Trading Metrics calculated at close of trading on 12-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
Open |
55,227.70 |
56,915.26 |
1,687.56 |
3.1% |
56,788.30 |
High |
56,916.04 |
57,974.81 |
1,058.77 |
1.9% |
58,931.69 |
Low |
54,538.12 |
53,639.13 |
-898.99 |
-1.6% |
53,070.76 |
Close |
56,915.26 |
54,467.88 |
-2,447.38 |
-4.3% |
57,640.01 |
Range |
2,377.92 |
4,335.68 |
1,957.76 |
82.3% |
5,860.93 |
ATR |
3,731.94 |
3,775.06 |
43.12 |
1.2% |
0.00 |
Volume |
51,770 |
64,334 |
12,564 |
24.3% |
256,505 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68,367.65 |
65,753.44 |
56,852.50 |
|
R3 |
64,031.97 |
61,417.76 |
55,660.19 |
|
R2 |
59,696.29 |
59,696.29 |
55,262.75 |
|
R1 |
57,082.08 |
57,082.08 |
54,865.32 |
56,221.35 |
PP |
55,360.61 |
55,360.61 |
55,360.61 |
54,930.24 |
S1 |
52,746.40 |
52,746.40 |
54,070.44 |
51,885.67 |
S2 |
51,024.93 |
51,024.93 |
53,673.01 |
|
S3 |
46,689.25 |
48,410.72 |
53,275.57 |
|
S4 |
42,353.57 |
44,075.04 |
52,083.26 |
|
|
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 |
53,639.13 |
5,919.67 |
10.9% |
3,665.84 |
6.7% |
14% |
False |
True |
54,559 |
10 |
59,558.80 |
52,418.35 |
7,140.45 |
13.1% |
3,723.96 |
6.8% |
29% |
False |
False |
52,944 |
20 |
63,821.08 |
47,131.66 |
16,689.42 |
30.6% |
4,026.61 |
7.4% |
44% |
False |
False |
56,399 |
40 |
64,789.27 |
47,131.66 |
17,657.61 |
32.4% |
3,566.73 |
6.5% |
42% |
False |
False |
50,705 |
60 |
64,789.27 |
43,145.98 |
21,643.29 |
39.7% |
3,960.63 |
7.3% |
52% |
False |
False |
60,685 |
80 |
64,789.27 |
28,860.59 |
35,928.68 |
66.0% |
3,858.25 |
7.1% |
71% |
False |
False |
70,397 |
100 |
64,789.27 |
21,204.28 |
43,584.99 |
80.0% |
3,778.09 |
6.9% |
76% |
False |
False |
79,067 |
120 |
64,789.27 |
16,486.66 |
48,302.61 |
88.7% |
3,337.59 |
6.1% |
79% |
False |
False |
77,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76,401.45 |
2.618 |
69,325.62 |
1.618 |
64,989.94 |
1.000 |
62,310.49 |
0.618 |
60,654.26 |
HIGH |
57,974.81 |
0.618 |
56,318.58 |
0.500 |
55,806.97 |
0.382 |
55,295.36 |
LOW |
53,639.13 |
0.618 |
50,959.68 |
1.000 |
49,303.45 |
1.618 |
46,624.00 |
2.618 |
42,288.32 |
4.250 |
35,212.49 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
55,806.97 |
56,598.97 |
PP |
55,360.61 |
55,888.60 |
S1 |
54,914.24 |
55,178.24 |
|