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 |
6,968.5 |
6,919.5 |
-49.0 |
-0.7% |
6,878.5 |
High |
7,008.0 |
7,025.0 |
17.0 |
0.2% |
6,987.0 |
Low |
6,878.0 |
6,914.0 |
36.0 |
0.5% |
6,878.0 |
Close |
6,881.0 |
7,016.0 |
135.0 |
2.0% |
6,937.5 |
Range |
130.0 |
111.0 |
-19.0 |
-14.6% |
109.0 |
ATR |
77.8 |
82.5 |
4.7 |
6.1% |
0.0 |
Volume |
112,219 |
86,167 |
-26,052 |
-23.2% |
382,335 |
|
Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,318.0 |
7,278.0 |
7,077.0 |
|
R3 |
7,207.0 |
7,167.0 |
7,046.5 |
|
R2 |
7,096.0 |
7,096.0 |
7,036.5 |
|
R1 |
7,056.0 |
7,056.0 |
7,026.0 |
7,076.0 |
PP |
6,985.0 |
6,985.0 |
6,985.0 |
6,995.0 |
S1 |
6,945.0 |
6,945.0 |
7,006.0 |
6,965.0 |
S2 |
6,874.0 |
6,874.0 |
6,995.5 |
|
S3 |
6,763.0 |
6,834.0 |
6,985.5 |
|
S4 |
6,652.0 |
6,723.0 |
6,955.0 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,261.0 |
7,208.5 |
6,997.5 |
|
R3 |
7,152.0 |
7,099.5 |
6,967.5 |
|
R2 |
7,043.0 |
7,043.0 |
6,957.5 |
|
R1 |
6,990.5 |
6,990.5 |
6,947.5 |
7,017.0 |
PP |
6,934.0 |
6,934.0 |
6,934.0 |
6,947.5 |
S1 |
6,881.5 |
6,881.5 |
6,927.5 |
6,908.0 |
S2 |
6,825.0 |
6,825.0 |
6,917.5 |
|
S3 |
6,716.0 |
6,772.5 |
6,907.5 |
|
S4 |
6,607.0 |
6,663.5 |
6,877.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,025.0 |
6,878.0 |
147.0 |
2.1% |
89.5 |
1.3% |
94% |
True |
False |
90,700 |
10 |
7,025.0 |
6,803.5 |
221.5 |
3.2% |
76.0 |
1.1% |
96% |
True |
False |
79,231 |
20 |
7,025.0 |
6,781.0 |
244.0 |
3.5% |
74.0 |
1.1% |
96% |
True |
False |
83,348 |
40 |
7,025.0 |
6,540.5 |
484.5 |
6.9% |
76.5 |
1.1% |
98% |
True |
False |
91,661 |
60 |
7,025.0 |
6,380.0 |
645.0 |
9.2% |
75.0 |
1.1% |
99% |
True |
False |
61,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,497.0 |
2.618 |
7,315.5 |
1.618 |
7,204.5 |
1.000 |
7,136.0 |
0.618 |
7,093.5 |
HIGH |
7,025.0 |
0.618 |
6,982.5 |
0.500 |
6,969.5 |
0.382 |
6,956.5 |
LOW |
6,914.0 |
0.618 |
6,845.5 |
1.000 |
6,803.0 |
1.618 |
6,734.5 |
2.618 |
6,623.5 |
4.250 |
6,442.0 |
|
|
Fisher Pivots for day following 05-May-2021 |
Pivot |
1 day |
3 day |
R1 |
7,000.5 |
6,994.5 |
PP |
6,985.0 |
6,973.0 |
S1 |
6,969.5 |
6,951.5 |
|