Trading Metrics calculated at close of trading on 07-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2021 |
07-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,158.75 |
4,197.50 |
38.75 |
0.9% |
4,181.50 |
High |
4,197.25 |
4,232.25 |
35.00 |
0.8% |
4,232.25 |
Low |
4,140.50 |
4,191.75 |
51.25 |
1.2% |
4,120.50 |
Close |
4,194.25 |
4,225.25 |
31.00 |
0.7% |
4,225.25 |
Range |
56.75 |
40.50 |
-16.25 |
-28.6% |
111.75 |
ATR |
42.89 |
42.72 |
-0.17 |
-0.4% |
0.00 |
Volume |
1,751,616 |
1,652,592 |
-99,024 |
-5.7% |
8,082,281 |
|
Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,338.00 |
4,322.00 |
4,247.50 |
|
R3 |
4,297.50 |
4,281.50 |
4,236.50 |
|
R2 |
4,257.00 |
4,257.00 |
4,232.75 |
|
R1 |
4,241.00 |
4,241.00 |
4,229.00 |
4,249.00 |
PP |
4,216.50 |
4,216.50 |
4,216.50 |
4,220.50 |
S1 |
4,200.50 |
4,200.50 |
4,221.50 |
4,208.50 |
S2 |
4,176.00 |
4,176.00 |
4,217.75 |
|
S3 |
4,135.50 |
4,160.00 |
4,214.00 |
|
S4 |
4,095.00 |
4,119.50 |
4,203.00 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.00 |
4,488.25 |
4,286.75 |
|
R3 |
4,416.25 |
4,376.50 |
4,256.00 |
|
R2 |
4,304.50 |
4,304.50 |
4,245.75 |
|
R1 |
4,264.75 |
4,264.75 |
4,235.50 |
4,284.50 |
PP |
4,192.75 |
4,192.75 |
4,192.75 |
4,202.50 |
S1 |
4,153.00 |
4,153.00 |
4,215.00 |
4,173.00 |
S2 |
4,081.00 |
4,081.00 |
4,204.75 |
|
S3 |
3,969.25 |
4,041.25 |
4,194.50 |
|
S4 |
3,857.50 |
3,929.50 |
4,163.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,232.25 |
4,120.50 |
111.75 |
2.6% |
42.25 |
1.0% |
94% |
True |
False |
1,616,456 |
10 |
4,232.25 |
4,120.50 |
111.75 |
2.6% |
35.75 |
0.8% |
94% |
True |
False |
1,502,241 |
20 |
4,232.25 |
4,101.25 |
131.00 |
3.1% |
39.00 |
0.9% |
95% |
True |
False |
1,479,203 |
40 |
4,232.25 |
3,843.25 |
389.00 |
9.2% |
42.50 |
1.0% |
98% |
True |
False |
1,573,448 |
60 |
4,232.25 |
3,710.50 |
521.75 |
12.3% |
52.00 |
1.2% |
99% |
True |
False |
1,065,613 |
80 |
4,232.25 |
3,647.50 |
584.75 |
13.8% |
53.50 |
1.3% |
99% |
True |
False |
800,013 |
100 |
4,232.25 |
3,586.50 |
645.75 |
15.3% |
53.00 |
1.3% |
99% |
True |
False |
640,265 |
120 |
4,232.25 |
3,499.75 |
732.50 |
17.3% |
51.00 |
1.2% |
99% |
True |
False |
533,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,404.50 |
2.618 |
4,338.25 |
1.618 |
4,297.75 |
1.000 |
4,272.75 |
0.618 |
4,257.25 |
HIGH |
4,232.25 |
0.618 |
4,216.75 |
0.500 |
4,212.00 |
0.382 |
4,207.25 |
LOW |
4,191.75 |
0.618 |
4,166.75 |
1.000 |
4,151.25 |
1.618 |
4,126.25 |
2.618 |
4,085.75 |
4.250 |
4,019.50 |
|
|
Fisher Pivots for day following 07-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,220.75 |
4,212.25 |
PP |
4,216.50 |
4,199.25 |
S1 |
4,212.00 |
4,186.50 |
|