Trading Metrics calculated at close of trading on 17-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,715.8940 |
3,988.8950 |
273.0010 |
7.3% |
3,499.0180 |
High |
4,173.5460 |
4,131.2460 |
-42.3000 |
-1.0% |
4,370.7670 |
Low |
3,619.8580 |
3,134.4730 |
-485.3850 |
-13.4% |
3,434.8910 |
Close |
3,990.7330 |
3,440.4010 |
-550.3320 |
-13.8% |
3,990.7330 |
Range |
553.6880 |
996.7730 |
443.0850 |
80.0% |
935.8760 |
ATR |
334.6622 |
381.9559 |
47.2936 |
14.1% |
0.0000 |
Volume |
1,249,462 |
1,489,016 |
239,554 |
19.2% |
6,746,372 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,559.0257 |
5,996.4863 |
3,988.6262 |
|
R3 |
5,562.2527 |
4,999.7133 |
3,714.5136 |
|
R2 |
4,565.4797 |
4,565.4797 |
3,623.1427 |
|
R1 |
4,002.9403 |
4,002.9403 |
3,531.7719 |
3,785.8235 |
PP |
3,568.7067 |
3,568.7067 |
3,568.7067 |
3,460.1483 |
S1 |
3,006.1673 |
3,006.1673 |
3,349.0301 |
2,789.0505 |
S2 |
2,571.9337 |
2,571.9337 |
3,257.6593 |
|
S3 |
1,575.1607 |
2,009.3943 |
3,166.2884 |
|
S4 |
578.3877 |
1,012.6213 |
2,892.1759 |
|
|
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 |
3,134.4730 |
1,236.2940 |
35.9% |
604.3630 |
17.6% |
25% |
False |
True |
1,401,204 |
10 |
4,370.7670 |
3,134.4730 |
1,236.2940 |
35.9% |
482.3556 |
14.0% |
25% |
False |
True |
1,228,646 |
20 |
4,370.7670 |
2,056.3020 |
2,314.4650 |
67.3% |
380.2567 |
11.1% |
60% |
False |
False |
1,119,466 |
40 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
82.0% |
266.1905 |
7.7% |
67% |
False |
False |
868,839 |
60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
89.4% |
237.0738 |
6.9% |
70% |
False |
False |
877,312 |
80 |
4,370.7670 |
1,043.7570 |
3,327.0100 |
96.7% |
216.3988 |
6.3% |
72% |
False |
False |
940,583 |
100 |
4,370.7670 |
552.3810 |
3,818.3860 |
111.0% |
204.5980 |
5.9% |
76% |
False |
False |
1,081,230 |
120 |
4,370.7670 |
495.2350 |
3,875.5320 |
112.6% |
178.2986 |
5.2% |
76% |
False |
False |
1,037,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,367.5313 |
2.618 |
6,740.7977 |
1.618 |
5,744.0247 |
1.000 |
5,128.0190 |
0.618 |
4,747.2517 |
HIGH |
4,131.2460 |
0.618 |
3,750.4787 |
0.500 |
3,632.8595 |
0.382 |
3,515.2403 |
LOW |
3,134.4730 |
0.618 |
2,518.4673 |
1.000 |
2,137.7000 |
1.618 |
1,521.6943 |
2.618 |
524.9213 |
4.250 |
-1,101.8123 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,632.8595 |
3,687.0280 |
PP |
3,568.7067 |
3,604.8190 |
S1 |
3,504.5538 |
3,522.6100 |
|