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 |
4,200.75 |
4,181.50 |
-19.25 |
-0.5% |
4,170.75 |
High |
4,201.50 |
4,202.50 |
1.00 |
0.0% |
4,211.00 |
Low |
4,167.25 |
4,181.00 |
13.75 |
0.3% |
4,163.75 |
Close |
4,174.50 |
4,185.75 |
11.25 |
0.3% |
4,174.50 |
Range |
34.25 |
21.50 |
-12.75 |
-37.2% |
47.25 |
ATR |
42.27 |
41.25 |
-1.02 |
-2.4% |
0.00 |
Volume |
1,898,434 |
1,256,240 |
-642,194 |
-33.8% |
6,940,131 |
|
Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,254.25 |
4,241.50 |
4,197.50 |
|
R3 |
4,232.75 |
4,220.00 |
4,191.75 |
|
R2 |
4,211.25 |
4,211.25 |
4,189.75 |
|
R1 |
4,198.50 |
4,198.50 |
4,187.75 |
4,205.00 |
PP |
4,189.75 |
4,189.75 |
4,189.75 |
4,193.00 |
S1 |
4,177.00 |
4,177.00 |
4,183.75 |
4,183.50 |
S2 |
4,168.25 |
4,168.25 |
4,181.75 |
|
S3 |
4,146.75 |
4,155.50 |
4,179.75 |
|
S4 |
4,125.25 |
4,134.00 |
4,174.00 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,324.75 |
4,297.00 |
4,200.50 |
|
R3 |
4,277.50 |
4,249.75 |
4,187.50 |
|
R2 |
4,230.25 |
4,230.25 |
4,183.25 |
|
R1 |
4,202.50 |
4,202.50 |
4,178.75 |
4,216.50 |
PP |
4,183.00 |
4,183.00 |
4,183.00 |
4,190.00 |
S1 |
4,155.25 |
4,155.25 |
4,170.25 |
4,169.00 |
S2 |
4,135.75 |
4,135.75 |
4,165.75 |
|
S3 |
4,088.50 |
4,108.00 |
4,161.50 |
|
S4 |
4,041.25 |
4,060.75 |
4,148.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,211.00 |
4,166.75 |
44.25 |
1.1% |
29.00 |
0.7% |
43% |
False |
False |
1,435,328 |
10 |
4,211.00 |
4,110.50 |
100.50 |
2.4% |
39.50 |
0.9% |
75% |
False |
False |
1,485,718 |
20 |
4,211.00 |
4,052.25 |
158.75 |
3.8% |
35.00 |
0.8% |
84% |
False |
False |
1,359,533 |
40 |
4,211.00 |
3,786.50 |
424.50 |
10.1% |
44.75 |
1.1% |
94% |
False |
False |
1,421,497 |
60 |
4,211.00 |
3,710.50 |
500.50 |
12.0% |
50.75 |
1.2% |
95% |
False |
False |
952,120 |
80 |
4,211.00 |
3,647.50 |
563.50 |
13.5% |
53.50 |
1.3% |
96% |
False |
False |
714,824 |
100 |
4,211.00 |
3,586.50 |
624.50 |
14.9% |
52.75 |
1.3% |
96% |
False |
False |
572,017 |
120 |
4,211.00 |
3,488.25 |
722.75 |
17.3% |
52.00 |
1.2% |
97% |
False |
False |
476,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,294.00 |
2.618 |
4,258.75 |
1.618 |
4,237.25 |
1.000 |
4,224.00 |
0.618 |
4,215.75 |
HIGH |
4,202.50 |
0.618 |
4,194.25 |
0.500 |
4,191.75 |
0.382 |
4,189.25 |
LOW |
4,181.00 |
0.618 |
4,167.75 |
1.000 |
4,159.50 |
1.618 |
4,146.25 |
2.618 |
4,124.75 |
4.250 |
4,089.50 |
|
|
Fisher Pivots for day following 03-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,191.75 |
4,189.00 |
PP |
4,189.75 |
4,188.00 |
S1 |
4,187.75 |
4,187.00 |
|