| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,267.7 |
2,271.5 |
3.8 |
0.2% |
2,270.0 |
| High |
2,291.0 |
2,272.3 |
-18.7 |
-0.8% |
2,322.7 |
| Low |
2,262.2 |
2,222.3 |
-39.9 |
-1.8% |
2,254.2 |
| Close |
2,273.7 |
2,244.5 |
-29.2 |
-1.3% |
2,261.5 |
| Range |
28.8 |
50.0 |
21.2 |
73.6% |
68.5 |
| ATR |
45.6 |
46.1 |
0.4 |
0.9% |
0.0 |
| Volume |
144,376 |
206,072 |
61,696 |
42.7% |
806,686 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.4 |
2,370.4 |
2,272.0 |
|
| R3 |
2,346.4 |
2,320.4 |
2,258.3 |
|
| R2 |
2,296.4 |
2,296.4 |
2,253.7 |
|
| R1 |
2,270.4 |
2,270.4 |
2,249.1 |
2,258.4 |
| PP |
2,246.4 |
2,246.4 |
2,246.4 |
2,240.4 |
| S1 |
2,220.4 |
2,220.4 |
2,239.9 |
2,208.4 |
| S2 |
2,196.4 |
2,196.4 |
2,235.3 |
|
| S3 |
2,146.4 |
2,170.4 |
2,230.8 |
|
| S4 |
2,096.4 |
2,120.4 |
2,217.0 |
|
|
| 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 |
2,222.3 |
100.4 |
4.5% |
39.0 |
1.7% |
22% |
False |
True |
174,369 |
| 10 |
2,322.7 |
2,167.1 |
155.6 |
6.9% |
41.3 |
1.8% |
50% |
False |
False |
178,126 |
| 20 |
2,322.7 |
2,164.6 |
158.1 |
7.0% |
41.4 |
1.8% |
51% |
False |
False |
173,865 |
| 40 |
2,366.0 |
2,092.7 |
273.3 |
12.2% |
50.3 |
2.2% |
56% |
False |
False |
178,603 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.7% |
56.1 |
2.5% |
57% |
False |
False |
119,402 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.2% |
54.3 |
2.4% |
64% |
False |
False |
89,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.8 |
|
2.618 |
2,403.2 |
|
1.618 |
2,353.2 |
|
1.000 |
2,322.3 |
|
0.618 |
2,303.2 |
|
HIGH |
2,272.3 |
|
0.618 |
2,253.2 |
|
0.500 |
2,247.3 |
|
0.382 |
2,241.4 |
|
LOW |
2,222.3 |
|
0.618 |
2,191.4 |
|
1.000 |
2,172.3 |
|
1.618 |
2,141.4 |
|
2.618 |
2,091.4 |
|
4.250 |
2,009.8 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,247.3 |
2,257.1 |
| PP |
2,246.4 |
2,252.9 |
| S1 |
2,245.4 |
2,248.7 |
|