| Trading Metrics calculated at close of trading on 06-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2021 |
06-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,246.0 |
2,235.4 |
-10.6 |
-0.5% |
2,270.0 |
| High |
2,261.1 |
2,249.6 |
-11.5 |
-0.5% |
2,322.7 |
| Low |
2,226.3 |
2,198.8 |
-27.5 |
-1.2% |
2,254.2 |
| Close |
2,236.6 |
2,239.9 |
3.3 |
0.1% |
2,261.5 |
| Range |
34.8 |
50.8 |
16.0 |
46.0% |
68.5 |
| ATR |
45.3 |
45.7 |
0.4 |
0.9% |
0.0 |
| Volume |
167,417 |
185,029 |
17,612 |
10.5% |
806,686 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.8 |
2,361.7 |
2,267.8 |
|
| R3 |
2,331.0 |
2,310.9 |
2,253.9 |
|
| R2 |
2,280.2 |
2,280.2 |
2,249.2 |
|
| R1 |
2,260.1 |
2,260.1 |
2,244.6 |
2,270.2 |
| PP |
2,229.4 |
2,229.4 |
2,229.4 |
2,234.5 |
| S1 |
2,209.3 |
2,209.3 |
2,235.2 |
2,219.4 |
| S2 |
2,178.6 |
2,178.6 |
2,230.6 |
|
| S3 |
2,127.8 |
2,158.5 |
2,225.9 |
|
| S4 |
2,077.0 |
2,107.7 |
2,212.0 |
|
|
| 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 |
2,291.8 |
2,198.8 |
93.0 |
4.2% |
40.4 |
1.8% |
44% |
False |
True |
181,557 |
| 10 |
2,322.7 |
2,198.8 |
123.9 |
5.5% |
38.0 |
1.7% |
33% |
False |
True |
170,133 |
| 20 |
2,322.7 |
2,164.6 |
158.1 |
7.1% |
41.1 |
1.8% |
48% |
False |
False |
175,587 |
| 40 |
2,366.0 |
2,092.7 |
273.3 |
12.2% |
49.2 |
2.2% |
54% |
False |
False |
186,959 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.7% |
56.0 |
2.5% |
56% |
False |
False |
125,272 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.2% |
54.2 |
2.4% |
63% |
False |
False |
93,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,465.5 |
|
2.618 |
2,382.6 |
|
1.618 |
2,331.8 |
|
1.000 |
2,300.4 |
|
0.618 |
2,281.0 |
|
HIGH |
2,249.6 |
|
0.618 |
2,230.2 |
|
0.500 |
2,224.2 |
|
0.382 |
2,218.2 |
|
LOW |
2,198.8 |
|
0.618 |
2,167.4 |
|
1.000 |
2,148.0 |
|
1.618 |
2,116.6 |
|
2.618 |
2,065.8 |
|
4.250 |
1,982.9 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,234.7 |
2,238.5 |
| PP |
2,229.4 |
2,237.0 |
| S1 |
2,224.2 |
2,235.6 |
|