| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3,407.9320 |
3,464.5250 |
56.5930 |
1.7% |
2,325.2480 |
| High |
3,484.1230 |
3,604.5930 |
120.4700 |
3.5% |
2,799.0420 |
| Low |
3,216.4030 |
3,384.8580 |
168.4550 |
5.2% |
2,164.2300 |
| Close |
3,465.1160 |
3,467.6620 |
2.5460 |
0.1% |
2,762.9060 |
| Range |
267.7200 |
219.7350 |
-47.9850 |
-17.9% |
634.8120 |
| ATR |
236.3450 |
235.1586 |
-1.1864 |
-0.5% |
0.0000 |
| Volume |
938,083 |
894,045 |
-44,038 |
-4.7% |
4,163,804 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,144.9093 |
4,026.0207 |
3,588.5163 |
|
| R3 |
3,925.1743 |
3,806.2857 |
3,528.0891 |
|
| R2 |
3,705.4393 |
3,705.4393 |
3,507.9468 |
|
| R1 |
3,586.5507 |
3,586.5507 |
3,487.8044 |
3,645.9950 |
| PP |
3,485.7043 |
3,485.7043 |
3,485.7043 |
3,515.4265 |
| S1 |
3,366.8157 |
3,366.8157 |
3,447.5196 |
3,426.2600 |
| S2 |
3,265.9693 |
3,265.9693 |
3,427.3773 |
|
| S3 |
3,046.2343 |
3,147.0807 |
3,407.2349 |
|
| S4 |
2,826.4993 |
2,927.3457 |
3,346.8078 |
|
|
| 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 |
3,604.5930 |
2,701.1190 |
903.4740 |
26.1% |
299.7610 |
8.6% |
85% |
True |
False |
1,005,773 |
| 10 |
3,604.5930 |
2,116.1160 |
1,488.4770 |
42.9% |
275.5433 |
7.9% |
91% |
True |
False |
1,012,338 |
| 20 |
3,604.5930 |
1,970.2110 |
1,634.3820 |
47.1% |
249.0088 |
7.2% |
92% |
True |
False |
905,771 |
| 40 |
3,604.5930 |
1,550.2480 |
2,054.3450 |
59.2% |
186.7054 |
5.4% |
93% |
True |
False |
761,450 |
| 60 |
3,604.5930 |
1,294.7920 |
2,309.8010 |
66.6% |
183.5322 |
5.3% |
94% |
True |
False |
818,159 |
| 80 |
3,604.5930 |
988.4170 |
2,616.1760 |
75.4% |
181.5345 |
5.2% |
95% |
True |
False |
974,117 |
| 100 |
3,604.5930 |
536.4720 |
3,068.1210 |
88.5% |
167.4132 |
4.8% |
96% |
True |
False |
1,044,219 |
| 120 |
3,604.5930 |
440.4620 |
3,164.1310 |
91.2% |
146.4114 |
4.2% |
96% |
True |
False |
1,003,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,538.4668 |
|
2.618 |
4,179.8592 |
|
1.618 |
3,960.1242 |
|
1.000 |
3,824.3280 |
|
0.618 |
3,740.3892 |
|
HIGH |
3,604.5930 |
|
0.618 |
3,520.6542 |
|
0.500 |
3,494.7255 |
|
0.382 |
3,468.7968 |
|
LOW |
3,384.8580 |
|
0.618 |
3,249.0618 |
|
1.000 |
3,165.1230 |
|
1.618 |
3,029.3268 |
|
2.618 |
2,809.5918 |
|
4.250 |
2,450.9843 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,494.7255 |
3,446.9628 |
| PP |
3,485.7043 |
3,426.2637 |
| S1 |
3,476.6832 |
3,405.5645 |
|