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 |
1,835.38 |
1,837.00 |
1.62 |
0.1% |
1,768.26 |
High |
1,841.18 |
1,841.34 |
0.16 |
0.0% |
1,840.71 |
Low |
1,819.17 |
1,813.62 |
-5.55 |
-0.3% |
1,766.45 |
Close |
1,836.93 |
1,815.12 |
-21.81 |
-1.2% |
1,830.70 |
Range |
22.01 |
27.72 |
5.71 |
25.9% |
74.26 |
ATR |
21.26 |
21.72 |
0.46 |
2.2% |
0.00 |
Volume |
6,284 |
6,303 |
19 |
0.3% |
33,721 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.52 |
1,888.54 |
1,830.37 |
|
R3 |
1,878.80 |
1,860.82 |
1,822.74 |
|
R2 |
1,851.08 |
1,851.08 |
1,820.20 |
|
R1 |
1,833.10 |
1,833.10 |
1,817.66 |
1,828.23 |
PP |
1,823.36 |
1,823.36 |
1,823.36 |
1,820.93 |
S1 |
1,805.38 |
1,805.38 |
1,812.58 |
1,800.51 |
S2 |
1,795.64 |
1,795.64 |
1,810.04 |
|
S3 |
1,767.92 |
1,777.66 |
1,807.50 |
|
S4 |
1,740.20 |
1,749.94 |
1,799.87 |
|
|
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 |
1,782.75 |
61.04 |
3.4% |
24.82 |
1.4% |
53% |
False |
False |
6,501 |
10 |
1,843.79 |
1,759.17 |
84.62 |
4.7% |
23.09 |
1.3% |
66% |
False |
False |
6,578 |
20 |
1,843.79 |
1,735.06 |
108.73 |
6.0% |
21.26 |
1.2% |
74% |
False |
False |
6,641 |
40 |
1,843.79 |
1,678.24 |
165.55 |
9.1% |
21.18 |
1.2% |
83% |
False |
False |
6,665 |
60 |
1,843.79 |
1,677.64 |
166.15 |
9.2% |
23.07 |
1.3% |
83% |
False |
False |
6,581 |
80 |
1,874.27 |
1,677.64 |
196.63 |
10.8% |
24.91 |
1.4% |
70% |
False |
False |
6,477 |
100 |
1,957.87 |
1,677.64 |
280.23 |
15.4% |
25.63 |
1.4% |
49% |
False |
False |
6,470 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.4% |
25.57 |
1.4% |
49% |
False |
False |
6,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.15 |
2.618 |
1,913.91 |
1.618 |
1,886.19 |
1.000 |
1,869.06 |
0.618 |
1,858.47 |
HIGH |
1,841.34 |
0.618 |
1,830.75 |
0.500 |
1,827.48 |
0.382 |
1,824.21 |
LOW |
1,813.62 |
0.618 |
1,796.49 |
1.000 |
1,785.90 |
1.618 |
1,768.77 |
2.618 |
1,741.05 |
4.250 |
1,695.81 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,827.48 |
1,828.71 |
PP |
1,823.36 |
1,824.18 |
S1 |
1,819.24 |
1,819.65 |
|