Trading Metrics calculated at close of trading on 14-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,097.0400 |
3,715.8940 |
-381.1460 |
-9.3% |
3,499.0180 |
High |
4,239.5830 |
4,173.5460 |
-66.0370 |
-1.6% |
4,370.7670 |
Low |
3,552.2290 |
3,619.8580 |
67.6290 |
1.9% |
3,434.8910 |
Close |
3,715.9900 |
3,990.7330 |
274.7430 |
7.4% |
3,990.7330 |
Range |
687.3540 |
553.6880 |
-133.6660 |
-19.4% |
935.8760 |
ATR |
317.8141 |
334.6622 |
16.8481 |
5.3% |
0.0000 |
Volume |
1,775,517 |
1,249,462 |
-526,055 |
-29.6% |
6,746,372 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,589.1097 |
5,343.6093 |
4,295.2614 |
|
R3 |
5,035.4217 |
4,789.9213 |
4,142.9972 |
|
R2 |
4,481.7337 |
4,481.7337 |
4,092.2425 |
|
R1 |
4,236.2333 |
4,236.2333 |
4,041.4877 |
4,358.9835 |
PP |
3,928.0457 |
3,928.0457 |
3,928.0457 |
3,989.4208 |
S1 |
3,682.5453 |
3,682.5453 |
3,939.9783 |
3,805.2955 |
S2 |
3,374.3577 |
3,374.3577 |
3,889.2235 |
|
S3 |
2,820.6697 |
3,128.8573 |
3,838.4688 |
|
S4 |
2,266.9817 |
2,575.1693 |
3,686.2046 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,739.7583 |
6,301.1217 |
4,505.4648 |
|
R3 |
5,803.8823 |
5,365.2457 |
4,248.0989 |
|
R2 |
4,868.0063 |
4,868.0063 |
4,162.3103 |
|
R1 |
4,429.3697 |
4,429.3697 |
4,076.5216 |
4,648.6880 |
PP |
3,932.1303 |
3,932.1303 |
3,932.1303 |
4,041.7895 |
S1 |
3,493.4937 |
3,493.4937 |
3,904.9444 |
3,712.8120 |
S2 |
2,996.2543 |
2,996.2543 |
3,819.1557 |
|
S3 |
2,060.3783 |
2,557.6177 |
3,733.3671 |
|
S4 |
1,124.5023 |
1,621.7417 |
3,476.0012 |
|
|
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 |
3,434.8910 |
935.8760 |
23.5% |
559.2034 |
14.0% |
59% |
False |
False |
1,349,274 |
10 |
4,370.7670 |
2,741.9760 |
1,628.7910 |
40.8% |
442.3448 |
11.1% |
77% |
False |
False |
1,185,818 |
20 |
4,370.7670 |
1,970.2110 |
2,400.5560 |
60.2% |
356.6706 |
8.9% |
84% |
False |
False |
1,090,869 |
40 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
70.7% |
243.8816 |
6.1% |
87% |
False |
False |
843,809 |
60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
77.1% |
221.8204 |
5.6% |
88% |
False |
False |
865,749 |
80 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
83.4% |
206.7358 |
5.2% |
89% |
False |
False |
945,018 |
100 |
4,370.7670 |
552.3810 |
3,818.3860 |
95.7% |
195.3489 |
4.9% |
90% |
False |
False |
1,076,217 |
120 |
4,370.7670 |
469.2790 |
3,901.4880 |
97.8% |
170.3679 |
4.3% |
90% |
False |
False |
1,033,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,526.7200 |
2.618 |
5,623.1012 |
1.618 |
5,069.4132 |
1.000 |
4,727.2340 |
0.618 |
4,515.7252 |
HIGH |
4,173.5460 |
0.618 |
3,962.0372 |
0.500 |
3,896.7020 |
0.382 |
3,831.3668 |
LOW |
3,619.8580 |
0.618 |
3,277.6788 |
1.000 |
3,066.1700 |
1.618 |
2,723.9908 |
2.618 |
2,170.3028 |
4.250 |
1,266.6840 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,959.3893 |
3,980.9880 |
PP |
3,928.0457 |
3,971.2430 |
S1 |
3,896.7020 |
3,961.4980 |
|