| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3,288.1300 |
3,407.9320 |
119.8020 |
3.6% |
2,325.2480 |
| High |
3,524.3320 |
3,484.1230 |
-40.2090 |
-1.1% |
2,799.0420 |
| Low |
3,206.5360 |
3,216.4030 |
9.8670 |
0.3% |
2,164.2300 |
| Close |
3,407.9320 |
3,465.1160 |
57.1840 |
1.7% |
2,762.9060 |
| Range |
317.7960 |
267.7200 |
-50.0760 |
-15.8% |
634.8120 |
| ATR |
233.9316 |
236.3450 |
2.4135 |
1.0% |
0.0000 |
| Volume |
1,512,167 |
938,083 |
-574,084 |
-38.0% |
4,163,804 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,191.7073 |
4,096.1317 |
3,612.3620 |
|
| R3 |
3,923.9873 |
3,828.4117 |
3,538.7390 |
|
| R2 |
3,656.2673 |
3,656.2673 |
3,514.1980 |
|
| R1 |
3,560.6917 |
3,560.6917 |
3,489.6570 |
3,608.4795 |
| PP |
3,388.5473 |
3,388.5473 |
3,388.5473 |
3,412.4413 |
| S1 |
3,292.9717 |
3,292.9717 |
3,440.5750 |
3,340.7595 |
| S2 |
3,120.8273 |
3,120.8273 |
3,416.0340 |
|
| S3 |
2,853.1073 |
3,025.2517 |
3,391.4930 |
|
| S4 |
2,585.3873 |
2,757.5317 |
3,317.8700 |
|
|
| 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 |
2,672.7700 |
851.5620 |
24.6% |
281.0684 |
8.1% |
93% |
False |
False |
998,615 |
| 10 |
3,524.3320 |
2,116.1160 |
1,408.2160 |
40.6% |
286.1471 |
8.3% |
96% |
False |
False |
1,054,121 |
| 20 |
3,524.3320 |
1,950.9040 |
1,573.4280 |
45.4% |
244.3426 |
7.1% |
96% |
False |
False |
886,175 |
| 40 |
3,524.3320 |
1,550.2480 |
1,974.0840 |
57.0% |
184.1451 |
5.3% |
97% |
False |
False |
759,364 |
| 60 |
3,524.3320 |
1,294.7920 |
2,229.5400 |
64.3% |
181.9264 |
5.3% |
97% |
False |
False |
819,070 |
| 80 |
3,524.3320 |
912.6060 |
2,611.7260 |
75.4% |
184.2541 |
5.3% |
98% |
False |
False |
1,009,346 |
| 100 |
3,524.3320 |
536.4720 |
2,987.8600 |
86.2% |
165.4995 |
4.8% |
98% |
False |
False |
1,040,167 |
| 120 |
3,524.3320 |
440.4620 |
3,083.8700 |
89.0% |
144.8010 |
4.2% |
98% |
False |
False |
1,002,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,621.9330 |
|
2.618 |
4,185.0140 |
|
1.618 |
3,917.2940 |
|
1.000 |
3,751.8430 |
|
0.618 |
3,649.5740 |
|
HIGH |
3,484.1230 |
|
0.618 |
3,381.8540 |
|
0.500 |
3,350.2630 |
|
0.382 |
3,318.6720 |
|
LOW |
3,216.4030 |
|
0.618 |
3,050.9520 |
|
1.000 |
2,948.6830 |
|
1.618 |
2,783.2320 |
|
2.618 |
2,515.5120 |
|
4.250 |
2,078.5930 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,426.8317 |
3,354.4620 |
| PP |
3,388.5473 |
3,243.8080 |
| S1 |
3,350.2630 |
3,133.1540 |
|