| 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 |
1,778.7 |
1,772.5 |
-6.2 |
-0.3% |
1,781.4 |
| High |
1,778.7 |
1,804.4 |
25.7 |
1.4% |
1,796.0 |
| Low |
1,769.4 |
1,772.5 |
3.1 |
0.2% |
1,761.6 |
| Close |
1,773.6 |
1,797.6 |
24.0 |
1.4% |
1,773.6 |
| Range |
9.3 |
31.9 |
22.6 |
243.0% |
34.4 |
| ATR |
21.2 |
22.0 |
0.8 |
3.6% |
0.0 |
| Volume |
1,420 |
2,645 |
1,225 |
86.3% |
8,602 |
|
| Daily Pivots for day following 03-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,887.2 |
1,874.3 |
1,815.1 |
|
| R3 |
1,855.3 |
1,842.4 |
1,806.4 |
|
| R2 |
1,823.4 |
1,823.4 |
1,803.4 |
|
| R1 |
1,810.5 |
1,810.5 |
1,800.5 |
1,817.0 |
| PP |
1,791.5 |
1,791.5 |
1,791.5 |
1,794.7 |
| S1 |
1,778.6 |
1,778.6 |
1,794.7 |
1,785.1 |
| S2 |
1,759.6 |
1,759.6 |
1,791.8 |
|
| S3 |
1,727.7 |
1,746.7 |
1,788.8 |
|
| S4 |
1,695.8 |
1,714.8 |
1,780.1 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,880.3 |
1,861.3 |
1,792.5 |
|
| R3 |
1,845.9 |
1,826.9 |
1,783.1 |
|
| R2 |
1,811.5 |
1,811.5 |
1,779.9 |
|
| R1 |
1,792.5 |
1,792.5 |
1,776.8 |
1,784.8 |
| PP |
1,777.1 |
1,777.1 |
1,777.1 |
1,773.2 |
| S1 |
1,758.1 |
1,758.1 |
1,770.4 |
1,750.4 |
| S2 |
1,742.7 |
1,742.7 |
1,767.3 |
|
| S3 |
1,708.3 |
1,723.7 |
1,764.1 |
|
| S4 |
1,673.9 |
1,689.3 |
1,754.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,804.4 |
1,761.6 |
42.8 |
2.4% |
21.0 |
1.2% |
84% |
True |
False |
1,936 |
| 10 |
1,804.4 |
1,761.6 |
42.8 |
2.4% |
20.0 |
1.1% |
84% |
True |
False |
1,643 |
| 20 |
1,804.4 |
1,730.0 |
74.4 |
4.1% |
21.0 |
1.2% |
91% |
True |
False |
1,635 |
| 40 |
1,804.4 |
1,683.0 |
121.4 |
6.8% |
22.2 |
1.2% |
94% |
True |
False |
1,470 |
| 60 |
1,863.9 |
1,683.0 |
180.9 |
10.1% |
24.1 |
1.3% |
63% |
False |
False |
1,309 |
| 80 |
1,945.8 |
1,683.0 |
262.8 |
14.6% |
25.4 |
1.4% |
44% |
False |
False |
1,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,940.0 |
|
2.618 |
1,887.9 |
|
1.618 |
1,856.0 |
|
1.000 |
1,836.3 |
|
0.618 |
1,824.1 |
|
HIGH |
1,804.4 |
|
0.618 |
1,792.2 |
|
0.500 |
1,788.5 |
|
0.382 |
1,784.7 |
|
LOW |
1,772.5 |
|
0.618 |
1,752.8 |
|
1.000 |
1,740.6 |
|
1.618 |
1,720.9 |
|
2.618 |
1,689.0 |
|
4.250 |
1,636.9 |
|
|
| Fisher Pivots for day following 03-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,794.6 |
1,792.7 |
| PP |
1,791.5 |
1,787.9 |
| S1 |
1,788.5 |
1,783.0 |
|