| 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 |
1,780.9 |
1,789.0 |
8.1 |
0.5% |
1,776.0 |
| High |
1,790.2 |
1,820.5 |
30.3 |
1.7% |
1,791.5 |
| Low |
1,771.5 |
1,784.1 |
12.6 |
0.7% |
1,756.8 |
| Close |
1,786.5 |
1,817.9 |
31.4 |
1.8% |
1,769.8 |
| Range |
18.7 |
36.4 |
17.7 |
94.7% |
34.7 |
| ATR |
22.8 |
23.8 |
1.0 |
4.2% |
0.0 |
| Volume |
20,464 |
23,093 |
2,629 |
12.8% |
43,501 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.7 |
1,903.7 |
1,837.9 |
|
| R3 |
1,880.3 |
1,867.3 |
1,827.9 |
|
| R2 |
1,843.9 |
1,843.9 |
1,824.6 |
|
| R1 |
1,830.9 |
1,830.9 |
1,821.2 |
1,837.4 |
| PP |
1,807.5 |
1,807.5 |
1,807.5 |
1,810.8 |
| S1 |
1,794.5 |
1,794.5 |
1,814.6 |
1,801.0 |
| S2 |
1,771.1 |
1,771.1 |
1,811.2 |
|
| S3 |
1,734.7 |
1,758.1 |
1,807.9 |
|
| S4 |
1,698.3 |
1,721.7 |
1,797.9 |
|
|
| 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 |
1,820.5 |
1,765.6 |
54.9 |
3.0% |
25.4 |
1.4% |
95% |
True |
False |
15,745 |
| 10 |
1,820.5 |
1,756.8 |
63.7 |
3.5% |
23.4 |
1.3% |
96% |
True |
False |
11,003 |
| 20 |
1,820.5 |
1,725.5 |
95.0 |
5.2% |
23.1 |
1.3% |
97% |
True |
False |
7,018 |
| 40 |
1,820.5 |
1,679.4 |
141.1 |
7.8% |
22.6 |
1.2% |
98% |
True |
False |
4,814 |
| 60 |
1,860.7 |
1,678.4 |
182.3 |
10.0% |
25.0 |
1.4% |
77% |
False |
False |
4,134 |
| 80 |
1,882.7 |
1,678.4 |
204.3 |
11.2% |
25.3 |
1.4% |
68% |
False |
False |
3,498 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
16.1% |
25.8 |
1.4% |
48% |
False |
False |
3,045 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
16.1% |
25.2 |
1.4% |
48% |
False |
False |
2,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,975.2 |
|
2.618 |
1,915.8 |
|
1.618 |
1,879.4 |
|
1.000 |
1,856.9 |
|
0.618 |
1,843.0 |
|
HIGH |
1,820.5 |
|
0.618 |
1,806.6 |
|
0.500 |
1,802.3 |
|
0.382 |
1,798.0 |
|
LOW |
1,784.1 |
|
0.618 |
1,761.6 |
|
1.000 |
1,747.7 |
|
1.618 |
1,725.2 |
|
2.618 |
1,688.8 |
|
4.250 |
1,629.4 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,812.7 |
1,810.6 |
| PP |
1,807.5 |
1,803.3 |
| S1 |
1,802.3 |
1,796.0 |
|