Trading Metrics calculated at close of trading on 03-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,964.0 |
3,949.0 |
-15.0 |
-0.4% |
3,962.0 |
High |
3,969.0 |
3,976.0 |
7.0 |
0.2% |
3,993.0 |
Low |
3,922.0 |
3,928.0 |
6.0 |
0.2% |
3,922.0 |
Close |
3,940.0 |
3,961.0 |
21.0 |
0.5% |
3,940.0 |
Range |
47.0 |
48.0 |
1.0 |
2.1% |
71.0 |
ATR |
41.4 |
41.9 |
0.5 |
1.1% |
0.0 |
Volume |
992,942 |
554,026 |
-438,916 |
-44.2% |
3,532,435 |
|
Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,099.0 |
4,078.0 |
3,987.4 |
|
R3 |
4,051.0 |
4,030.0 |
3,974.2 |
|
R2 |
4,003.0 |
4,003.0 |
3,969.8 |
|
R1 |
3,982.0 |
3,982.0 |
3,965.4 |
3,992.5 |
PP |
3,955.0 |
3,955.0 |
3,955.0 |
3,960.3 |
S1 |
3,934.0 |
3,934.0 |
3,956.6 |
3,944.5 |
S2 |
3,907.0 |
3,907.0 |
3,952.2 |
|
S3 |
3,859.0 |
3,886.0 |
3,947.8 |
|
S4 |
3,811.0 |
3,838.0 |
3,934.6 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,164.7 |
4,123.3 |
3,979.1 |
|
R3 |
4,093.7 |
4,052.3 |
3,959.5 |
|
R2 |
4,022.7 |
4,022.7 |
3,953.0 |
|
R1 |
3,981.3 |
3,981.3 |
3,946.5 |
3,966.5 |
PP |
3,951.7 |
3,951.7 |
3,951.7 |
3,944.3 |
S1 |
3,910.3 |
3,910.3 |
3,933.5 |
3,895.5 |
S2 |
3,880.7 |
3,880.7 |
3,927.0 |
|
S3 |
3,809.7 |
3,839.3 |
3,920.5 |
|
S4 |
3,738.7 |
3,768.3 |
3,901.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,993.0 |
3,922.0 |
71.0 |
1.8% |
38.8 |
1.0% |
55% |
False |
False |
713,129 |
10 |
3,993.0 |
3,889.0 |
104.0 |
2.6% |
43.8 |
1.1% |
69% |
False |
False |
688,699 |
20 |
4,000.0 |
3,889.0 |
111.0 |
2.8% |
37.1 |
0.9% |
65% |
False |
False |
669,569 |
40 |
4,000.0 |
3,587.0 |
413.0 |
10.4% |
40.9 |
1.0% |
91% |
False |
False |
673,871 |
60 |
4,000.0 |
3,559.0 |
441.0 |
11.1% |
41.6 |
1.0% |
91% |
False |
False |
454,103 |
80 |
4,000.0 |
3,360.0 |
640.0 |
16.2% |
43.7 |
1.1% |
94% |
False |
False |
341,369 |
100 |
4,000.0 |
3,335.0 |
665.0 |
16.8% |
41.1 |
1.0% |
94% |
False |
False |
273,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,180.0 |
2.618 |
4,101.7 |
1.618 |
4,053.7 |
1.000 |
4,024.0 |
0.618 |
4,005.7 |
HIGH |
3,976.0 |
0.618 |
3,957.7 |
0.500 |
3,952.0 |
0.382 |
3,946.3 |
LOW |
3,928.0 |
0.618 |
3,898.3 |
1.000 |
3,880.0 |
1.618 |
3,850.3 |
2.618 |
3,802.3 |
4.250 |
3,724.0 |
|
|
Fisher Pivots for day following 03-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,958.0 |
3,959.8 |
PP |
3,955.0 |
3,958.7 |
S1 |
3,952.0 |
3,957.5 |
|