Trading Metrics calculated at close of trading on 11-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
Open |
57,638.90 |
55,227.70 |
-2,411.20 |
-4.2% |
56,788.30 |
High |
59,558.80 |
56,916.04 |
-2,642.76 |
-4.4% |
58,931.69 |
Low |
54,233.56 |
54,538.12 |
304.56 |
0.6% |
53,070.76 |
Close |
55,227.89 |
56,915.26 |
1,687.37 |
3.1% |
57,640.01 |
Range |
5,325.24 |
2,377.92 |
-2,947.32 |
-55.3% |
5,860.93 |
ATR |
3,836.09 |
3,731.94 |
-104.16 |
-2.7% |
0.00 |
Volume |
62,641 |
51,770 |
-10,871 |
-17.4% |
256,505 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63,256.90 |
62,464.00 |
58,223.12 |
|
R3 |
60,878.98 |
60,086.08 |
57,569.19 |
|
R2 |
58,501.06 |
58,501.06 |
57,351.21 |
|
R1 |
57,708.16 |
57,708.16 |
57,133.24 |
58,104.61 |
PP |
56,123.14 |
56,123.14 |
56,123.14 |
56,321.37 |
S1 |
55,330.24 |
55,330.24 |
56,697.28 |
55,726.69 |
S2 |
53,745.22 |
53,745.22 |
56,479.31 |
|
S3 |
51,367.30 |
52,952.32 |
56,261.33 |
|
S4 |
48,989.38 |
50,574.40 |
55,607.40 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74,130.28 |
71,746.07 |
60,863.52 |
|
R3 |
68,269.35 |
65,885.14 |
59,251.77 |
|
R2 |
62,408.42 |
62,408.42 |
58,714.51 |
|
R1 |
60,024.21 |
60,024.21 |
58,177.26 |
61,216.32 |
PP |
56,547.49 |
56,547.49 |
56,547.49 |
57,143.54 |
S1 |
54,163.28 |
54,163.28 |
57,102.76 |
55,355.39 |
S2 |
50,686.56 |
50,686.56 |
56,565.51 |
|
S3 |
44,825.63 |
48,302.35 |
56,028.25 |
|
S4 |
38,964.70 |
42,441.42 |
54,416.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59,558.80 |
53,070.76 |
6,488.04 |
11.4% |
3,751.76 |
6.6% |
59% |
False |
False |
53,208 |
10 |
59,558.80 |
52,418.35 |
7,140.45 |
12.5% |
3,533.13 |
6.2% |
63% |
False |
False |
51,171 |
20 |
64,789.27 |
47,131.66 |
17,657.61 |
31.0% |
3,979.63 |
7.0% |
55% |
False |
False |
56,759 |
40 |
64,789.27 |
47,131.66 |
17,657.61 |
31.0% |
3,548.35 |
6.2% |
55% |
False |
False |
50,845 |
60 |
64,789.27 |
43,145.98 |
21,643.29 |
38.0% |
3,945.69 |
6.9% |
64% |
False |
False |
60,839 |
80 |
64,789.27 |
28,860.59 |
35,928.68 |
63.1% |
3,868.35 |
6.8% |
78% |
False |
False |
70,976 |
100 |
64,789.27 |
19,307.07 |
45,482.20 |
79.9% |
3,754.43 |
6.6% |
83% |
False |
False |
79,675 |
120 |
64,789.27 |
16,486.66 |
48,302.61 |
84.9% |
3,312.07 |
5.8% |
84% |
False |
False |
77,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67,022.20 |
2.618 |
63,141.43 |
1.618 |
60,763.51 |
1.000 |
59,293.96 |
0.618 |
58,385.59 |
HIGH |
56,916.04 |
0.618 |
56,007.67 |
0.500 |
55,727.08 |
0.382 |
55,446.49 |
LOW |
54,538.12 |
0.618 |
53,068.57 |
1.000 |
52,160.20 |
1.618 |
50,690.65 |
2.618 |
48,312.73 |
4.250 |
44,431.96 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
56,519.20 |
56,908.90 |
PP |
56,123.14 |
56,902.54 |
S1 |
55,727.08 |
56,896.18 |
|