| Trading Metrics calculated at close of trading on 03-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
03-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,773.9 |
1,770.4 |
-3.5 |
-0.2% |
1,776.0 |
| High |
1,775.0 |
1,800.8 |
25.8 |
1.5% |
1,791.5 |
| Low |
1,765.6 |
1,768.5 |
2.9 |
0.2% |
1,756.8 |
| Close |
1,769.8 |
1,794.0 |
24.2 |
1.4% |
1,769.8 |
| Range |
9.4 |
32.3 |
22.9 |
243.6% |
34.7 |
| ATR |
21.9 |
22.6 |
0.7 |
3.4% |
0.0 |
| Volume |
17,314 |
7,920 |
-9,394 |
-54.3% |
43,501 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,884.7 |
1,871.6 |
1,811.8 |
|
| R3 |
1,852.4 |
1,839.3 |
1,802.9 |
|
| R2 |
1,820.1 |
1,820.1 |
1,799.9 |
|
| R1 |
1,807.0 |
1,807.0 |
1,797.0 |
1,813.6 |
| PP |
1,787.8 |
1,787.8 |
1,787.8 |
1,791.0 |
| S1 |
1,774.7 |
1,774.7 |
1,791.0 |
1,781.3 |
| S2 |
1,755.5 |
1,755.5 |
1,788.1 |
|
| S3 |
1,723.2 |
1,742.4 |
1,785.1 |
|
| S4 |
1,690.9 |
1,710.1 |
1,776.2 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,876.8 |
1,858.0 |
1,788.9 |
|
| R3 |
1,842.1 |
1,823.3 |
1,779.3 |
|
| R2 |
1,807.4 |
1,807.4 |
1,776.2 |
|
| R1 |
1,788.6 |
1,788.6 |
1,773.0 |
1,780.7 |
| PP |
1,772.7 |
1,772.7 |
1,772.7 |
1,768.7 |
| S1 |
1,753.9 |
1,753.9 |
1,766.6 |
1,746.0 |
| S2 |
1,738.0 |
1,738.0 |
1,763.4 |
|
| S3 |
1,703.3 |
1,719.2 |
1,760.3 |
|
| S4 |
1,668.6 |
1,684.5 |
1,750.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,800.8 |
1,756.8 |
44.0 |
2.5% |
21.7 |
1.2% |
85% |
True |
False |
9,540 |
| 10 |
1,800.8 |
1,756.8 |
44.0 |
2.5% |
20.8 |
1.2% |
85% |
True |
False |
6,384 |
| 20 |
1,800.8 |
1,725.5 |
75.3 |
4.2% |
21.7 |
1.2% |
91% |
True |
False |
4,822 |
| 40 |
1,800.8 |
1,678.4 |
122.4 |
6.8% |
22.7 |
1.3% |
94% |
True |
False |
3,969 |
| 60 |
1,860.7 |
1,678.4 |
182.3 |
10.2% |
24.7 |
1.4% |
63% |
False |
False |
3,335 |
| 80 |
1,938.0 |
1,678.4 |
259.6 |
14.5% |
26.0 |
1.4% |
45% |
False |
False |
2,931 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
16.3% |
25.7 |
1.4% |
39% |
False |
False |
2,573 |
| 120 |
1,978.4 |
1,678.4 |
300.0 |
16.7% |
25.8 |
1.4% |
39% |
False |
False |
2,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,938.1 |
|
2.618 |
1,885.4 |
|
1.618 |
1,853.1 |
|
1.000 |
1,833.1 |
|
0.618 |
1,820.8 |
|
HIGH |
1,800.8 |
|
0.618 |
1,788.5 |
|
0.500 |
1,784.7 |
|
0.382 |
1,780.8 |
|
LOW |
1,768.5 |
|
0.618 |
1,748.5 |
|
1.000 |
1,736.2 |
|
1.618 |
1,716.2 |
|
2.618 |
1,683.9 |
|
4.250 |
1,631.2 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,790.9 |
1,788.9 |
| PP |
1,787.8 |
1,783.9 |
| S1 |
1,784.7 |
1,778.8 |
|