0000 |
| Volume |
1,060,737 |
1,512,167 |
451,430 |
42.6% |
4,163,804 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,332.9880 |
4,188.2560 |
3,582.7198 |
|
| R3 |
4,015.1920 |
3,870.4600 |
3,495.3259 |
|
| R2 |
3,697.3960 |
3,697.3960 |
3,466.1946 |
|
| R1 |
3,552.6640 |
3,552.6640 |
3,437.0633 |
3,625.0300 |
| PP |
3,379.6000 |
3,379.6000 |
3,379.6000 |
3,415.7830 |
| S1 |
3,234.8680 |
3,234.8680 |
3,378.8007 |
3,307.2340 |
| S2 |
3,061.8040 |
3,061.8040 |
3,349.6694 |
|
| S3 |
2,744.0080 |
2,917.0720 |
3,320.5381 |
|
| S4 |
2,426.2120 |
2,599.2760 |
3,233.1442 |
|
|
| 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 |
3,524.3320 |
2,565.1240 |
959.2080 |
28.1% |
264.2736 |
7.8% |
88% |
True |
False |
986,288 |
| 10 |
3,524.3320 |
2,116.1160 |
1,408.2160 |
41.3% |
282.3694 |
8.3% |
92% |
True |
False |
1,066,190 |
| 20 |
3,524.3320 |
1,937.2280 |
1,587.1040 |
46.6% |
240.4197 |
7.1% |
93% |
True |
False |
876,179 |
| 40 |
3,524.3320 |
1,550.2480 |
1,974.0840 |
57.9% |
179.5835 |
5.3% |
94% |
True |
False |
754,683 |
| 60 |
3,524.3320 |
1,294.7920 |
2,229.5400 |
65.4% |
182.1801 |
5.3% |
95% |
True |
False |
821,616 |
| 80 |
3,524.3320 |
912.6060 |
2,611.7260 |
76.6% |
183.4570 |
5.4% |
96% |
True |
False |
1,021,431 |
| 100 |
3,524.3320 |
530.9080 |
2,993.4240 |
87.8% |
163.2871 |
4.8% |
96% |
True |
False |
1,039,821 |
| 120 |
3,524.3320 |
439.6350 |
3,084.6970 |
90.5% |
142.6970 |
4.2% |
96% |
True |
False |
998,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,874.9650 |
|
2.618 |
4,356.3219 |
|
1.618 |
4,038.5259 |
|
1.000 |
3,842.1280 |
|
0.618 |
3,720.7299 |
|
HIGH |
3,524.3320 |
|
0.618 |
3,402.9339 |
|
0.500 |
3,365.4340 |
|
0.382 |
3,327.9341 |
|
LOW |
3,206.5360 |
|
0.618 |
3,010.1381 |
|
1.000 |
2,888.7400 |
|
1.618 |
2,692.3421 |
|
2.618 |
2,374.5461 |
|
4.250 |
1,855.9030 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,393.7660 |
3,309.5298 |
| PP |
3,379.6000 |
3,211.1277 |
| S1 |
3,365.4340 |
3,112.7255 |
|