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 |
3,896.1860 |
4,139.8520 |
243.6660 |
6.3% |
2,762.9060 |
High |
4,140.9540 |
4,370.7670 |
229.8130 |
5.5% |
3,604.5930 |
Low |
3,783.2160 |
3,944.5050 |
161.2890 |
4.3% |
2,741.9760 |
Close |
4,139.8380 |
4,098.7810 |
-41.0570 |
-1.0% |
3,499.0180 |
Range |
357.7380 |
426.2620 |
68.5240 |
19.2% |
862.6170 |
ATR |
278.8592 |
289.3879 |
10.5288 |
3.8% |
0.0000 |
Volume |
1,053,113 |
1,438,913 |
385,800 |
36.6% |
5,111,809 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,416.8037 |
5,184.0543 |
4,333.2251 |
|
R3 |
4,990.5417 |
4,757.7923 |
4,216.0031 |
|
R2 |
4,564.2797 |
4,564.2797 |
4,176.9290 |
|
R1 |
4,331.5303 |
4,331.5303 |
4,137.8550 |
4,234.7740 |
PP |
4,138.0177 |
4,138.0177 |
4,138.0177 |
4,089.6395 |
S1 |
3,905.2683 |
3,905.2683 |
4,059.7070 |
3,808.5120 |
S2 |
3,711.7557 |
3,711.7557 |
4,020.6330 |
|
S3 |
3,285.4937 |
3,479.0063 |
3,981.5590 |
|
S4 |
2,859.2317 |
3,052.7443 |
3,864.3369 |
|
|
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 |
4,370.7670 |
3,364.3610 |
1,006.4060 |
24.6% |
400.0450 |
9.8% |
73% |
True |
False |
1,064,443 |
10 |
4,370.7670 |
2,672.7700 |
1,697.9970 |
41.4% |
340.5567 |
8.3% |
84% |
True |
False |
1,031,529 |
20 |
4,370.7670 |
1,970.2110 |
2,400.5560 |
58.6% |
312.6630 |
7.6% |
89% |
True |
False |
1,012,005 |
40 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
68.8% |
217.3538 |
5.3% |
90% |
True |
False |
800,850 |
60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
75.0% |
205.0946 |
5.0% |
91% |
True |
False |
838,760 |
80 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
81.2% |
196.1274 |
4.8% |
92% |
True |
False |
950,040 |
100 |
4,370.7670 |
552.3810 |
3,818.3860 |
93.2% |
183.7526 |
4.5% |
93% |
True |
False |
1,067,424 |
120 |
4,370.7670 |
460.9000 |
3,909.8670 |
95.4% |
160.4357 |
3.9% |
93% |
True |
False |
1,021,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,182.3805 |
2.618 |
5,486.7209 |
1.618 |
5,060.4589 |
1.000 |
4,797.0290 |
0.618 |
4,634.1969 |
HIGH |
4,370.7670 |
0.618 |
4,207.9349 |
0.500 |
4,157.6360 |
0.382 |
4,107.3371 |
LOW |
3,944.5050 |
0.618 |
3,681.0751 |
1.000 |
3,518.2430 |
1.618 |
3,254.8131 |
2.618 |
2,828.5511 |
4.250 |
2,132.8915 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,157.6360 |
4,033.4637 |
PP |
4,138.0177 |
3,968.1463 |
S1 |
4,118.3993 |
3,902.8290 |
|