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 |
3,499.0180 |
3,896.1860 |
397.1680 |
11.4% |
2,762.9060 |
High |
4,205.8660 |
4,140.9540 |
-64.9120 |
-1.5% |
3,604.5930 |
Low |
3,434.8910 |
3,783.2160 |
348.3250 |
10.1% |
2,741.9760 |
Close |
3,896.4600 |
4,139.8380 |
243.3780 |
6.2% |
3,499.0180 |
Range |
770.9750 |
357.7380 |
-413.2370 |
-53.6% |
862.6170 |
ATR |
272.7916 |
278.8592 |
6.0676 |
2.2% |
0.0000 |
Volume |
1,229,367 |
1,053,113 |
-176,254 |
-14.3% |
5,111,809 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,094.5500 |
4,974.9320 |
4,336.5939 |
|
R3 |
4,736.8120 |
4,617.1940 |
4,238.2160 |
|
R2 |
4,379.0740 |
4,379.0740 |
4,205.4233 |
|
R1 |
4,259.4560 |
4,259.4560 |
4,172.6307 |
4,319.2650 |
PP |
4,021.3360 |
4,021.3360 |
4,021.3360 |
4,051.2405 |
S1 |
3,901.7180 |
3,901.7180 |
4,107.0454 |
3,961.5270 |
S2 |
3,663.5980 |
3,663.5980 |
4,074.2527 |
|
S3 |
3,305.8600 |
3,543.9800 |
4,041.4601 |
|
S4 |
2,948.1220 |
3,186.2420 |
3,943.0821 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,869.7133 |
5,546.9827 |
3,973.4574 |
|
R3 |
5,007.0963 |
4,684.3657 |
3,736.2377 |
|
R2 |
4,144.4793 |
4,144.4793 |
3,657.1645 |
|
R1 |
3,821.7487 |
3,821.7487 |
3,578.0912 |
3,983.1140 |
PP |
3,281.8623 |
3,281.8623 |
3,281.8623 |
3,362.5450 |
S1 |
2,959.1317 |
2,959.1317 |
3,419.9448 |
3,120.4970 |
S2 |
2,419.2453 |
2,419.2453 |
3,340.8716 |
|
S3 |
1,556.6283 |
2,096.5147 |
3,261.7983 |
|
S4 |
694.0113 |
1,233.8977 |
3,024.5787 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,205.8660 |
3,216.4030 |
989.4630 |
23.9% |
368.3366 |
8.9% |
93% |
False |
False |
964,277 |
10 |
4,205.8660 |
2,565.1240 |
1,640.7420 |
39.6% |
316.3051 |
7.6% |
96% |
False |
False |
975,282 |
20 |
4,205.8660 |
1,970.2110 |
2,235.6550 |
54.0% |
297.8758 |
7.2% |
97% |
False |
False |
980,094 |
40 |
4,205.8660 |
1,550.2480 |
2,655.6180 |
64.1% |
209.2775 |
5.1% |
98% |
False |
False |
783,575 |
60 |
4,205.8660 |
1,294.7920 |
2,911.0740 |
70.3% |
199.6524 |
4.8% |
98% |
False |
False |
826,835 |
80 |
4,205.8660 |
1,043.7570 |
3,162.1090 |
76.4% |
192.9999 |
4.7% |
98% |
False |
False |
952,859 |
100 |
4,205.8660 |
552.3810 |
3,653.4850 |
88.3% |
179.9966 |
4.3% |
98% |
False |
False |
1,061,701 |
120 |
4,205.8660 |
458.3960 |
3,747.4700 |
90.5% |
157.1021 |
3.8% |
98% |
False |
False |
1,014,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,661.3405 |
2.618 |
5,077.5121 |
1.618 |
4,719.7741 |
1.000 |
4,498.6920 |
0.618 |
4,362.0361 |
HIGH |
4,140.9540 |
0.618 |
4,004.2981 |
0.500 |
3,962.0850 |
0.382 |
3,919.8719 |
LOW |
3,783.2160 |
0.618 |
3,562.1339 |
1.000 |
3,425.4780 |
1.618 |
3,204.3959 |
2.618 |
2,846.6579 |
4.250 |
2,262.8295 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,080.5870 |
4,021.5965 |
PP |
4,021.3360 |
3,903.3550 |
S1 |
3,962.0850 |
3,785.1135 |
|