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 |
1,778.89 |
1,786.97 |
8.08 |
0.5% |
1,776.41 |
High |
1,787.65 |
1,816.15 |
28.50 |
1.6% |
1,789.35 |
Low |
1,771.68 |
1,782.75 |
11.07 |
0.6% |
1,759.17 |
Close |
1,787.04 |
1,814.76 |
27.72 |
1.6% |
1,768.28 |
Range |
15.97 |
33.40 |
17.43 |
109.1% |
30.18 |
ATR |
20.43 |
21.36 |
0.93 |
4.5% |
0.00 |
Volume |
6,850 |
6,646 |
-204 |
-3.0% |
33,223 |
|
Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.75 |
1,893.16 |
1,833.13 |
|
R3 |
1,871.35 |
1,859.76 |
1,823.95 |
|
R2 |
1,837.95 |
1,837.95 |
1,820.88 |
|
R1 |
1,826.36 |
1,826.36 |
1,817.82 |
1,832.16 |
PP |
1,804.55 |
1,804.55 |
1,804.55 |
1,807.45 |
S1 |
1,792.96 |
1,792.96 |
1,811.70 |
1,798.76 |
S2 |
1,771.15 |
1,771.15 |
1,808.64 |
|
S3 |
1,737.75 |
1,759.56 |
1,805.58 |
|
S4 |
1,704.35 |
1,726.16 |
1,796.39 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.81 |
1,845.72 |
1,784.88 |
|
R3 |
1,832.63 |
1,815.54 |
1,776.58 |
|
R2 |
1,802.45 |
1,802.45 |
1,773.81 |
|
R1 |
1,785.36 |
1,785.36 |
1,771.05 |
1,778.82 |
PP |
1,772.27 |
1,772.27 |
1,772.27 |
1,768.99 |
S1 |
1,755.18 |
1,755.18 |
1,765.51 |
1,748.64 |
S2 |
1,742.09 |
1,742.09 |
1,762.75 |
|
S3 |
1,711.91 |
1,725.00 |
1,759.98 |
|
S4 |
1,681.73 |
1,694.82 |
1,751.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.15 |
1,765.48 |
50.67 |
2.8% |
22.00 |
1.2% |
97% |
True |
False |
6,673 |
10 |
1,816.15 |
1,759.17 |
56.98 |
3.1% |
20.28 |
1.1% |
98% |
True |
False |
6,678 |
20 |
1,816.15 |
1,723.88 |
92.27 |
5.1% |
20.64 |
1.1% |
98% |
True |
False |
6,674 |
40 |
1,816.15 |
1,678.24 |
137.91 |
7.6% |
20.65 |
1.1% |
99% |
True |
False |
6,680 |
60 |
1,853.92 |
1,677.64 |
176.28 |
9.7% |
23.15 |
1.3% |
78% |
False |
False |
6,597 |
80 |
1,874.27 |
1,677.64 |
196.63 |
10.8% |
24.96 |
1.4% |
70% |
False |
False |
6,485 |
100 |
1,957.87 |
1,677.64 |
280.23 |
15.4% |
25.55 |
1.4% |
49% |
False |
False |
6,486 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.4% |
25.46 |
1.4% |
49% |
False |
False |
6,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.10 |
2.618 |
1,903.59 |
1.618 |
1,870.19 |
1.000 |
1,849.55 |
0.618 |
1,836.79 |
HIGH |
1,816.15 |
0.618 |
1,803.39 |
0.500 |
1,799.45 |
0.382 |
1,795.51 |
LOW |
1,782.75 |
0.618 |
1,762.11 |
1.000 |
1,749.35 |
1.618 |
1,728.71 |
2.618 |
1,695.31 |
4.250 |
1,640.80 |
|
|
Fisher Pivots for day following 06-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,809.66 |
1,807.81 |
PP |
1,804.55 |
1,800.86 |
S1 |
1,799.45 |
1,793.92 |
|