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 |
1,778.4 |
1,787.0 |
8.6 |
0.5% |
1,776.1 |
High |
1,788.1 |
1,818.6 |
30.5 |
1.7% |
1,789.9 |
Low |
1,769.3 |
1,781.8 |
12.5 |
0.7% |
1,754.6 |
Close |
1,784.3 |
1,815.7 |
31.4 |
1.8% |
1,767.7 |
Range |
18.8 |
36.8 |
18.0 |
95.7% |
35.3 |
ATR |
23.5 |
24.5 |
0.9 |
4.0% |
0.0 |
Volume |
178,811 |
287,629 |
108,818 |
60.9% |
888,693 |
|
Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.8 |
1,902.5 |
1,835.9 |
|
R3 |
1,879.0 |
1,865.7 |
1,825.8 |
|
R2 |
1,842.2 |
1,842.2 |
1,822.4 |
|
R1 |
1,828.9 |
1,828.9 |
1,819.1 |
1,835.6 |
PP |
1,805.4 |
1,805.4 |
1,805.4 |
1,808.7 |
S1 |
1,792.1 |
1,792.1 |
1,812.3 |
1,798.8 |
S2 |
1,768.6 |
1,768.6 |
1,809.0 |
|
S3 |
1,731.8 |
1,755.3 |
1,805.6 |
|
S4 |
1,695.0 |
1,718.5 |
1,795.5 |
|
|
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 |
1,818.6 |
1,763.3 |
55.3 |
3.0% |
25.8 |
1.4% |
95% |
True |
False |
216,972 |
10 |
1,818.6 |
1,754.6 |
64.0 |
3.5% |
23.9 |
1.3% |
95% |
True |
False |
198,210 |
20 |
1,818.6 |
1,723.2 |
95.4 |
5.3% |
23.7 |
1.3% |
97% |
True |
False |
182,942 |
40 |
1,818.6 |
1,677.3 |
141.3 |
7.8% |
23.5 |
1.3% |
98% |
True |
False |
138,133 |
60 |
1,858.9 |
1,676.2 |
182.7 |
10.1% |
26.1 |
1.4% |
76% |
False |
False |
98,177 |
80 |
1,881.0 |
1,676.2 |
204.8 |
11.3% |
26.6 |
1.5% |
68% |
False |
False |
75,300 |
100 |
1,969.3 |
1,676.2 |
293.1 |
16.1% |
27.1 |
1.5% |
48% |
False |
False |
60,928 |
120 |
1,969.3 |
1,676.2 |
293.1 |
16.1% |
27.2 |
1.5% |
48% |
False |
False |
51,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.0 |
2.618 |
1,914.9 |
1.618 |
1,878.1 |
1.000 |
1,855.4 |
0.618 |
1,841.3 |
HIGH |
1,818.6 |
0.618 |
1,804.5 |
0.500 |
1,800.2 |
0.382 |
1,795.9 |
LOW |
1,781.8 |
0.618 |
1,759.1 |
1.000 |
1,745.0 |
1.618 |
1,722.3 |
2.618 |
1,685.5 |
4.250 |
1,625.4 |
|
|
Fisher Pivots for day following 06-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,810.5 |
1,808.4 |
PP |
1,805.4 |
1,801.2 |
S1 |
1,800.2 |
1,793.9 |
|