| 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 |
1,798.7 |
1,784.2 |
-14.5 |
-0.8% |
1,781.4 |
| High |
1,805.0 |
1,793.0 |
-12.0 |
-0.7% |
1,796.0 |
| Low |
1,775.6 |
1,776.0 |
0.4 |
0.0% |
1,761.6 |
| Close |
1,782.1 |
1,790.3 |
8.2 |
0.5% |
1,773.6 |
| Range |
29.4 |
17.0 |
-12.4 |
-42.2% |
34.4 |
| ATR |
22.5 |
22.1 |
-0.4 |
-1.8% |
0.0 |
| Volume |
2,760 |
2,103 |
-657 |
-23.8% |
8,602 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,837.4 |
1,830.9 |
1,799.7 |
|
| R3 |
1,820.4 |
1,813.9 |
1,795.0 |
|
| R2 |
1,803.4 |
1,803.4 |
1,793.4 |
|
| R1 |
1,796.9 |
1,796.9 |
1,791.9 |
1,800.2 |
| PP |
1,786.4 |
1,786.4 |
1,786.4 |
1,788.1 |
| S1 |
1,779.9 |
1,779.9 |
1,788.7 |
1,783.2 |
| S2 |
1,769.4 |
1,769.4 |
1,787.2 |
|
| S3 |
1,752.4 |
1,762.9 |
1,785.6 |
|
| S4 |
1,735.4 |
1,745.9 |
1,781.0 |
|
|
| 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 |
1,805.0 |
1,761.6 |
43.4 |
2.4% |
24.4 |
1.4% |
66% |
False |
False |
2,257 |
| 10 |
1,805.0 |
1,761.6 |
43.4 |
2.4% |
21.1 |
1.2% |
66% |
False |
False |
1,941 |
| 20 |
1,805.0 |
1,730.0 |
75.0 |
4.2% |
21.8 |
1.2% |
80% |
False |
False |
1,772 |
| 40 |
1,805.0 |
1,683.0 |
122.0 |
6.8% |
21.4 |
1.2% |
88% |
False |
False |
1,508 |
| 60 |
1,863.9 |
1,683.0 |
180.9 |
10.1% |
24.0 |
1.3% |
59% |
False |
False |
1,349 |
| 80 |
1,886.5 |
1,683.0 |
203.5 |
11.4% |
24.6 |
1.4% |
53% |
False |
False |
1,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,865.3 |
|
2.618 |
1,837.5 |
|
1.618 |
1,820.5 |
|
1.000 |
1,810.0 |
|
0.618 |
1,803.5 |
|
HIGH |
1,793.0 |
|
0.618 |
1,786.5 |
|
0.500 |
1,784.5 |
|
0.382 |
1,782.5 |
|
LOW |
1,776.0 |
|
0.618 |
1,765.5 |
|
1.000 |
1,759.0 |
|
1.618 |
1,748.5 |
|
2.618 |
1,731.5 |
|
4.250 |
1,703.8 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,788.4 |
1,789.8 |
| PP |
1,786.4 |
1,789.3 |
| S1 |
1,784.5 |
1,788.8 |
|