| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,288.8 |
2,267.7 |
-21.1 |
-0.9% |
2,270.0 |
| High |
2,291.8 |
2,291.0 |
-0.8 |
0.0% |
2,322.7 |
| Low |
2,254.2 |
2,262.2 |
8.0 |
0.4% |
2,254.2 |
| Close |
2,261.5 |
2,273.7 |
12.2 |
0.5% |
2,261.5 |
| Range |
37.6 |
28.8 |
-8.8 |
-23.4% |
68.5 |
| ATR |
46.9 |
45.6 |
-1.2 |
-2.6% |
0.0 |
| Volume |
204,892 |
144,376 |
-60,516 |
-29.5% |
806,686 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,362.0 |
2,346.7 |
2,289.5 |
|
| R3 |
2,333.2 |
2,317.9 |
2,281.6 |
|
| R2 |
2,304.4 |
2,304.4 |
2,279.0 |
|
| R1 |
2,289.1 |
2,289.1 |
2,276.3 |
2,296.8 |
| PP |
2,275.6 |
2,275.6 |
2,275.6 |
2,279.5 |
| S1 |
2,260.3 |
2,260.3 |
2,271.1 |
2,268.0 |
| S2 |
2,246.8 |
2,246.8 |
2,268.4 |
|
| S3 |
2,218.0 |
2,231.5 |
2,265.8 |
|
| S4 |
2,189.2 |
2,202.7 |
2,257.9 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.0 |
2,441.7 |
2,299.2 |
|
| R3 |
2,416.5 |
2,373.2 |
2,280.3 |
|
| R2 |
2,348.0 |
2,348.0 |
2,274.1 |
|
| R1 |
2,304.7 |
2,304.7 |
2,267.8 |
2,292.1 |
| PP |
2,279.5 |
2,279.5 |
2,279.5 |
2,273.2 |
| S1 |
2,236.2 |
2,236.2 |
2,255.2 |
2,223.6 |
| S2 |
2,211.0 |
2,211.0 |
2,248.9 |
|
| S3 |
2,142.5 |
2,167.7 |
2,242.7 |
|
| S4 |
2,074.0 |
2,099.2 |
2,223.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,322.7 |
2,254.2 |
68.5 |
3.0% |
32.8 |
1.4% |
28% |
False |
False |
162,757 |
| 10 |
2,322.7 |
2,164.6 |
158.1 |
7.0% |
43.4 |
1.9% |
69% |
False |
False |
180,699 |
| 20 |
2,322.7 |
2,164.6 |
158.1 |
7.0% |
40.7 |
1.8% |
69% |
False |
False |
170,610 |
| 40 |
2,366.0 |
2,092.7 |
273.3 |
12.0% |
50.9 |
2.2% |
66% |
False |
False |
173,516 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
55.8 |
2.5% |
68% |
False |
False |
115,968 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.0% |
54.2 |
2.4% |
73% |
False |
False |
86,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,413.4 |
|
2.618 |
2,366.4 |
|
1.618 |
2,337.6 |
|
1.000 |
2,319.8 |
|
0.618 |
2,308.8 |
|
HIGH |
2,291.0 |
|
0.618 |
2,280.0 |
|
0.500 |
2,276.6 |
|
0.382 |
2,273.2 |
|
LOW |
2,262.2 |
|
0.618 |
2,244.4 |
|
1.000 |
2,233.4 |
|
1.618 |
2,215.6 |
|
2.618 |
2,186.8 |
|
4.250 |
2,139.8 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,276.6 |
2,288.5 |
| PP |
2,275.6 |
2,283.5 |
| S1 |
2,274.7 |
2,278.6 |
|