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 |
4,148.00 |
4,150.00 |
2.00 |
0.0% |
4,161.00 |
High |
4,170.00 |
4,186.50 |
16.50 |
0.4% |
4,201.25 |
Low |
4,143.75 |
4,131.00 |
-12.75 |
-0.3% |
4,154.50 |
Close |
4,150.00 |
4,184.50 |
34.50 |
0.8% |
4,164.50 |
Range |
26.25 |
55.50 |
29.25 |
111.4% |
46.75 |
ATR |
41.06 |
42.09 |
1.03 |
2.5% |
0.00 |
Volume |
2,641 |
5,186 |
2,545 |
96.4% |
8,161 |
|
Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,333.75 |
4,314.75 |
4,215.00 |
|
R3 |
4,278.25 |
4,259.25 |
4,199.75 |
|
R2 |
4,222.75 |
4,222.75 |
4,194.75 |
|
R1 |
4,203.75 |
4,203.75 |
4,189.50 |
4,213.25 |
PP |
4,167.25 |
4,167.25 |
4,167.25 |
4,172.00 |
S1 |
4,148.25 |
4,148.25 |
4,179.50 |
4,157.75 |
S2 |
4,111.75 |
4,111.75 |
4,174.25 |
|
S3 |
4,056.25 |
4,092.75 |
4,169.25 |
|
S4 |
4,000.75 |
4,037.25 |
4,154.00 |
|
|
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 |
4,192.25 |
4,111.25 |
81.00 |
1.9% |
40.00 |
1.0% |
90% |
False |
False |
4,029 |
10 |
4,201.25 |
4,111.25 |
90.00 |
2.2% |
36.50 |
0.9% |
81% |
False |
False |
2,903 |
20 |
4,201.25 |
4,071.75 |
129.50 |
3.1% |
38.25 |
0.9% |
87% |
False |
False |
1,920 |
40 |
4,201.25 |
3,833.75 |
367.50 |
8.8% |
42.25 |
1.0% |
95% |
False |
False |
1,421 |
60 |
4,201.25 |
3,701.50 |
499.75 |
11.9% |
51.25 |
1.2% |
97% |
False |
False |
986 |
80 |
4,201.25 |
3,639.25 |
562.00 |
13.4% |
52.00 |
1.2% |
97% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,422.50 |
2.618 |
4,331.75 |
1.618 |
4,276.25 |
1.000 |
4,242.00 |
0.618 |
4,220.75 |
HIGH |
4,186.50 |
0.618 |
4,165.25 |
0.500 |
4,158.75 |
0.382 |
4,152.25 |
LOW |
4,131.00 |
0.618 |
4,096.75 |
1.000 |
4,075.50 |
1.618 |
4,041.25 |
2.618 |
3,985.75 |
4.250 |
3,895.00 |
|
|
Fisher Pivots for day following 06-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,176.00 |
4,172.50 |
PP |
4,167.25 |
4,160.75 |
S1 |
4,158.75 |
4,149.00 |
|