| 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 |
15,188.0 |
15,250.0 |
62.0 |
0.4% |
15,288.0 |
| High |
15,280.0 |
15,272.0 |
-8.0 |
-0.1% |
15,369.0 |
| Low |
15,116.0 |
14,833.0 |
-283.0 |
-1.9% |
15,094.0 |
| Close |
15,236.0 |
14,855.0 |
-381.0 |
-2.5% |
15,168.0 |
| Range |
164.0 |
439.0 |
275.0 |
167.7% |
275.0 |
| ATR |
165.6 |
185.1 |
19.5 |
11.8% |
0.0 |
| Volume |
51,206 |
96,839 |
45,633 |
89.1% |
245,894 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,303.7 |
16,018.3 |
15,096.5 |
|
| R3 |
15,864.7 |
15,579.3 |
14,975.7 |
|
| R2 |
15,425.7 |
15,425.7 |
14,935.5 |
|
| R1 |
15,140.3 |
15,140.3 |
14,895.2 |
15,063.5 |
| PP |
14,986.7 |
14,986.7 |
14,986.7 |
14,948.3 |
| S1 |
14,701.3 |
14,701.3 |
14,814.8 |
14,624.5 |
| S2 |
14,547.7 |
14,547.7 |
14,774.5 |
|
| S3 |
14,108.7 |
14,262.3 |
14,734.3 |
|
| S4 |
13,669.7 |
13,823.3 |
14,613.6 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,035.3 |
15,876.7 |
15,319.3 |
|
| R3 |
15,760.3 |
15,601.7 |
15,243.6 |
|
| R2 |
15,485.3 |
15,485.3 |
15,218.4 |
|
| R1 |
15,326.7 |
15,326.7 |
15,193.2 |
15,268.5 |
| PP |
15,210.3 |
15,210.3 |
15,210.3 |
15,181.3 |
| S1 |
15,051.7 |
15,051.7 |
15,142.8 |
14,993.5 |
| S2 |
14,935.3 |
14,935.3 |
15,117.6 |
|
| S3 |
14,660.3 |
14,776.7 |
15,092.4 |
|
| S4 |
14,385.3 |
14,501.7 |
15,016.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,369.0 |
14,833.0 |
536.0 |
3.6% |
225.2 |
1.5% |
4% |
False |
True |
62,970 |
| 10 |
15,369.0 |
14,833.0 |
536.0 |
3.6% |
183.2 |
1.2% |
4% |
False |
True |
54,773 |
| 20 |
15,529.0 |
14,833.0 |
696.0 |
4.7% |
164.2 |
1.1% |
3% |
False |
True |
50,677 |
| 40 |
15,529.0 |
13,969.0 |
1,560.0 |
10.5% |
168.1 |
1.1% |
57% |
False |
False |
45,059 |
| 60 |
15,529.0 |
13,682.0 |
1,847.0 |
12.4% |
159.1 |
1.1% |
64% |
False |
False |
30,072 |
| 80 |
15,529.0 |
13,333.0 |
2,196.0 |
14.8% |
158.7 |
1.1% |
69% |
False |
False |
22,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,137.8 |
|
2.618 |
16,421.3 |
|
1.618 |
15,982.3 |
|
1.000 |
15,711.0 |
|
0.618 |
15,543.3 |
|
HIGH |
15,272.0 |
|
0.618 |
15,104.3 |
|
0.500 |
15,052.5 |
|
0.382 |
15,000.7 |
|
LOW |
14,833.0 |
|
0.618 |
14,561.7 |
|
1.000 |
14,394.0 |
|
1.618 |
14,122.7 |
|
2.618 |
13,683.7 |
|
4.250 |
12,967.3 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,052.5 |
15,056.5 |
| PP |
14,986.7 |
14,989.3 |
| S1 |
14,920.8 |
14,922.2 |
|