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 |
4,173.50 |
4,148.00 |
-25.50 |
-0.6% |
4,161.00 |
High |
4,174.50 |
4,170.00 |
-4.50 |
-0.1% |
4,201.25 |
Low |
4,111.25 |
4,143.75 |
32.50 |
0.8% |
4,154.50 |
Close |
4,148.50 |
4,150.00 |
1.50 |
0.0% |
4,164.50 |
Range |
63.25 |
26.25 |
-37.00 |
-58.5% |
46.75 |
ATR |
42.20 |
41.06 |
-1.14 |
-2.7% |
0.00 |
Volume |
7,283 |
2,641 |
-4,642 |
-63.7% |
8,161 |
|
Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,233.25 |
4,218.00 |
4,164.50 |
|
R3 |
4,207.00 |
4,191.75 |
4,157.25 |
|
R2 |
4,180.75 |
4,180.75 |
4,154.75 |
|
R1 |
4,165.50 |
4,165.50 |
4,152.50 |
4,173.00 |
PP |
4,154.50 |
4,154.50 |
4,154.50 |
4,158.50 |
S1 |
4,139.25 |
4,139.25 |
4,147.50 |
4,147.00 |
S2 |
4,128.25 |
4,128.25 |
4,145.25 |
|
S3 |
4,102.00 |
4,113.00 |
4,142.75 |
|
S4 |
4,075.75 |
4,086.75 |
4,135.50 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.75 |
4,285.75 |
4,190.25 |
|
R3 |
4,267.00 |
4,239.00 |
4,177.25 |
|
R2 |
4,220.25 |
4,220.25 |
4,173.00 |
|
R1 |
4,192.25 |
4,192.25 |
4,168.75 |
4,206.25 |
PP |
4,173.50 |
4,173.50 |
4,173.50 |
4,180.50 |
S1 |
4,145.50 |
4,145.50 |
4,160.25 |
4,159.50 |
S2 |
4,126.75 |
4,126.75 |
4,156.00 |
|
S3 |
4,080.00 |
4,098.75 |
4,151.75 |
|
S4 |
4,033.25 |
4,052.00 |
4,138.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,201.25 |
4,111.25 |
90.00 |
2.2% |
37.25 |
0.9% |
43% |
False |
False |
3,538 |
10 |
4,201.25 |
4,105.75 |
95.50 |
2.3% |
36.50 |
0.9% |
46% |
False |
False |
2,520 |
20 |
4,201.25 |
4,063.25 |
138.00 |
3.3% |
36.75 |
0.9% |
63% |
False |
False |
1,705 |
40 |
4,201.25 |
3,833.75 |
367.50 |
8.9% |
42.25 |
1.0% |
86% |
False |
False |
1,294 |
60 |
4,201.25 |
3,701.50 |
499.75 |
12.0% |
50.50 |
1.2% |
90% |
False |
False |
900 |
80 |
4,201.25 |
3,639.25 |
562.00 |
13.5% |
51.75 |
1.2% |
91% |
False |
False |
691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,281.50 |
2.618 |
4,238.75 |
1.618 |
4,212.50 |
1.000 |
4,196.25 |
0.618 |
4,186.25 |
HIGH |
4,170.00 |
0.618 |
4,160.00 |
0.500 |
4,157.00 |
0.382 |
4,153.75 |
LOW |
4,143.75 |
0.618 |
4,127.50 |
1.000 |
4,117.50 |
1.618 |
4,101.25 |
2.618 |
4,075.00 |
4.250 |
4,032.25 |
|
|
Fisher Pivots for day following 05-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,157.00 |
4,151.50 |
PP |
4,154.50 |
4,151.00 |
S1 |
4,152.25 |
4,150.50 |
|