| Trading Metrics calculated at close of trading on 04-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2021 |
04-May-2021 |
Change |
Change % |
Previous Week |
| Open |
13,921.32 |
13,677.91 |
-243.41 |
-1.7% |
13,954.94 |
| High |
13,955.00 |
13,705.38 |
-249.62 |
-1.8% |
14,067.10 |
| Low |
13,784.66 |
13,396.11 |
-388.55 |
-2.8% |
13,836.10 |
| Close |
13,799.72 |
13,544.67 |
-255.05 |
-1.8% |
13,860.76 |
| Range |
170.34 |
309.27 |
138.93 |
81.6% |
231.00 |
| ATR |
191.66 |
206.79 |
15.14 |
7.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,476.53 |
14,319.87 |
13,714.77 |
|
| R3 |
14,167.26 |
14,010.60 |
13,629.72 |
|
| R2 |
13,857.99 |
13,857.99 |
13,601.37 |
|
| R1 |
13,701.33 |
13,701.33 |
13,573.02 |
13,625.03 |
| PP |
13,548.72 |
13,548.72 |
13,548.72 |
13,510.57 |
| S1 |
13,392.06 |
13,392.06 |
13,516.32 |
13,315.76 |
| S2 |
13,239.45 |
13,239.45 |
13,487.97 |
|
| S3 |
12,930.18 |
13,082.79 |
13,459.62 |
|
| S4 |
12,620.91 |
12,773.52 |
13,374.57 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,614.32 |
14,468.54 |
13,987.81 |
|
| R3 |
14,383.32 |
14,237.54 |
13,924.29 |
|
| R2 |
14,152.32 |
14,152.32 |
13,903.11 |
|
| R1 |
14,006.54 |
14,006.54 |
13,881.94 |
13,963.93 |
| PP |
13,921.32 |
13,921.32 |
13,921.32 |
13,900.02 |
| S1 |
13,775.54 |
13,775.54 |
13,839.59 |
13,732.93 |
| S2 |
13,690.32 |
13,690.32 |
13,818.41 |
|
| S3 |
13,459.32 |
13,544.54 |
13,797.24 |
|
| S4 |
13,228.32 |
13,313.54 |
13,733.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,067.10 |
13,396.11 |
670.99 |
5.0% |
187.59 |
1.4% |
22% |
False |
True |
|
| 10 |
14,067.10 |
13,396.11 |
670.99 |
5.0% |
183.13 |
1.4% |
22% |
False |
True |
|
| 20 |
14,067.10 |
13,396.11 |
670.99 |
5.0% |
159.84 |
1.2% |
22% |
False |
True |
|
| 40 |
14,067.10 |
12,592.83 |
1,474.27 |
10.9% |
183.40 |
1.4% |
65% |
False |
False |
|
| 60 |
14,067.10 |
12,208.39 |
1,858.71 |
13.7% |
214.05 |
1.6% |
72% |
False |
False |
|
| 80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.7% |
207.25 |
1.5% |
72% |
False |
False |
|
| 100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.7% |
198.44 |
1.5% |
72% |
False |
False |
|
| 120 |
14,067.10 |
11,512.46 |
2,554.64 |
18.9% |
189.83 |
1.4% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,019.78 |
|
2.618 |
14,515.05 |
|
1.618 |
14,205.78 |
|
1.000 |
14,014.65 |
|
0.618 |
13,896.51 |
|
HIGH |
13,705.38 |
|
0.618 |
13,587.24 |
|
0.500 |
13,550.75 |
|
0.382 |
13,514.25 |
|
LOW |
13,396.11 |
|
0.618 |
13,204.98 |
|
1.000 |
13,086.84 |
|
1.618 |
12,895.71 |
|
2.618 |
12,586.44 |
|
4.250 |
12,081.71 |
|
|
| Fisher Pivots for day following 04-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,550.75 |
13,682.66 |
| PP |
13,548.72 |
13,636.66 |
| S1 |
13,546.70 |
13,590.67 |
|