| 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 |
1,793.2 |
1,778.4 |
-14.8 |
-0.8% |
1,776.1 |
| High |
1,799.5 |
1,788.1 |
-11.4 |
-0.6% |
1,789.9 |
| Low |
1,769.2 |
1,769.3 |
0.1 |
0.0% |
1,754.6 |
| Close |
1,776.0 |
1,784.3 |
8.3 |
0.5% |
1,767.7 |
| Range |
30.3 |
18.8 |
-11.5 |
-38.0% |
35.3 |
| ATR |
23.9 |
23.5 |
-0.4 |
-1.5% |
0.0 |
| Volume |
246,585 |
178,811 |
-67,774 |
-27.5% |
888,693 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,837.0 |
1,829.4 |
1,794.6 |
|
| R3 |
1,818.2 |
1,810.6 |
1,789.5 |
|
| R2 |
1,799.4 |
1,799.4 |
1,787.7 |
|
| R1 |
1,791.8 |
1,791.8 |
1,786.0 |
1,795.6 |
| PP |
1,780.6 |
1,780.6 |
1,780.6 |
1,782.5 |
| S1 |
1,773.0 |
1,773.0 |
1,782.6 |
1,776.8 |
| S2 |
1,761.8 |
1,761.8 |
1,780.9 |
|
| S3 |
1,743.0 |
1,754.2 |
1,779.1 |
|
| S4 |
1,724.2 |
1,735.4 |
1,774.0 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,876.6 |
1,857.5 |
1,787.1 |
|
| R3 |
1,841.3 |
1,822.2 |
1,777.4 |
|
| R2 |
1,806.0 |
1,806.0 |
1,774.2 |
|
| R1 |
1,786.9 |
1,786.9 |
1,770.9 |
1,778.8 |
| PP |
1,770.7 |
1,770.7 |
1,770.7 |
1,766.7 |
| S1 |
1,751.6 |
1,751.6 |
1,764.5 |
1,743.5 |
| S2 |
1,735.4 |
1,735.4 |
1,761.2 |
|
| S3 |
1,700.1 |
1,716.3 |
1,758.0 |
|
| S4 |
1,664.8 |
1,681.0 |
1,748.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,799.5 |
1,754.6 |
44.9 |
2.5% |
25.5 |
1.4% |
66% |
False |
False |
205,750 |
| 10 |
1,799.5 |
1,754.6 |
44.9 |
2.5% |
22.3 |
1.3% |
66% |
False |
False |
185,823 |
| 20 |
1,799.5 |
1,723.2 |
76.3 |
4.3% |
23.2 |
1.3% |
80% |
False |
False |
175,789 |
| 40 |
1,799.5 |
1,677.3 |
122.2 |
6.8% |
23.0 |
1.3% |
88% |
False |
False |
132,407 |
| 60 |
1,858.9 |
1,676.2 |
182.7 |
10.2% |
25.8 |
1.4% |
59% |
False |
False |
93,440 |
| 80 |
1,881.0 |
1,676.2 |
204.8 |
11.5% |
26.6 |
1.5% |
53% |
False |
False |
71,820 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
16.4% |
27.0 |
1.5% |
37% |
False |
False |
58,088 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
16.4% |
27.2 |
1.5% |
37% |
False |
False |
48,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,868.0 |
|
2.618 |
1,837.3 |
|
1.618 |
1,818.5 |
|
1.000 |
1,806.9 |
|
0.618 |
1,799.7 |
|
HIGH |
1,788.1 |
|
0.618 |
1,780.9 |
|
0.500 |
1,778.7 |
|
0.382 |
1,776.5 |
|
LOW |
1,769.3 |
|
0.618 |
1,757.7 |
|
1.000 |
1,750.5 |
|
1.618 |
1,738.9 |
|
2.618 |
1,720.1 |
|
4.250 |
1,689.4 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,782.4 |
1,783.7 |
| PP |
1,780.6 |
1,783.1 |
| S1 |
1,778.7 |
1,782.6 |
|