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 |
3,972.0 |
3,987.0 |
15.0 |
0.4% |
3,949.0 |
High |
3,999.0 |
4,021.0 |
22.0 |
0.6% |
4,021.0 |
Low |
3,949.0 |
3,984.0 |
35.0 |
0.9% |
3,882.0 |
Close |
3,969.0 |
4,010.0 |
41.0 |
1.0% |
4,010.0 |
Range |
50.0 |
37.0 |
-13.0 |
-26.0% |
139.0 |
ATR |
49.6 |
49.8 |
0.2 |
0.3% |
0.0 |
Volume |
809,977 |
818,249 |
8,272 |
1.0% |
4,117,223 |
|
Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,116.0 |
4,100.0 |
4,030.4 |
|
R3 |
4,079.0 |
4,063.0 |
4,020.2 |
|
R2 |
4,042.0 |
4,042.0 |
4,016.8 |
|
R1 |
4,026.0 |
4,026.0 |
4,013.4 |
4,034.0 |
PP |
4,005.0 |
4,005.0 |
4,005.0 |
4,009.0 |
S1 |
3,989.0 |
3,989.0 |
4,006.6 |
3,997.0 |
S2 |
3,968.0 |
3,968.0 |
4,003.2 |
|
S3 |
3,931.0 |
3,952.0 |
3,999.8 |
|
S4 |
3,894.0 |
3,915.0 |
3,989.7 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,388.0 |
4,338.0 |
4,086.5 |
|
R3 |
4,249.0 |
4,199.0 |
4,048.2 |
|
R2 |
4,110.0 |
4,110.0 |
4,035.5 |
|
R1 |
4,060.0 |
4,060.0 |
4,022.7 |
4,085.0 |
PP |
3,971.0 |
3,971.0 |
3,971.0 |
3,983.5 |
S1 |
3,921.0 |
3,921.0 |
3,997.3 |
3,946.0 |
S2 |
3,832.0 |
3,832.0 |
3,984.5 |
|
S3 |
3,693.0 |
3,782.0 |
3,971.8 |
|
S4 |
3,554.0 |
3,643.0 |
3,933.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,021.0 |
3,882.0 |
139.0 |
3.5% |
61.8 |
1.5% |
92% |
True |
False |
823,444 |
10 |
4,021.0 |
3,882.0 |
139.0 |
3.5% |
47.8 |
1.2% |
92% |
True |
False |
764,965 |
20 |
4,021.0 |
3,882.0 |
139.0 |
3.5% |
45.1 |
1.1% |
92% |
True |
False |
717,085 |
40 |
4,021.0 |
3,727.0 |
294.0 |
7.3% |
41.0 |
1.0% |
96% |
True |
False |
756,747 |
60 |
4,021.0 |
3,559.0 |
462.0 |
11.5% |
44.2 |
1.1% |
98% |
True |
False |
512,260 |
80 |
4,021.0 |
3,360.0 |
661.0 |
16.5% |
45.6 |
1.1% |
98% |
True |
False |
385,906 |
100 |
4,021.0 |
3,335.0 |
686.0 |
17.1% |
43.7 |
1.1% |
98% |
True |
False |
308,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,178.3 |
2.618 |
4,117.9 |
1.618 |
4,080.9 |
1.000 |
4,058.0 |
0.618 |
4,043.9 |
HIGH |
4,021.0 |
0.618 |
4,006.9 |
0.500 |
4,002.5 |
0.382 |
3,998.1 |
LOW |
3,984.0 |
0.618 |
3,961.1 |
1.000 |
3,947.0 |
1.618 |
3,924.1 |
2.618 |
3,887.1 |
4.250 |
3,826.8 |
|
|
Fisher Pivots for day following 07-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,007.5 |
3,994.7 |
PP |
4,005.0 |
3,979.3 |
S1 |
4,002.5 |
3,964.0 |
|