| 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 |
2,235.4 |
2,241.8 |
6.4 |
0.3% |
2,267.7 |
| High |
2,249.6 |
2,272.7 |
23.1 |
1.0% |
2,291.0 |
| Low |
2,198.8 |
2,229.1 |
30.3 |
1.4% |
2,198.8 |
| Close |
2,239.9 |
2,267.9 |
28.0 |
1.3% |
2,267.9 |
| Range |
50.8 |
43.6 |
-7.2 |
-14.2% |
92.2 |
| ATR |
45.7 |
45.5 |
-0.1 |
-0.3% |
0.0 |
| Volume |
185,029 |
166,833 |
-18,196 |
-9.8% |
869,727 |
|
| Daily Pivots for day following 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,387.4 |
2,371.2 |
2,291.9 |
|
| R3 |
2,343.8 |
2,327.6 |
2,279.9 |
|
| R2 |
2,300.2 |
2,300.2 |
2,275.9 |
|
| R1 |
2,284.0 |
2,284.0 |
2,271.9 |
2,292.1 |
| PP |
2,256.6 |
2,256.6 |
2,256.6 |
2,260.6 |
| S1 |
2,240.4 |
2,240.4 |
2,263.9 |
2,248.5 |
| S2 |
2,213.0 |
2,213.0 |
2,259.9 |
|
| S3 |
2,169.4 |
2,196.8 |
2,255.9 |
|
| S4 |
2,125.8 |
2,153.2 |
2,243.9 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.2 |
2,490.7 |
2,318.6 |
|
| R3 |
2,437.0 |
2,398.5 |
2,293.3 |
|
| R2 |
2,344.8 |
2,344.8 |
2,284.8 |
|
| R1 |
2,306.3 |
2,306.3 |
2,276.4 |
2,325.6 |
| PP |
2,252.6 |
2,252.6 |
2,252.6 |
2,262.2 |
| S1 |
2,214.1 |
2,214.1 |
2,259.4 |
2,233.4 |
| S2 |
2,160.4 |
2,160.4 |
2,251.0 |
|
| S3 |
2,068.2 |
2,121.9 |
2,242.5 |
|
| S4 |
1,976.0 |
2,029.7 |
2,217.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,291.0 |
2,198.8 |
92.2 |
4.1% |
41.6 |
1.8% |
75% |
False |
False |
173,945 |
| 10 |
2,322.7 |
2,198.8 |
123.9 |
5.5% |
37.6 |
1.7% |
56% |
False |
False |
167,641 |
| 20 |
2,322.7 |
2,164.6 |
158.1 |
7.0% |
41.8 |
1.8% |
65% |
False |
False |
176,561 |
| 40 |
2,366.0 |
2,092.7 |
273.3 |
12.1% |
49.0 |
2.2% |
64% |
False |
False |
189,423 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.6% |
55.9 |
2.5% |
66% |
False |
False |
128,050 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.0% |
54.3 |
2.4% |
71% |
False |
False |
96,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.0 |
|
2.618 |
2,386.8 |
|
1.618 |
2,343.2 |
|
1.000 |
2,316.3 |
|
0.618 |
2,299.6 |
|
HIGH |
2,272.7 |
|
0.618 |
2,256.0 |
|
0.500 |
2,250.9 |
|
0.382 |
2,245.8 |
|
LOW |
2,229.1 |
|
0.618 |
2,202.2 |
|
1.000 |
2,185.5 |
|
1.618 |
2,158.6 |
|
2.618 |
2,115.0 |
|
4.250 |
2,043.8 |
|
|
| Fisher Pivots for day following 07-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,262.2 |
2,257.2 |
| PP |
2,256.6 |
2,246.5 |
| S1 |
2,250.9 |
2,235.8 |
|