| 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 |
3,968.0 |
3,907.0 |
-61.0 |
-1.5% |
3,962.0 |
| High |
3,985.0 |
3,978.0 |
-7.0 |
-0.2% |
3,993.0 |
| Low |
3,882.0 |
3,907.0 |
25.0 |
0.6% |
3,922.0 |
| Close |
3,885.0 |
3,969.0 |
84.0 |
2.2% |
3,940.0 |
| Range |
103.0 |
71.0 |
-32.0 |
-31.1% |
71.0 |
| ATR |
46.2 |
49.6 |
3.3 |
7.2% |
0.0 |
| Volume |
1,112,732 |
822,239 |
-290,493 |
-26.1% |
3,532,435 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,164.3 |
4,137.7 |
4,008.1 |
|
| R3 |
4,093.3 |
4,066.7 |
3,988.5 |
|
| R2 |
4,022.3 |
4,022.3 |
3,982.0 |
|
| R1 |
3,995.7 |
3,995.7 |
3,975.5 |
4,009.0 |
| PP |
3,951.3 |
3,951.3 |
3,951.3 |
3,958.0 |
| S1 |
3,924.7 |
3,924.7 |
3,962.5 |
3,938.0 |
| S2 |
3,880.3 |
3,880.3 |
3,956.0 |
|
| S3 |
3,809.3 |
3,853.7 |
3,949.5 |
|
| S4 |
3,738.3 |
3,782.7 |
3,930.0 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,164.7 |
4,123.3 |
3,979.1 |
|
| R3 |
4,093.7 |
4,052.3 |
3,959.5 |
|
| R2 |
4,022.7 |
4,022.7 |
3,953.0 |
|
| R1 |
3,981.3 |
3,981.3 |
3,946.5 |
3,966.5 |
| PP |
3,951.7 |
3,951.7 |
3,951.7 |
3,944.3 |
| S1 |
3,910.3 |
3,910.3 |
3,933.5 |
3,895.5 |
| S2 |
3,880.7 |
3,880.7 |
3,927.0 |
|
| S3 |
3,809.7 |
3,839.3 |
3,920.5 |
|
| S4 |
3,738.7 |
3,768.3 |
3,901.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,993.0 |
3,882.0 |
111.0 |
2.8% |
64.0 |
1.6% |
78% |
False |
False |
856,344 |
| 10 |
3,993.0 |
3,882.0 |
111.0 |
2.8% |
46.3 |
1.2% |
78% |
False |
False |
741,627 |
| 20 |
4,000.0 |
3,882.0 |
118.0 |
3.0% |
42.8 |
1.1% |
74% |
False |
False |
688,523 |
| 40 |
4,000.0 |
3,694.0 |
306.0 |
7.7% |
41.2 |
1.0% |
90% |
False |
False |
721,470 |
| 60 |
4,000.0 |
3,559.0 |
441.0 |
11.1% |
43.7 |
1.1% |
93% |
False |
False |
485,566 |
| 80 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
45.2 |
1.1% |
95% |
False |
False |
365,556 |
| 100 |
4,000.0 |
3,335.0 |
665.0 |
16.8% |
42.9 |
1.1% |
95% |
False |
False |
292,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,279.8 |
|
2.618 |
4,163.9 |
|
1.618 |
4,092.9 |
|
1.000 |
4,049.0 |
|
0.618 |
4,021.9 |
|
HIGH |
3,978.0 |
|
0.618 |
3,950.9 |
|
0.500 |
3,942.5 |
|
0.382 |
3,934.1 |
|
LOW |
3,907.0 |
|
0.618 |
3,863.1 |
|
1.000 |
3,836.0 |
|
1.618 |
3,792.1 |
|
2.618 |
3,721.1 |
|
4.250 |
3,605.3 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,960.2 |
3,957.2 |
| PP |
3,951.3 |
3,945.3 |
| S1 |
3,942.5 |
3,933.5 |
|