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 |
1,826.19 |
1,843.83 |
17.64 |
1.0% |
1,830.29 |
High |
1,843.57 |
1,868.03 |
24.46 |
1.3% |
1,843.79 |
Low |
1,820.71 |
1,838.68 |
17.97 |
1.0% |
1,809.85 |
Close |
1,843.18 |
1,866.38 |
23.20 |
1.3% |
1,843.18 |
Range |
22.86 |
29.35 |
6.49 |
28.4% |
33.94 |
ATR |
21.53 |
22.09 |
0.56 |
2.6% |
0.00 |
Volume |
6,491 |
6,140 |
-351 |
-5.4% |
31,698 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.75 |
1,935.41 |
1,882.52 |
|
R3 |
1,916.40 |
1,906.06 |
1,874.45 |
|
R2 |
1,887.05 |
1,887.05 |
1,871.76 |
|
R1 |
1,876.71 |
1,876.71 |
1,869.07 |
1,881.88 |
PP |
1,857.70 |
1,857.70 |
1,857.70 |
1,860.28 |
S1 |
1,847.36 |
1,847.36 |
1,863.69 |
1,852.53 |
S2 |
1,828.35 |
1,828.35 |
1,861.00 |
|
S3 |
1,799.00 |
1,818.01 |
1,858.31 |
|
S4 |
1,769.65 |
1,788.66 |
1,850.24 |
|
|
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 |
1,868.03 |
1,809.85 |
58.18 |
3.1% |
23.91 |
1.3% |
97% |
True |
False |
6,269 |
10 |
1,868.03 |
1,771.68 |
96.35 |
5.2% |
23.29 |
1.2% |
98% |
True |
False |
6,491 |
20 |
1,868.03 |
1,759.17 |
108.86 |
5.8% |
20.90 |
1.1% |
98% |
True |
False |
6,570 |
40 |
1,868.03 |
1,678.24 |
189.79 |
10.2% |
21.06 |
1.1% |
99% |
True |
False |
6,655 |
60 |
1,868.03 |
1,677.64 |
190.39 |
10.2% |
23.12 |
1.2% |
99% |
True |
False |
6,579 |
80 |
1,873.79 |
1,677.64 |
196.15 |
10.5% |
25.03 |
1.3% |
96% |
False |
False |
6,456 |
100 |
1,957.87 |
1,677.64 |
280.23 |
15.0% |
25.53 |
1.4% |
67% |
False |
False |
6,450 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.0% |
25.69 |
1.4% |
67% |
False |
False |
6,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.77 |
2.618 |
1,944.87 |
1.618 |
1,915.52 |
1.000 |
1,897.38 |
0.618 |
1,886.17 |
HIGH |
1,868.03 |
0.618 |
1,856.82 |
0.500 |
1,853.36 |
0.382 |
1,849.89 |
LOW |
1,838.68 |
0.618 |
1,820.54 |
1.000 |
1,809.33 |
1.618 |
1,791.19 |
2.618 |
1,761.84 |
4.250 |
1,713.94 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,862.04 |
1,857.23 |
PP |
1,857.70 |
1,848.09 |
S1 |
1,853.36 |
1,838.94 |
|