| 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 |
13,484.00 |
13,614.50 |
130.50 |
1.0% |
13,880.25 |
| High |
13,611.50 |
13,818.00 |
206.50 |
1.5% |
13,947.50 |
| Low |
13,388.75 |
13,588.25 |
199.50 |
1.5% |
13,380.75 |
| Close |
13,597.75 |
13,709.75 |
112.00 |
0.8% |
13,709.75 |
| Range |
222.75 |
229.75 |
7.00 |
3.1% |
566.75 |
| ATR |
225.60 |
225.90 |
0.30 |
0.1% |
0.00 |
| Volume |
567,452 |
550,632 |
-16,820 |
-3.0% |
2,780,007 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,394.50 |
14,282.00 |
13,836.00 |
|
| R3 |
14,164.75 |
14,052.25 |
13,773.00 |
|
| R2 |
13,935.00 |
13,935.00 |
13,751.75 |
|
| R1 |
13,822.50 |
13,822.50 |
13,730.75 |
13,878.75 |
| PP |
13,705.25 |
13,705.25 |
13,705.25 |
13,733.50 |
| S1 |
13,592.75 |
13,592.75 |
13,688.75 |
13,649.00 |
| S2 |
13,475.50 |
13,475.50 |
13,667.75 |
|
| S3 |
13,245.75 |
13,363.00 |
13,646.50 |
|
| S4 |
13,016.00 |
13,133.25 |
13,583.50 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,379.50 |
15,111.50 |
14,021.50 |
|
| R3 |
14,812.75 |
14,544.75 |
13,865.50 |
|
| R2 |
14,246.00 |
14,246.00 |
13,813.75 |
|
| R1 |
13,978.00 |
13,978.00 |
13,761.75 |
13,828.50 |
| PP |
13,679.25 |
13,679.25 |
13,679.25 |
13,604.75 |
| S1 |
13,411.25 |
13,411.25 |
13,657.75 |
13,262.00 |
| S2 |
13,112.50 |
13,112.50 |
13,605.75 |
|
| S3 |
12,545.75 |
12,844.50 |
13,554.00 |
|
| S4 |
11,979.00 |
12,277.75 |
13,398.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,947.50 |
13,380.75 |
566.75 |
4.1% |
248.50 |
1.8% |
58% |
False |
False |
556,001 |
| 10 |
14,064.00 |
13,380.75 |
683.25 |
5.0% |
205.25 |
1.5% |
48% |
False |
False |
524,886 |
| 20 |
14,064.00 |
13,380.75 |
683.25 |
5.0% |
207.00 |
1.5% |
48% |
False |
False |
534,052 |
| 40 |
14,064.00 |
12,609.75 |
1,454.25 |
10.6% |
234.00 |
1.7% |
76% |
False |
False |
529,769 |
| 60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
279.00 |
2.0% |
81% |
False |
False |
355,860 |
| 80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
274.75 |
2.0% |
81% |
False |
False |
267,088 |
| 100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
257.25 |
1.9% |
81% |
False |
False |
213,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,794.50 |
|
2.618 |
14,419.50 |
|
1.618 |
14,189.75 |
|
1.000 |
14,047.75 |
|
0.618 |
13,960.00 |
|
HIGH |
13,818.00 |
|
0.618 |
13,730.25 |
|
0.500 |
13,703.00 |
|
0.382 |
13,676.00 |
|
LOW |
13,588.25 |
|
0.618 |
13,446.25 |
|
1.000 |
13,358.50 |
|
1.618 |
13,216.50 |
|
2.618 |
12,986.75 |
|
4.250 |
12,611.75 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,707.50 |
13,674.25 |
| PP |
13,705.25 |
13,638.75 |
| S1 |
13,703.00 |
13,603.50 |
|