Trading Metrics calculated at close of trading on 13-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,139.8520 |
4,097.0400 |
-42.8120 |
-1.0% |
2,762.9060 |
High |
4,370.7670 |
4,239.5830 |
-131.1840 |
-3.0% |
3,604.5930 |
Low |
3,944.5050 |
3,552.2290 |
-392.2760 |
-9.9% |
2,741.9760 |
Close |
4,098.7810 |
3,715.9900 |
-382.7910 |
-9.3% |
3,499.0180 |
Range |
426.2620 |
687.3540 |
261.0920 |
61.3% |
862.6170 |
ATR |
289.3879 |
317.8141 |
28.4261 |
9.8% |
0.0000 |
Volume |
1,438,913 |
1,775,517 |
336,604 |
23.4% |
5,111,809 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,897.9960 |
5,494.3470 |
4,094.0347 |
|
R3 |
5,210.6420 |
4,806.9930 |
3,905.0124 |
|
R2 |
4,523.2880 |
4,523.2880 |
3,842.0049 |
|
R1 |
4,119.6390 |
4,119.6390 |
3,778.9975 |
3,977.7865 |
PP |
3,835.9340 |
3,835.9340 |
3,835.9340 |
3,765.0078 |
S1 |
3,432.2850 |
3,432.2850 |
3,652.9826 |
3,290.4325 |
S2 |
3,148.5800 |
3,148.5800 |
3,589.9751 |
|
S3 |
2,461.2260 |
2,744.9310 |
3,526.9677 |
|
S4 |
1,773.8720 |
2,057.5770 |
3,337.9453 |
|
|
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 |
27.1% |
493.5688 |
13.3% |
35% |
False |
False |
1,240,737 |
10 |
4,370.7670 |
2,701.1190 |
1,669.6480 |
44.9% |
396.6649 |
10.7% |
61% |
False |
False |
1,123,255 |
20 |
4,370.7670 |
1,970.2110 |
2,400.5560 |
64.6% |
340.4428 |
9.2% |
73% |
False |
False |
1,068,418 |
40 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
75.9% |
232.2335 |
6.2% |
77% |
False |
False |
827,848 |
60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
82.8% |
214.5551 |
5.8% |
79% |
False |
False |
857,136 |
80 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
89.5% |
202.1722 |
5.4% |
80% |
False |
False |
949,638 |
100 |
4,370.7670 |
552.3810 |
3,818.3860 |
102.8% |
190.1462 |
5.1% |
83% |
False |
False |
1,071,516 |
120 |
4,370.7670 |
465.4040 |
3,905.3630 |
105.1% |
165.8812 |
4.5% |
83% |
False |
False |
1,026,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,160.8375 |
2.618 |
6,039.0758 |
1.618 |
5,351.7218 |
1.000 |
4,926.9370 |
0.618 |
4,664.3678 |
HIGH |
4,239.5830 |
0.618 |
3,977.0138 |
0.500 |
3,895.9060 |
0.382 |
3,814.7982 |
LOW |
3,552.2290 |
0.618 |
3,127.4442 |
1.000 |
2,864.8750 |
1.618 |
2,440.0902 |
2.618 |
1,752.7362 |
4.250 |
630.9745 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,895.9060 |
3,961.4980 |
PP |
3,835.9340 |
3,879.6620 |
S1 |
3,775.9620 |
3,797.8260 |
|