| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,271.5 |
2,246.0 |
-25.5 |
-1.1% |
2,270.0 |
| High |
2,272.3 |
2,261.1 |
-11.2 |
-0.5% |
2,322.7 |
| Low |
2,222.3 |
2,226.3 |
4.0 |
0.2% |
2,254.2 |
| Close |
2,244.5 |
2,236.6 |
-7.9 |
-0.4% |
2,261.5 |
| Range |
50.0 |
34.8 |
-15.2 |
-30.4% |
68.5 |
| ATR |
46.1 |
45.3 |
-0.8 |
-1.7% |
0.0 |
| Volume |
206,072 |
167,417 |
-38,655 |
-18.8% |
806,686 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,345.7 |
2,326.0 |
2,255.7 |
|
| R3 |
2,310.9 |
2,291.2 |
2,246.2 |
|
| R2 |
2,276.1 |
2,276.1 |
2,243.0 |
|
| R1 |
2,256.4 |
2,256.4 |
2,239.8 |
2,248.9 |
| PP |
2,241.3 |
2,241.3 |
2,241.3 |
2,237.6 |
| S1 |
2,221.6 |
2,221.6 |
2,233.4 |
2,214.1 |
| S2 |
2,206.5 |
2,206.5 |
2,230.2 |
|
| S3 |
2,171.7 |
2,186.8 |
2,227.0 |
|
| S4 |
2,136.9 |
2,152.0 |
2,217.5 |
|
|
| 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% |
40.6 |
1.8% |
14% |
False |
False |
182,660 |
| 10 |
2,322.7 |
2,220.2 |
102.5 |
4.6% |
37.6 |
1.7% |
16% |
False |
False |
174,226 |
| 20 |
2,322.7 |
2,164.6 |
158.1 |
7.1% |
40.5 |
1.8% |
46% |
False |
False |
174,024 |
| 40 |
2,366.0 |
2,092.7 |
273.3 |
12.2% |
49.7 |
2.2% |
53% |
False |
False |
182,606 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.7% |
55.7 |
2.5% |
55% |
False |
False |
122,191 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.2% |
54.0 |
2.4% |
62% |
False |
False |
91,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.0 |
|
2.618 |
2,352.2 |
|
1.618 |
2,317.4 |
|
1.000 |
2,295.9 |
|
0.618 |
2,282.6 |
|
HIGH |
2,261.1 |
|
0.618 |
2,247.8 |
|
0.500 |
2,243.7 |
|
0.382 |
2,239.6 |
|
LOW |
2,226.3 |
|
0.618 |
2,204.8 |
|
1.000 |
2,191.5 |
|
1.618 |
2,170.0 |
|
2.618 |
2,135.2 |
|
4.250 |
2,078.4 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,243.7 |
2,256.7 |
| PP |
2,241.3 |
2,250.0 |
| S1 |
2,239.0 |
2,243.3 |
|