| 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 |
34,163.99 |
34,245.11 |
81.12 |
0.2% |
34,044.23 |
| High |
34,331.20 |
34,550.44 |
219.24 |
0.6% |
34,148.94 |
| Low |
34,039.66 |
34,185.06 |
145.40 |
0.4% |
33,744.28 |
| Close |
34,230.34 |
34,548.53 |
318.19 |
0.9% |
33,874.85 |
| Range |
291.54 |
365.38 |
73.84 |
25.3% |
404.66 |
| ATR |
306.26 |
310.48 |
4.22 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,524.15 |
35,401.72 |
34,749.49 |
|
| R3 |
35,158.77 |
35,036.34 |
34,649.01 |
|
| R2 |
34,793.39 |
34,793.39 |
34,615.52 |
|
| R1 |
34,670.96 |
34,670.96 |
34,582.02 |
34,732.18 |
| PP |
34,428.01 |
34,428.01 |
34,428.01 |
34,458.62 |
| S1 |
34,305.58 |
34,305.58 |
34,515.04 |
34,366.80 |
| S2 |
34,062.63 |
34,062.63 |
34,481.54 |
|
| S3 |
33,697.25 |
33,940.20 |
34,448.05 |
|
| S4 |
33,331.87 |
33,574.82 |
34,347.57 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
35,136.67 |
34,910.42 |
34,097.41 |
|
| R3 |
34,732.01 |
34,505.76 |
33,986.13 |
|
| R2 |
34,327.35 |
34,327.35 |
33,949.04 |
|
| R1 |
34,101.10 |
34,101.10 |
33,911.94 |
34,011.90 |
| PP |
33,922.69 |
33,922.69 |
33,922.69 |
33,878.09 |
| S1 |
33,696.44 |
33,696.44 |
33,837.76 |
33,607.24 |
| S2 |
33,518.03 |
33,518.03 |
33,800.66 |
|
| S3 |
33,113.37 |
33,291.78 |
33,763.57 |
|
| S4 |
32,708.71 |
32,887.12 |
33,652.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,550.44 |
33,765.68 |
784.76 |
2.3% |
311.49 |
0.9% |
100% |
True |
False |
|
| 10 |
34,550.44 |
33,713.29 |
837.15 |
2.4% |
286.68 |
0.8% |
100% |
True |
False |
|
| 20 |
34,550.44 |
33,526.19 |
1,024.25 |
3.0% |
276.67 |
0.8% |
100% |
True |
False |
|
| 40 |
34,550.44 |
32,074.60 |
2,475.84 |
7.2% |
289.99 |
0.8% |
100% |
True |
False |
|
| 60 |
34,550.44 |
30,547.53 |
4,002.91 |
11.6% |
335.13 |
1.0% |
100% |
True |
False |
|
| 80 |
34,550.44 |
29,856.30 |
4,694.14 |
13.6% |
331.36 |
1.0% |
100% |
True |
False |
|
| 100 |
34,550.44 |
29,755.53 |
4,794.91 |
13.9% |
330.04 |
1.0% |
100% |
True |
False |
|
| 120 |
34,550.44 |
28,902.13 |
5,648.31 |
16.3% |
326.13 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
36,103.31 |
|
2.618 |
35,507.00 |
|
1.618 |
35,141.62 |
|
1.000 |
34,915.82 |
|
0.618 |
34,776.24 |
|
HIGH |
34,550.44 |
|
0.618 |
34,410.86 |
|
0.500 |
34,367.75 |
|
0.382 |
34,324.64 |
|
LOW |
34,185.06 |
|
0.618 |
33,959.26 |
|
1.000 |
33,819.68 |
|
1.618 |
33,593.88 |
|
2.618 |
33,228.50 |
|
4.250 |
32,632.20 |
|
|
| Fisher Pivots for day following 06-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,488.27 |
34,418.37 |
| PP |
34,428.01 |
34,288.22 |
| S1 |
34,367.75 |
34,158.06 |
|