| 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 |
1,787.0 |
1,815.4 |
28.4 |
1.6% |
1,768.1 |
| High |
1,818.6 |
1,844.6 |
26.0 |
1.4% |
1,844.6 |
| Low |
1,781.8 |
1,813.4 |
31.6 |
1.8% |
1,765.6 |
| Close |
1,815.7 |
1,831.3 |
15.6 |
0.9% |
1,831.3 |
| Range |
36.8 |
31.2 |
-5.6 |
-15.2% |
79.0 |
| ATR |
24.5 |
24.9 |
0.5 |
2.0% |
0.0 |
| Volume |
287,629 |
367,695 |
80,066 |
27.8% |
1,285,263 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.4 |
1,908.5 |
1,848.5 |
|
| R3 |
1,892.2 |
1,877.3 |
1,839.9 |
|
| R2 |
1,861.0 |
1,861.0 |
1,837.0 |
|
| R1 |
1,846.1 |
1,846.1 |
1,834.2 |
1,853.6 |
| PP |
1,829.8 |
1,829.8 |
1,829.8 |
1,833.5 |
| S1 |
1,814.9 |
1,814.9 |
1,828.4 |
1,822.4 |
| S2 |
1,798.6 |
1,798.6 |
1,825.6 |
|
| S3 |
1,767.4 |
1,783.7 |
1,822.7 |
|
| S4 |
1,736.2 |
1,752.5 |
1,814.1 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.8 |
2,020.1 |
1,874.8 |
|
| R3 |
1,971.8 |
1,941.1 |
1,853.0 |
|
| R2 |
1,892.8 |
1,892.8 |
1,845.8 |
|
| R1 |
1,862.1 |
1,862.1 |
1,838.5 |
1,877.5 |
| PP |
1,813.8 |
1,813.8 |
1,813.8 |
1,821.5 |
| S1 |
1,783.1 |
1,783.1 |
1,824.1 |
1,798.5 |
| S2 |
1,734.8 |
1,734.8 |
1,816.8 |
|
| S3 |
1,655.8 |
1,704.1 |
1,809.6 |
|
| S4 |
1,576.8 |
1,625.1 |
1,787.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,844.6 |
1,765.6 |
79.0 |
4.3% |
30.1 |
1.6% |
83% |
True |
False |
257,052 |
| 10 |
1,844.6 |
1,754.6 |
90.0 |
4.9% |
24.4 |
1.3% |
85% |
True |
False |
217,395 |
| 20 |
1,844.6 |
1,723.2 |
121.4 |
6.6% |
23.9 |
1.3% |
89% |
True |
False |
192,757 |
| 40 |
1,844.6 |
1,677.3 |
167.3 |
9.1% |
23.7 |
1.3% |
92% |
True |
False |
146,064 |
| 60 |
1,850.8 |
1,676.2 |
174.6 |
9.5% |
26.3 |
1.4% |
89% |
False |
False |
104,210 |
| 80 |
1,881.0 |
1,676.2 |
204.8 |
11.2% |
26.7 |
1.5% |
76% |
False |
False |
79,795 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
16.0% |
27.2 |
1.5% |
53% |
False |
False |
64,573 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
16.0% |
27.3 |
1.5% |
53% |
False |
False |
54,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,977.2 |
|
2.618 |
1,926.3 |
|
1.618 |
1,895.1 |
|
1.000 |
1,875.8 |
|
0.618 |
1,863.9 |
|
HIGH |
1,844.6 |
|
0.618 |
1,832.7 |
|
0.500 |
1,829.0 |
|
0.382 |
1,825.3 |
|
LOW |
1,813.4 |
|
0.618 |
1,794.1 |
|
1.000 |
1,782.2 |
|
1.618 |
1,762.9 |
|
2.618 |
1,731.7 |
|
4.250 |
1,680.8 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,830.5 |
1,823.2 |
| PP |
1,829.8 |
1,815.1 |
| S1 |
1,829.0 |
1,807.0 |
|