| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3,949.0 |
3,968.0 |
19.0 |
0.5% |
3,962.0 |
| High |
3,976.0 |
3,985.0 |
9.0 |
0.2% |
3,993.0 |
| Low |
3,928.0 |
3,882.0 |
-46.0 |
-1.2% |
3,922.0 |
| Close |
3,961.0 |
3,885.0 |
-76.0 |
-1.9% |
3,940.0 |
| Range |
48.0 |
103.0 |
55.0 |
114.6% |
71.0 |
| ATR |
41.9 |
46.2 |
4.4 |
10.4% |
0.0 |
| Volume |
554,026 |
1,112,732 |
558,706 |
100.8% |
3,532,435 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,226.3 |
4,158.7 |
3,941.7 |
|
| R3 |
4,123.3 |
4,055.7 |
3,913.3 |
|
| R2 |
4,020.3 |
4,020.3 |
3,903.9 |
|
| R1 |
3,952.7 |
3,952.7 |
3,894.4 |
3,935.0 |
| PP |
3,917.3 |
3,917.3 |
3,917.3 |
3,908.5 |
| S1 |
3,849.7 |
3,849.7 |
3,875.6 |
3,832.0 |
| S2 |
3,814.3 |
3,814.3 |
3,866.1 |
|
| S3 |
3,711.3 |
3,746.7 |
3,856.7 |
|
| S4 |
3,608.3 |
3,643.7 |
3,828.4 |
|
|
| 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 |
3,882.0 |
111.0 |
2.9% |
54.4 |
1.4% |
3% |
False |
True |
807,961 |
| 10 |
3,993.0 |
3,882.0 |
111.0 |
2.9% |
45.3 |
1.2% |
3% |
False |
True |
741,231 |
| 20 |
4,000.0 |
3,882.0 |
118.0 |
3.0% |
40.3 |
1.0% |
3% |
False |
True |
686,308 |
| 40 |
4,000.0 |
3,619.0 |
381.0 |
9.8% |
41.8 |
1.1% |
70% |
False |
False |
701,515 |
| 60 |
4,000.0 |
3,559.0 |
441.0 |
11.4% |
42.9 |
1.1% |
74% |
False |
False |
472,513 |
| 80 |
4,000.0 |
3,360.0 |
640.0 |
16.5% |
44.7 |
1.1% |
82% |
False |
False |
355,278 |
| 100 |
4,000.0 |
3,335.0 |
665.0 |
17.1% |
42.2 |
1.1% |
83% |
False |
False |
284,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,422.8 |
|
2.618 |
4,254.7 |
|
1.618 |
4,151.7 |
|
1.000 |
4,088.0 |
|
0.618 |
4,048.7 |
|
HIGH |
3,985.0 |
|
0.618 |
3,945.7 |
|
0.500 |
3,933.5 |
|
0.382 |
3,921.3 |
|
LOW |
3,882.0 |
|
0.618 |
3,818.3 |
|
1.000 |
3,779.0 |
|
1.618 |
3,715.3 |
|
2.618 |
3,612.3 |
|
4.250 |
3,444.3 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,933.5 |
3,933.5 |
| PP |
3,917.3 |
3,917.3 |
| S1 |
3,901.2 |
3,901.2 |
|