| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
6,928.5 |
6,968.5 |
40.0 |
0.6% |
6,878.5 |
| High |
6,977.5 |
7,008.0 |
30.5 |
0.4% |
6,987.0 |
| Low |
6,900.0 |
6,878.0 |
-22.0 |
-0.3% |
6,878.0 |
| Close |
6,937.5 |
6,881.0 |
-56.5 |
-0.8% |
6,937.5 |
| Range |
77.5 |
130.0 |
52.5 |
67.7% |
109.0 |
| ATR |
73.8 |
77.8 |
4.0 |
5.4% |
0.0 |
| Volume |
103,651 |
112,219 |
8,568 |
8.3% |
382,335 |
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,312.5 |
7,226.5 |
6,952.5 |
|
| R3 |
7,182.5 |
7,096.5 |
6,917.0 |
|
| R2 |
7,052.5 |
7,052.5 |
6,905.0 |
|
| R1 |
6,966.5 |
6,966.5 |
6,893.0 |
6,944.5 |
| PP |
6,922.5 |
6,922.5 |
6,922.5 |
6,911.0 |
| S1 |
6,836.5 |
6,836.5 |
6,869.0 |
6,814.5 |
| S2 |
6,792.5 |
6,792.5 |
6,857.0 |
|
| S3 |
6,662.5 |
6,706.5 |
6,845.0 |
|
| S4 |
6,532.5 |
6,576.5 |
6,809.5 |
|
|
| 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 |
7,008.0 |
6,878.0 |
130.0 |
1.9% |
77.5 |
1.1% |
2% |
True |
True |
87,171 |
| 10 |
7,008.0 |
6,803.5 |
204.5 |
3.0% |
80.0 |
1.2% |
38% |
True |
False |
81,373 |
| 20 |
7,008.0 |
6,709.0 |
299.0 |
4.3% |
73.0 |
1.1% |
58% |
True |
False |
83,709 |
| 40 |
7,008.0 |
6,491.0 |
517.0 |
7.5% |
77.5 |
1.1% |
75% |
True |
False |
89,540 |
| 60 |
7,008.0 |
6,380.0 |
628.0 |
9.1% |
73.5 |
1.1% |
80% |
True |
False |
59,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,560.5 |
|
2.618 |
7,348.5 |
|
1.618 |
7,218.5 |
|
1.000 |
7,138.0 |
|
0.618 |
7,088.5 |
|
HIGH |
7,008.0 |
|
0.618 |
6,958.5 |
|
0.500 |
6,943.0 |
|
0.382 |
6,927.5 |
|
LOW |
6,878.0 |
|
0.618 |
6,797.5 |
|
1.000 |
6,748.0 |
|
1.618 |
6,667.5 |
|
2.618 |
6,537.5 |
|
4.250 |
6,325.5 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,943.0 |
6,943.0 |
| PP |
6,922.5 |
6,922.5 |
| S1 |
6,901.5 |
6,901.5 |
|