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 |
1,815.09 |
1,826.19 |
11.10 |
0.6% |
1,830.29 |
High |
1,827.48 |
1,843.57 |
16.09 |
0.9% |
1,843.79 |
Low |
1,809.85 |
1,820.71 |
10.86 |
0.6% |
1,809.85 |
Close |
1,826.34 |
1,843.18 |
16.84 |
0.9% |
1,843.18 |
Range |
17.63 |
22.86 |
5.23 |
29.7% |
33.94 |
ATR |
21.43 |
21.53 |
0.10 |
0.5% |
0.00 |
Volume |
6,131 |
6,491 |
360 |
5.9% |
31,698 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,904.40 |
1,896.65 |
1,855.75 |
|
R3 |
1,881.54 |
1,873.79 |
1,849.47 |
|
R2 |
1,858.68 |
1,858.68 |
1,847.37 |
|
R1 |
1,850.93 |
1,850.93 |
1,845.28 |
1,854.81 |
PP |
1,835.82 |
1,835.82 |
1,835.82 |
1,837.76 |
S1 |
1,828.07 |
1,828.07 |
1,841.08 |
1,831.95 |
S2 |
1,812.96 |
1,812.96 |
1,838.99 |
|
S3 |
1,790.10 |
1,805.21 |
1,836.89 |
|
S4 |
1,767.24 |
1,782.35 |
1,830.61 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.09 |
1,922.58 |
1,861.85 |
|
R3 |
1,900.15 |
1,888.64 |
1,852.51 |
|
R2 |
1,866.21 |
1,866.21 |
1,849.40 |
|
R1 |
1,854.70 |
1,854.70 |
1,846.29 |
1,860.46 |
PP |
1,832.27 |
1,832.27 |
1,832.27 |
1,835.15 |
S1 |
1,820.76 |
1,820.76 |
1,840.07 |
1,826.52 |
S2 |
1,798.33 |
1,798.33 |
1,836.96 |
|
S3 |
1,764.39 |
1,786.82 |
1,833.85 |
|
S4 |
1,730.45 |
1,752.88 |
1,824.51 |
|
|
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 |
1,809.85 |
33.94 |
1.8% |
20.74 |
1.1% |
98% |
False |
False |
6,339 |
10 |
1,843.79 |
1,766.45 |
77.34 |
4.2% |
23.34 |
1.3% |
99% |
False |
False |
6,541 |
20 |
1,843.79 |
1,759.17 |
84.62 |
4.6% |
20.46 |
1.1% |
99% |
False |
False |
6,583 |
40 |
1,843.79 |
1,678.24 |
165.55 |
9.0% |
20.74 |
1.1% |
100% |
False |
False |
6,657 |
60 |
1,843.79 |
1,677.64 |
166.15 |
9.0% |
23.05 |
1.3% |
100% |
False |
False |
6,582 |
80 |
1,874.27 |
1,677.64 |
196.63 |
10.7% |
24.84 |
1.3% |
84% |
False |
False |
6,464 |
100 |
1,957.87 |
1,677.64 |
280.23 |
15.2% |
25.61 |
1.4% |
59% |
False |
False |
6,456 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.2% |
25.60 |
1.4% |
59% |
False |
False |
6,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,940.73 |
2.618 |
1,903.42 |
1.618 |
1,880.56 |
1.000 |
1,866.43 |
0.618 |
1,857.70 |
HIGH |
1,843.57 |
0.618 |
1,834.84 |
0.500 |
1,832.14 |
0.382 |
1,829.44 |
LOW |
1,820.71 |
0.618 |
1,806.58 |
1.000 |
1,797.85 |
1.618 |
1,783.72 |
2.618 |
1,760.86 |
4.250 |
1,723.56 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,839.50 |
1,837.69 |
PP |
1,835.82 |
1,832.20 |
S1 |
1,832.14 |
1,826.71 |
|