| 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 |
3,907.0 |
3,972.0 |
65.0 |
1.7% |
3,962.0 |
| High |
3,978.0 |
3,999.0 |
21.0 |
0.5% |
3,993.0 |
| Low |
3,907.0 |
3,949.0 |
42.0 |
1.1% |
3,922.0 |
| Close |
3,969.0 |
3,969.0 |
0.0 |
0.0% |
3,940.0 |
| Range |
71.0 |
50.0 |
-21.0 |
-29.6% |
71.0 |
| ATR |
49.6 |
49.6 |
0.0 |
0.1% |
0.0 |
| Volume |
822,239 |
809,977 |
-12,262 |
-1.5% |
3,532,435 |
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,122.3 |
4,095.7 |
3,996.5 |
|
| R3 |
4,072.3 |
4,045.7 |
3,982.8 |
|
| R2 |
4,022.3 |
4,022.3 |
3,978.2 |
|
| R1 |
3,995.7 |
3,995.7 |
3,973.6 |
3,984.0 |
| PP |
3,972.3 |
3,972.3 |
3,972.3 |
3,966.5 |
| S1 |
3,945.7 |
3,945.7 |
3,964.4 |
3,934.0 |
| S2 |
3,922.3 |
3,922.3 |
3,959.8 |
|
| S3 |
3,872.3 |
3,895.7 |
3,955.3 |
|
| S4 |
3,822.3 |
3,845.7 |
3,941.5 |
|
|
| 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 |
3,999.0 |
3,882.0 |
117.0 |
2.9% |
63.8 |
1.6% |
74% |
True |
False |
858,383 |
| 10 |
3,999.0 |
3,882.0 |
117.0 |
2.9% |
48.1 |
1.2% |
74% |
True |
False |
749,550 |
| 20 |
4,000.0 |
3,882.0 |
118.0 |
3.0% |
44.3 |
1.1% |
74% |
False |
False |
701,747 |
| 40 |
4,000.0 |
3,714.0 |
286.0 |
7.2% |
41.4 |
1.0% |
89% |
False |
False |
739,241 |
| 60 |
4,000.0 |
3,559.0 |
441.0 |
11.1% |
44.4 |
1.1% |
93% |
False |
False |
498,884 |
| 80 |
4,000.0 |
3,360.0 |
640.0 |
16.1% |
45.4 |
1.1% |
95% |
False |
False |
375,678 |
| 100 |
4,000.0 |
3,335.0 |
665.0 |
16.8% |
43.4 |
1.1% |
95% |
False |
False |
300,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,211.5 |
|
2.618 |
4,129.9 |
|
1.618 |
4,079.9 |
|
1.000 |
4,049.0 |
|
0.618 |
4,029.9 |
|
HIGH |
3,999.0 |
|
0.618 |
3,979.9 |
|
0.500 |
3,974.0 |
|
0.382 |
3,968.1 |
|
LOW |
3,949.0 |
|
0.618 |
3,918.1 |
|
1.000 |
3,899.0 |
|
1.618 |
3,868.1 |
|
2.618 |
3,818.1 |
|
4.250 |
3,736.5 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,974.0 |
3,959.5 |
| PP |
3,972.3 |
3,950.0 |
| S1 |
3,970.7 |
3,940.5 |
|