| 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 |
1,835.4 |
1,836.2 |
0.8 |
0.0% |
1,768.1 |
| High |
1,846.3 |
1,842.5 |
-3.8 |
-0.2% |
1,844.6 |
| Low |
1,830.5 |
1,817.8 |
-12.7 |
-0.7% |
1,765.6 |
| Close |
1,837.6 |
1,836.1 |
-1.5 |
-0.1% |
1,831.3 |
| Range |
15.8 |
24.7 |
8.9 |
56.3% |
79.0 |
| ATR |
24.3 |
24.3 |
0.0 |
0.1% |
0.0 |
| Volume |
269,707 |
311,104 |
41,397 |
15.3% |
1,285,263 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,906.2 |
1,895.9 |
1,849.7 |
|
| R3 |
1,881.5 |
1,871.2 |
1,842.9 |
|
| R2 |
1,856.8 |
1,856.8 |
1,840.6 |
|
| R1 |
1,846.5 |
1,846.5 |
1,838.4 |
1,839.3 |
| PP |
1,832.1 |
1,832.1 |
1,832.1 |
1,828.6 |
| S1 |
1,821.8 |
1,821.8 |
1,833.8 |
1,814.6 |
| S2 |
1,807.4 |
1,807.4 |
1,831.6 |
|
| S3 |
1,782.7 |
1,797.1 |
1,829.3 |
|
| S4 |
1,758.0 |
1,772.4 |
1,822.5 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.8 |
2,020.1 |
1,874.8 |
|
| R3 |
1,971.8 |
1,941.1 |
1,853.0 |
|
| R2 |
1,892.8 |
1,892.8 |
1,845.8 |
|
| R1 |
1,862.1 |
1,862.1 |
1,838.5 |
1,877.5 |
| PP |
1,813.8 |
1,813.8 |
1,813.8 |
1,821.5 |
| S1 |
1,783.1 |
1,783.1 |
1,824.1 |
1,798.5 |
| S2 |
1,734.8 |
1,734.8 |
1,816.8 |
|
| S3 |
1,655.8 |
1,704.1 |
1,809.6 |
|
| S4 |
1,576.8 |
1,625.1 |
1,787.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,846.3 |
1,769.3 |
77.0 |
4.2% |
25.5 |
1.4% |
87% |
False |
False |
282,989 |
| 10 |
1,846.3 |
1,754.6 |
91.7 |
5.0% |
25.7 |
1.4% |
89% |
False |
False |
246,346 |
| 20 |
1,846.3 |
1,732.3 |
114.0 |
6.2% |
23.7 |
1.3% |
91% |
False |
False |
206,750 |
| 40 |
1,846.3 |
1,677.3 |
169.0 |
9.2% |
23.6 |
1.3% |
94% |
False |
False |
159,028 |
| 60 |
1,846.3 |
1,676.2 |
170.1 |
9.3% |
26.2 |
1.4% |
94% |
False |
False |
113,754 |
| 80 |
1,881.0 |
1,676.2 |
204.8 |
11.2% |
26.5 |
1.4% |
78% |
False |
False |
86,824 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
16.0% |
27.1 |
1.5% |
55% |
False |
False |
70,355 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
16.0% |
27.2 |
1.5% |
55% |
False |
False |
59,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,947.5 |
|
2.618 |
1,907.2 |
|
1.618 |
1,882.5 |
|
1.000 |
1,867.2 |
|
0.618 |
1,857.8 |
|
HIGH |
1,842.5 |
|
0.618 |
1,833.1 |
|
0.500 |
1,830.2 |
|
0.382 |
1,827.2 |
|
LOW |
1,817.8 |
|
0.618 |
1,802.5 |
|
1.000 |
1,793.1 |
|
1.618 |
1,777.8 |
|
2.618 |
1,753.1 |
|
4.250 |
1,712.8 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,834.1 |
1,834.0 |
| PP |
1,832.1 |
1,831.9 |
| S1 |
1,830.2 |
1,829.9 |
|