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 |
6,919.5 |
7,010.0 |
90.5 |
1.3% |
6,878.5 |
High |
7,025.0 |
7,076.5 |
51.5 |
0.7% |
6,987.0 |
Low |
6,914.0 |
7,000.0 |
86.0 |
1.2% |
6,878.0 |
Close |
7,016.0 |
7,041.0 |
25.0 |
0.4% |
6,937.5 |
Range |
111.0 |
76.5 |
-34.5 |
-31.1% |
109.0 |
ATR |
82.5 |
82.1 |
-0.4 |
-0.5% |
0.0 |
Volume |
86,167 |
80,946 |
-5,221 |
-6.1% |
382,335 |
|
Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,268.5 |
7,231.5 |
7,083.0 |
|
R3 |
7,192.0 |
7,155.0 |
7,062.0 |
|
R2 |
7,115.5 |
7,115.5 |
7,055.0 |
|
R1 |
7,078.5 |
7,078.5 |
7,048.0 |
7,097.0 |
PP |
7,039.0 |
7,039.0 |
7,039.0 |
7,048.5 |
S1 |
7,002.0 |
7,002.0 |
7,034.0 |
7,020.5 |
S2 |
6,962.5 |
6,962.5 |
7,027.0 |
|
S3 |
6,886.0 |
6,925.5 |
7,020.0 |
|
S4 |
6,809.5 |
6,849.0 |
6,999.0 |
|
|
Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,261.0 |
7,208.5 |
6,997.5 |
|
R3 |
7,152.0 |
7,099.5 |
6,967.5 |
|
R2 |
7,043.0 |
7,043.0 |
6,957.5 |
|
R1 |
6,990.5 |
6,990.5 |
6,947.5 |
7,017.0 |
PP |
6,934.0 |
6,934.0 |
6,934.0 |
6,947.5 |
S1 |
6,881.5 |
6,881.5 |
6,927.5 |
6,908.0 |
S2 |
6,825.0 |
6,825.0 |
6,917.5 |
|
S3 |
6,716.0 |
6,772.5 |
6,907.5 |
|
S4 |
6,607.0 |
6,663.5 |
6,877.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,076.5 |
6,878.0 |
198.5 |
2.8% |
95.0 |
1.3% |
82% |
True |
False |
93,155 |
10 |
7,076.5 |
6,853.0 |
223.5 |
3.2% |
74.0 |
1.1% |
84% |
True |
False |
79,412 |
20 |
7,076.5 |
6,803.5 |
273.0 |
3.9% |
74.0 |
1.0% |
87% |
True |
False |
82,772 |
40 |
7,076.5 |
6,567.5 |
509.0 |
7.2% |
75.5 |
1.1% |
93% |
True |
False |
93,659 |
60 |
7,076.5 |
6,380.0 |
696.5 |
9.9% |
76.0 |
1.1% |
95% |
True |
False |
62,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,401.5 |
2.618 |
7,277.0 |
1.618 |
7,200.5 |
1.000 |
7,153.0 |
0.618 |
7,124.0 |
HIGH |
7,076.5 |
0.618 |
7,047.5 |
0.500 |
7,038.0 |
0.382 |
7,029.0 |
LOW |
7,000.0 |
0.618 |
6,952.5 |
1.000 |
6,923.5 |
1.618 |
6,876.0 |
2.618 |
6,799.5 |
4.250 |
6,675.0 |
|
|
Fisher Pivots for day following 06-May-2021 |
Pivot |
1 day |
3 day |
R1 |
7,040.0 |
7,020.0 |
PP |
7,039.0 |
6,998.5 |
S1 |
7,038.0 |
6,977.0 |
|