| 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 |
1,784.2 |
1,791.4 |
7.2 |
0.4% |
1,781.4 |
| High |
1,793.0 |
1,824.0 |
31.0 |
1.7% |
1,796.0 |
| Low |
1,776.0 |
1,788.2 |
12.2 |
0.7% |
1,761.6 |
| Close |
1,790.3 |
1,821.5 |
31.2 |
1.7% |
1,773.6 |
| Range |
17.0 |
35.8 |
18.8 |
110.6% |
34.4 |
| ATR |
22.1 |
23.1 |
1.0 |
4.4% |
0.0 |
| Volume |
2,103 |
8,814 |
6,711 |
319.1% |
8,602 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,918.6 |
1,905.9 |
1,841.2 |
|
| R3 |
1,882.8 |
1,870.1 |
1,831.3 |
|
| R2 |
1,847.0 |
1,847.0 |
1,828.1 |
|
| R1 |
1,834.3 |
1,834.3 |
1,824.8 |
1,840.7 |
| PP |
1,811.2 |
1,811.2 |
1,811.2 |
1,814.4 |
| S1 |
1,798.5 |
1,798.5 |
1,818.2 |
1,804.9 |
| S2 |
1,775.4 |
1,775.4 |
1,814.9 |
|
| S3 |
1,739.6 |
1,762.7 |
1,811.7 |
|
| S4 |
1,703.8 |
1,726.9 |
1,801.8 |
|
|
| 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 |
1,824.0 |
1,769.4 |
54.6 |
3.0% |
24.7 |
1.4% |
95% |
True |
False |
3,548 |
| 10 |
1,824.0 |
1,761.6 |
62.4 |
3.4% |
22.7 |
1.2% |
96% |
True |
False |
2,733 |
| 20 |
1,824.0 |
1,730.0 |
94.0 |
5.2% |
22.4 |
1.2% |
97% |
True |
False |
2,065 |
| 40 |
1,824.0 |
1,683.0 |
141.0 |
7.7% |
21.9 |
1.2% |
98% |
True |
False |
1,698 |
| 60 |
1,863.9 |
1,683.0 |
180.9 |
9.9% |
24.3 |
1.3% |
77% |
False |
False |
1,490 |
| 80 |
1,886.5 |
1,683.0 |
203.5 |
11.2% |
24.6 |
1.4% |
68% |
False |
False |
1,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.2 |
|
2.618 |
1,917.7 |
|
1.618 |
1,881.9 |
|
1.000 |
1,859.8 |
|
0.618 |
1,846.1 |
|
HIGH |
1,824.0 |
|
0.618 |
1,810.3 |
|
0.500 |
1,806.1 |
|
0.382 |
1,801.9 |
|
LOW |
1,788.2 |
|
0.618 |
1,766.1 |
|
1.000 |
1,752.4 |
|
1.618 |
1,730.3 |
|
2.618 |
1,694.5 |
|
4.250 |
1,636.1 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,816.4 |
1,814.3 |
| PP |
1,811.2 |
1,807.0 |
| S1 |
1,806.1 |
1,799.8 |
|