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 |
4,158.25 |
4,158.75 |
0.50 |
0.0% |
4,170.75 |
High |
4,180.00 |
4,197.25 |
17.25 |
0.4% |
4,211.00 |
Low |
4,153.00 |
4,140.50 |
-12.50 |
-0.3% |
4,163.75 |
Close |
4,160.00 |
4,194.25 |
34.25 |
0.8% |
4,174.50 |
Range |
27.00 |
56.75 |
29.75 |
110.2% |
47.25 |
ATR |
41.83 |
42.89 |
1.07 |
2.5% |
0.00 |
Volume |
1,418,246 |
1,751,616 |
333,370 |
23.5% |
6,940,131 |
|
Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,347.50 |
4,327.75 |
4,225.50 |
|
R3 |
4,290.75 |
4,271.00 |
4,209.75 |
|
R2 |
4,234.00 |
4,234.00 |
4,204.75 |
|
R1 |
4,214.25 |
4,214.25 |
4,199.50 |
4,224.00 |
PP |
4,177.25 |
4,177.25 |
4,177.25 |
4,182.25 |
S1 |
4,157.50 |
4,157.50 |
4,189.00 |
4,167.50 |
S2 |
4,120.50 |
4,120.50 |
4,183.75 |
|
S3 |
4,063.75 |
4,100.75 |
4,178.75 |
|
S4 |
4,007.00 |
4,044.00 |
4,163.00 |
|
|
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 |
4,202.50 |
4,120.50 |
82.00 |
2.0% |
41.00 |
1.0% |
90% |
False |
False |
1,665,624 |
10 |
4,211.00 |
4,120.50 |
90.50 |
2.2% |
37.50 |
0.9% |
81% |
False |
False |
1,487,933 |
20 |
4,211.00 |
4,081.00 |
130.00 |
3.1% |
39.00 |
0.9% |
87% |
False |
False |
1,451,101 |
40 |
4,211.00 |
3,843.25 |
367.75 |
8.8% |
43.00 |
1.0% |
95% |
False |
False |
1,544,714 |
60 |
4,211.00 |
3,710.50 |
500.50 |
11.9% |
52.00 |
1.2% |
97% |
False |
False |
1,038,097 |
80 |
4,211.00 |
3,647.50 |
563.50 |
13.4% |
53.50 |
1.3% |
97% |
False |
False |
779,392 |
100 |
4,211.00 |
3,586.50 |
624.50 |
14.9% |
53.00 |
1.3% |
97% |
False |
False |
623,741 |
120 |
4,211.00 |
3,494.50 |
716.50 |
17.1% |
51.25 |
1.2% |
98% |
False |
False |
519,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,438.50 |
2.618 |
4,345.75 |
1.618 |
4,289.00 |
1.000 |
4,254.00 |
0.618 |
4,232.25 |
HIGH |
4,197.25 |
0.618 |
4,175.50 |
0.500 |
4,169.00 |
0.382 |
4,162.25 |
LOW |
4,140.50 |
0.618 |
4,105.50 |
1.000 |
4,083.75 |
1.618 |
4,048.75 |
2.618 |
3,992.00 |
4.250 |
3,899.25 |
|
|
Fisher Pivots for day following 06-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,185.75 |
4,182.50 |
PP |
4,177.25 |
4,170.75 |
S1 |
4,169.00 |
4,159.00 |
|