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 |
1,830.29 |
1,835.38 |
5.09 |
0.3% |
1,768.26 |
High |
1,843.79 |
1,841.18 |
-2.61 |
-0.1% |
1,840.71 |
Low |
1,830.29 |
1,819.17 |
-11.12 |
-0.6% |
1,766.45 |
Close |
1,835.44 |
1,836.93 |
1.49 |
0.1% |
1,830.70 |
Range |
13.50 |
22.01 |
8.51 |
63.0% |
74.26 |
ATR |
21.20 |
21.26 |
0.06 |
0.3% |
0.00 |
Volume |
6,489 |
6,284 |
-205 |
-3.2% |
33,721 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.46 |
1,889.70 |
1,849.04 |
|
R3 |
1,876.45 |
1,867.69 |
1,842.98 |
|
R2 |
1,854.44 |
1,854.44 |
1,840.97 |
|
R1 |
1,845.68 |
1,845.68 |
1,838.95 |
1,850.06 |
PP |
1,832.43 |
1,832.43 |
1,832.43 |
1,834.62 |
S1 |
1,823.67 |
1,823.67 |
1,834.91 |
1,828.05 |
S2 |
1,810.42 |
1,810.42 |
1,832.89 |
|
S3 |
1,788.41 |
1,801.66 |
1,830.88 |
|
S4 |
1,766.40 |
1,779.65 |
1,824.82 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.40 |
2,007.31 |
1,871.54 |
|
R3 |
1,961.14 |
1,933.05 |
1,851.12 |
|
R2 |
1,886.88 |
1,886.88 |
1,844.31 |
|
R1 |
1,858.79 |
1,858.79 |
1,837.51 |
1,872.84 |
PP |
1,812.62 |
1,812.62 |
1,812.62 |
1,819.64 |
S1 |
1,784.53 |
1,784.53 |
1,823.89 |
1,798.58 |
S2 |
1,738.36 |
1,738.36 |
1,817.09 |
|
S3 |
1,664.10 |
1,710.27 |
1,810.28 |
|
S4 |
1,589.84 |
1,636.01 |
1,789.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,843.79 |
1,771.68 |
72.11 |
3.9% |
22.47 |
1.2% |
90% |
False |
False |
6,610 |
10 |
1,843.79 |
1,759.17 |
84.62 |
4.6% |
22.03 |
1.2% |
92% |
False |
False |
6,626 |
20 |
1,843.79 |
1,733.54 |
110.25 |
6.0% |
20.60 |
1.1% |
94% |
False |
False |
6,665 |
40 |
1,843.79 |
1,678.24 |
165.55 |
9.0% |
20.80 |
1.1% |
96% |
False |
False |
6,674 |
60 |
1,843.79 |
1,677.64 |
166.15 |
9.0% |
23.20 |
1.3% |
96% |
False |
False |
6,585 |
80 |
1,874.27 |
1,677.64 |
196.63 |
10.7% |
24.97 |
1.4% |
81% |
False |
False |
6,481 |
100 |
1,957.87 |
1,677.64 |
280.23 |
15.3% |
25.54 |
1.4% |
57% |
False |
False |
6,476 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.3% |
25.43 |
1.4% |
57% |
False |
False |
6,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.72 |
2.618 |
1,898.80 |
1.618 |
1,876.79 |
1.000 |
1,863.19 |
0.618 |
1,854.78 |
HIGH |
1,841.18 |
0.618 |
1,832.77 |
0.500 |
1,830.18 |
0.382 |
1,827.58 |
LOW |
1,819.17 |
0.618 |
1,805.57 |
1.000 |
1,797.16 |
1.618 |
1,783.56 |
2.618 |
1,761.55 |
4.250 |
1,725.63 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,834.68 |
1,834.12 |
PP |
1,832.43 |
1,831.31 |
S1 |
1,830.18 |
1,828.51 |
|