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 |
1,795.1 |
1,780.9 |
-14.2 |
-0.8% |
1,776.0 |
High |
1,801.6 |
1,790.2 |
-11.4 |
-0.6% |
1,791.5 |
Low |
1,771.6 |
1,771.5 |
-0.1 |
0.0% |
1,756.8 |
Close |
1,778.2 |
1,786.5 |
8.3 |
0.5% |
1,769.8 |
Range |
30.0 |
18.7 |
-11.3 |
-37.7% |
34.7 |
ATR |
23.2 |
22.8 |
-0.3 |
-1.4% |
0.0 |
Volume |
9,937 |
20,464 |
10,527 |
105.9% |
43,501 |
|
Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,838.8 |
1,831.4 |
1,796.8 |
|
R3 |
1,820.1 |
1,812.7 |
1,791.6 |
|
R2 |
1,801.4 |
1,801.4 |
1,789.9 |
|
R1 |
1,794.0 |
1,794.0 |
1,788.2 |
1,797.7 |
PP |
1,782.7 |
1,782.7 |
1,782.7 |
1,784.6 |
S1 |
1,775.3 |
1,775.3 |
1,784.8 |
1,779.0 |
S2 |
1,764.0 |
1,764.0 |
1,783.1 |
|
S3 |
1,745.3 |
1,756.6 |
1,781.4 |
|
S4 |
1,726.6 |
1,737.9 |
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 |
1,801.6 |
1,756.8 |
44.8 |
2.5% |
25.0 |
1.4% |
66% |
False |
False |
12,865 |
10 |
1,801.6 |
1,756.8 |
44.8 |
2.5% |
21.8 |
1.2% |
66% |
False |
False |
8,907 |
20 |
1,801.6 |
1,725.5 |
76.1 |
4.3% |
22.6 |
1.3% |
80% |
False |
False |
6,063 |
40 |
1,801.6 |
1,679.4 |
122.2 |
6.8% |
22.1 |
1.2% |
88% |
False |
False |
4,417 |
60 |
1,860.7 |
1,678.4 |
182.3 |
10.2% |
24.6 |
1.4% |
59% |
False |
False |
3,771 |
80 |
1,882.7 |
1,678.4 |
204.3 |
11.4% |
25.3 |
1.4% |
53% |
False |
False |
3,226 |
100 |
1,971.5 |
1,678.4 |
293.1 |
16.4% |
25.6 |
1.4% |
37% |
False |
False |
2,841 |
120 |
1,971.5 |
1,678.4 |
293.1 |
16.4% |
25.2 |
1.4% |
37% |
False |
False |
2,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.7 |
2.618 |
1,839.2 |
1.618 |
1,820.5 |
1.000 |
1,808.9 |
0.618 |
1,801.8 |
HIGH |
1,790.2 |
0.618 |
1,783.1 |
0.500 |
1,780.9 |
0.382 |
1,778.6 |
LOW |
1,771.5 |
0.618 |
1,759.9 |
1.000 |
1,752.8 |
1.618 |
1,741.2 |
2.618 |
1,722.5 |
4.250 |
1,692.0 |
|
|
Fisher Pivots for day following 05-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,784.6 |
1,786.0 |
PP |
1,782.7 |
1,785.5 |
S1 |
1,780.9 |
1,785.1 |
|