| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
14,924.0 |
15,170.0 |
246.0 |
1.6% |
15,288.0 |
| High |
15,197.0 |
15,285.0 |
88.0 |
0.6% |
15,369.0 |
| Low |
14,924.0 |
15,094.0 |
170.0 |
1.1% |
15,094.0 |
| Close |
15,167.0 |
15,172.0 |
5.0 |
0.0% |
15,168.0 |
| Range |
273.0 |
191.0 |
-82.0 |
-30.0% |
275.0 |
| ATR |
196.3 |
196.0 |
-0.4 |
-0.2% |
0.0 |
| Volume |
64,552 |
71,378 |
6,826 |
10.6% |
245,894 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,756.7 |
15,655.3 |
15,277.1 |
|
| R3 |
15,565.7 |
15,464.3 |
15,224.5 |
|
| R2 |
15,374.7 |
15,374.7 |
15,207.0 |
|
| R1 |
15,273.3 |
15,273.3 |
15,189.5 |
15,324.0 |
| PP |
15,183.7 |
15,183.7 |
15,183.7 |
15,209.0 |
| S1 |
15,082.3 |
15,082.3 |
15,154.5 |
15,133.0 |
| S2 |
14,992.7 |
14,992.7 |
15,137.0 |
|
| S3 |
14,801.7 |
14,891.3 |
15,119.5 |
|
| S4 |
14,610.7 |
14,700.3 |
15,067.0 |
|
|
| 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 |
15,285.0 |
14,833.0 |
452.0 |
3.0% |
243.2 |
1.6% |
75% |
True |
False |
69,095 |
| 10 |
15,369.0 |
14,833.0 |
536.0 |
3.5% |
197.5 |
1.3% |
63% |
False |
False |
57,708 |
| 20 |
15,529.0 |
14,833.0 |
696.0 |
4.6% |
177.5 |
1.2% |
49% |
False |
False |
53,404 |
| 40 |
15,529.0 |
14,405.0 |
1,124.0 |
7.4% |
164.7 |
1.1% |
68% |
False |
False |
48,421 |
| 60 |
15,529.0 |
13,682.0 |
1,847.0 |
12.2% |
164.4 |
1.1% |
81% |
False |
False |
32,337 |
| 80 |
15,529.0 |
13,333.0 |
2,196.0 |
14.5% |
161.1 |
1.1% |
84% |
False |
False |
24,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,096.8 |
|
2.618 |
15,785.0 |
|
1.618 |
15,594.0 |
|
1.000 |
15,476.0 |
|
0.618 |
15,403.0 |
|
HIGH |
15,285.0 |
|
0.618 |
15,212.0 |
|
0.500 |
15,189.5 |
|
0.382 |
15,167.0 |
|
LOW |
15,094.0 |
|
0.618 |
14,976.0 |
|
1.000 |
14,903.0 |
|
1.618 |
14,785.0 |
|
2.618 |
14,594.0 |
|
4.250 |
14,282.3 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
15,189.5 |
15,134.3 |
| PP |
15,183.7 |
15,096.7 |
| S1 |
15,177.8 |
15,059.0 |
|