Trading Metrics calculated at close of trading on 07-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,464.5250 |
3,467.4910 |
2.9660 |
0.1% |
2,762.9060 |
High |
3,604.5930 |
3,589.8760 |
-14.7170 |
-0.4% |
3,604.5930 |
Low |
3,384.8580 |
3,364.3610 |
-20.4970 |
-0.6% |
2,741.9760 |
Close |
3,467.6620 |
3,499.0180 |
31.3560 |
0.9% |
3,499.0180 |
Range |
219.7350 |
225.5150 |
5.7800 |
2.6% |
862.6170 |
ATR |
235.1586 |
234.4698 |
-0.6888 |
-0.3% |
0.0000 |
Volume |
894,045 |
706,777 |
-187,268 |
-20.9% |
5,111,809 |
|
Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,160.9633 |
4,055.5057 |
3,623.0513 |
|
R3 |
3,935.4483 |
3,829.9907 |
3,561.0346 |
|
R2 |
3,709.9333 |
3,709.9333 |
3,540.3624 |
|
R1 |
3,604.4757 |
3,604.4757 |
3,519.6902 |
3,657.2045 |
PP |
3,484.4183 |
3,484.4183 |
3,484.4183 |
3,510.7828 |
S1 |
3,378.9607 |
3,378.9607 |
3,478.3458 |
3,431.6895 |
S2 |
3,258.9033 |
3,258.9033 |
3,457.6736 |
|
S3 |
3,033.3883 |
3,153.4457 |
3,437.0014 |
|
S4 |
2,807.8733 |
2,927.9307 |
3,374.9848 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,869.7133 |
5,546.9827 |
3,973.4574 |
|
R3 |
5,007.0963 |
4,684.3657 |
3,736.2377 |
|
R2 |
4,144.4793 |
4,144.4793 |
3,657.1645 |
|
R1 |
3,821.7487 |
3,821.7487 |
3,578.0912 |
3,983.1140 |
PP |
3,281.8623 |
3,281.8623 |
3,281.8623 |
3,362.5450 |
S1 |
2,959.1317 |
2,959.1317 |
3,419.9448 |
3,120.4970 |
S2 |
2,419.2453 |
2,419.2453 |
3,340.8716 |
|
S3 |
1,556.6283 |
2,096.5147 |
3,261.7983 |
|
S4 |
694.0113 |
1,233.8977 |
3,024.5787 |
|
|
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 |
2,741.9760 |
862.6170 |
24.7% |
325.4862 |
9.3% |
88% |
False |
False |
1,022,361 |
10 |
3,604.5930 |
2,164.2300 |
1,440.3630 |
41.2% |
264.8378 |
7.6% |
93% |
False |
False |
927,561 |
20 |
3,604.5930 |
1,970.2110 |
1,634.3820 |
46.7% |
257.5060 |
7.4% |
94% |
False |
False |
917,985 |
40 |
3,604.5930 |
1,550.2480 |
2,054.3450 |
58.7% |
189.4765 |
5.4% |
95% |
False |
False |
763,441 |
60 |
3,604.5930 |
1,294.7920 |
2,309.8010 |
66.0% |
184.6981 |
5.3% |
95% |
False |
False |
814,259 |
80 |
3,604.5930 |
988.4170 |
2,616.1760 |
74.8% |
182.5817 |
5.2% |
96% |
False |
False |
961,296 |
100 |
3,604.5930 |
543.7820 |
3,060.8110 |
87.5% |
169.3876 |
4.8% |
97% |
False |
False |
1,045,343 |
120 |
3,604.5930 |
440.4620 |
3,164.1310 |
90.4% |
148.1456 |
4.2% |
97% |
False |
False |
1,003,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,548.3148 |
2.618 |
4,180.2743 |
1.618 |
3,954.7593 |
1.000 |
3,815.3910 |
0.618 |
3,729.2443 |
HIGH |
3,589.8760 |
0.618 |
3,503.7293 |
0.500 |
3,477.1185 |
0.382 |
3,450.5077 |
LOW |
3,364.3610 |
0.618 |
3,224.9927 |
1.000 |
3,138.8460 |
1.618 |
2,999.4777 |
2.618 |
2,773.9627 |
4.250 |
2,405.9223 |
|
|
Fisher Pivots for day following 07-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,491.7182 |
3,469.5113 |
PP |
3,484.4183 |
3,440.0047 |
S1 |
3,477.1185 |
3,410.4980 |
|