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 |
4,181.50 |
4,184.25 |
2.75 |
0.1% |
4,170.75 |
High |
4,202.50 |
4,185.50 |
-17.00 |
-0.4% |
4,211.00 |
Low |
4,181.00 |
4,120.50 |
-60.50 |
-1.4% |
4,163.75 |
Close |
4,185.75 |
4,158.25 |
-27.50 |
-0.7% |
4,174.50 |
Range |
21.50 |
65.00 |
43.50 |
202.3% |
47.25 |
ATR |
41.25 |
42.97 |
1.71 |
4.2% |
0.00 |
Volume |
1,256,240 |
2,003,587 |
747,347 |
59.5% |
6,940,131 |
|
Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,349.75 |
4,319.00 |
4,194.00 |
|
R3 |
4,284.75 |
4,254.00 |
4,176.00 |
|
R2 |
4,219.75 |
4,219.75 |
4,170.25 |
|
R1 |
4,189.00 |
4,189.00 |
4,164.25 |
4,172.00 |
PP |
4,154.75 |
4,154.75 |
4,154.75 |
4,146.25 |
S1 |
4,124.00 |
4,124.00 |
4,152.25 |
4,107.00 |
S2 |
4,089.75 |
4,089.75 |
4,146.25 |
|
S3 |
4,024.75 |
4,059.00 |
4,140.50 |
|
S4 |
3,959.75 |
3,994.00 |
4,122.50 |
|
|
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 |
4,120.50 |
90.50 |
2.2% |
37.00 |
0.9% |
42% |
False |
True |
1,637,639 |
10 |
4,211.00 |
4,113.00 |
98.00 |
2.4% |
40.25 |
1.0% |
46% |
False |
False |
1,515,988 |
20 |
4,211.00 |
4,056.50 |
154.50 |
3.7% |
37.25 |
0.9% |
66% |
False |
False |
1,397,104 |
40 |
4,211.00 |
3,816.50 |
394.50 |
9.5% |
44.25 |
1.1% |
87% |
False |
False |
1,470,420 |
60 |
4,211.00 |
3,710.50 |
500.50 |
12.0% |
51.25 |
1.2% |
89% |
False |
False |
985,340 |
80 |
4,211.00 |
3,647.50 |
563.50 |
13.6% |
53.50 |
1.3% |
91% |
False |
False |
739,824 |
100 |
4,211.00 |
3,586.50 |
624.50 |
15.0% |
53.00 |
1.3% |
92% |
False |
False |
592,052 |
120 |
4,211.00 |
3,488.25 |
722.75 |
17.4% |
51.25 |
1.2% |
93% |
False |
False |
493,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,461.75 |
2.618 |
4,355.75 |
1.618 |
4,290.75 |
1.000 |
4,250.50 |
0.618 |
4,225.75 |
HIGH |
4,185.50 |
0.618 |
4,160.75 |
0.500 |
4,153.00 |
0.382 |
4,145.25 |
LOW |
4,120.50 |
0.618 |
4,080.25 |
1.000 |
4,055.50 |
1.618 |
4,015.25 |
2.618 |
3,950.25 |
4.250 |
3,844.25 |
|
|
Fisher Pivots for day following 04-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,156.50 |
4,161.50 |
PP |
4,154.75 |
4,160.50 |
S1 |
4,153.00 |
4,159.25 |
|