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 |
108.777 |
108.610 |
-0.167 |
-0.2% |
109.260 |
High |
108.979 |
109.704 |
0.725 |
0.7% |
109.695 |
Low |
108.352 |
108.563 |
0.211 |
0.2% |
108.339 |
Close |
108.610 |
109.676 |
1.066 |
1.0% |
108.559 |
Range |
0.627 |
1.141 |
0.514 |
82.0% |
1.356 |
ATR |
0.594 |
0.633 |
0.039 |
6.6% |
0.000 |
Volume |
154,010 |
168,496 |
14,486 |
9.4% |
673,549 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.737 |
112.348 |
110.304 |
|
R3 |
111.596 |
111.207 |
109.990 |
|
R2 |
110.455 |
110.455 |
109.885 |
|
R1 |
110.066 |
110.066 |
109.781 |
110.261 |
PP |
109.314 |
109.314 |
109.314 |
109.412 |
S1 |
108.925 |
108.925 |
109.571 |
109.120 |
S2 |
108.173 |
108.173 |
109.467 |
|
S3 |
107.032 |
107.784 |
109.362 |
|
S4 |
105.891 |
106.643 |
109.048 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.932 |
112.102 |
109.305 |
|
R3 |
111.576 |
110.746 |
108.932 |
|
R2 |
110.220 |
110.220 |
108.808 |
|
R1 |
109.390 |
109.390 |
108.683 |
109.127 |
PP |
108.864 |
108.864 |
108.864 |
108.733 |
S1 |
108.034 |
108.034 |
108.435 |
107.771 |
S2 |
107.508 |
107.508 |
108.310 |
|
S3 |
106.152 |
106.678 |
108.186 |
|
S4 |
104.796 |
105.322 |
107.813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109.704 |
108.339 |
1.365 |
1.2% |
0.745 |
0.7% |
98% |
True |
False |
154,802 |
10 |
109.704 |
108.339 |
1.365 |
1.2% |
0.674 |
0.6% |
98% |
True |
False |
140,136 |
20 |
109.704 |
107.478 |
2.226 |
2.0% |
0.604 |
0.6% |
99% |
True |
False |
134,825 |
40 |
110.963 |
107.478 |
3.485 |
3.2% |
0.597 |
0.5% |
63% |
False |
False |
140,072 |
60 |
110.963 |
104.921 |
6.042 |
5.5% |
0.602 |
0.5% |
79% |
False |
False |
138,943 |
80 |
110.963 |
103.327 |
7.636 |
7.0% |
0.567 |
0.5% |
83% |
False |
False |
132,447 |
100 |
110.963 |
102.594 |
8.369 |
7.6% |
0.558 |
0.5% |
85% |
False |
False |
132,024 |
120 |
110.963 |
102.594 |
8.369 |
7.6% |
0.548 |
0.5% |
85% |
False |
False |
132,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114.553 |
2.618 |
112.691 |
1.618 |
111.550 |
1.000 |
110.845 |
0.618 |
110.409 |
HIGH |
109.704 |
0.618 |
109.268 |
0.500 |
109.134 |
0.382 |
108.999 |
LOW |
108.563 |
0.618 |
107.858 |
1.000 |
107.422 |
1.618 |
106.717 |
2.618 |
105.576 |
4.250 |
103.714 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
109.495 |
109.460 |
PP |
109.314 |
109.244 |
S1 |
109.134 |
109.028 |
|