Trading Metrics calculated at close of trading on 05-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,184.25 |
4,158.25 |
-26.00 |
-0.6% |
4,170.75 |
High |
4,185.50 |
4,180.00 |
-5.50 |
-0.1% |
4,211.00 |
Low |
4,120.50 |
4,153.00 |
32.50 |
0.8% |
4,163.75 |
Close |
4,158.25 |
4,160.00 |
1.75 |
0.0% |
4,174.50 |
Range |
65.00 |
27.00 |
-38.00 |
-58.5% |
47.25 |
ATR |
42.97 |
41.83 |
-1.14 |
-2.7% |
0.00 |
Volume |
2,003,587 |
1,418,246 |
-585,341 |
-29.2% |
6,940,131 |
|
Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,245.25 |
4,229.75 |
4,174.75 |
|
R3 |
4,218.25 |
4,202.75 |
4,167.50 |
|
R2 |
4,191.25 |
4,191.25 |
4,165.00 |
|
R1 |
4,175.75 |
4,175.75 |
4,162.50 |
4,183.50 |
PP |
4,164.25 |
4,164.25 |
4,164.25 |
4,168.25 |
S1 |
4,148.75 |
4,148.75 |
4,157.50 |
4,156.50 |
S2 |
4,137.25 |
4,137.25 |
4,155.00 |
|
S3 |
4,110.25 |
4,121.75 |
4,152.50 |
|
S4 |
4,083.25 |
4,094.75 |
4,145.25 |
|
|
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% |
38.25 |
0.9% |
44% |
False |
False |
1,664,694 |
10 |
4,211.00 |
4,115.25 |
95.75 |
2.3% |
37.50 |
0.9% |
47% |
False |
False |
1,507,266 |
20 |
4,211.00 |
4,072.50 |
138.50 |
3.3% |
37.50 |
0.9% |
63% |
False |
False |
1,412,938 |
40 |
4,211.00 |
3,843.25 |
367.75 |
8.8% |
43.25 |
1.0% |
86% |
False |
False |
1,504,305 |
60 |
4,211.00 |
3,710.50 |
500.50 |
12.0% |
51.50 |
1.2% |
90% |
False |
False |
1,008,934 |
80 |
4,211.00 |
3,647.50 |
563.50 |
13.5% |
53.25 |
1.3% |
91% |
False |
False |
757,538 |
100 |
4,211.00 |
3,586.50 |
624.50 |
15.0% |
52.75 |
1.3% |
92% |
False |
False |
606,229 |
120 |
4,211.00 |
3,494.50 |
716.50 |
17.2% |
51.00 |
1.2% |
93% |
False |
False |
505,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,294.75 |
2.618 |
4,250.75 |
1.618 |
4,223.75 |
1.000 |
4,207.00 |
0.618 |
4,196.75 |
HIGH |
4,180.00 |
0.618 |
4,169.75 |
0.500 |
4,166.50 |
0.382 |
4,163.25 |
LOW |
4,153.00 |
0.618 |
4,136.25 |
1.000 |
4,126.00 |
1.618 |
4,109.25 |
2.618 |
4,082.25 |
4.250 |
4,038.25 |
|
|
Fisher Pivots for day following 05-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,166.50 |
4,161.50 |
PP |
4,164.25 |
4,161.00 |
S1 |
4,162.25 |
4,160.50 |
|