| 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 |
1,836.2 |
1,838.2 |
2.0 |
0.1% |
1,768.1 |
| High |
1,842.5 |
1,844.7 |
2.2 |
0.1% |
1,844.6 |
| Low |
1,817.8 |
1,813.0 |
-4.8 |
-0.3% |
1,765.6 |
| Close |
1,836.1 |
1,822.8 |
-13.3 |
-0.7% |
1,831.3 |
| Range |
24.7 |
31.7 |
7.0 |
28.3% |
79.0 |
| ATR |
24.3 |
24.8 |
0.5 |
2.2% |
0.0 |
| Volume |
311,104 |
339,207 |
28,103 |
9.0% |
1,285,263 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,921.9 |
1,904.1 |
1,840.2 |
|
| R3 |
1,890.2 |
1,872.4 |
1,831.5 |
|
| R2 |
1,858.5 |
1,858.5 |
1,828.6 |
|
| R1 |
1,840.7 |
1,840.7 |
1,825.7 |
1,833.8 |
| PP |
1,826.8 |
1,826.8 |
1,826.8 |
1,823.4 |
| S1 |
1,809.0 |
1,809.0 |
1,819.9 |
1,802.1 |
| S2 |
1,795.1 |
1,795.1 |
1,817.0 |
|
| S3 |
1,763.4 |
1,777.3 |
1,814.1 |
|
| S4 |
1,731.7 |
1,745.6 |
1,805.4 |
|
|
| 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 |
1,781.8 |
64.5 |
3.5% |
28.0 |
1.5% |
64% |
False |
False |
315,068 |
| 10 |
1,846.3 |
1,754.6 |
91.7 |
5.0% |
26.8 |
1.5% |
74% |
False |
False |
260,409 |
| 20 |
1,846.3 |
1,734.4 |
111.9 |
6.1% |
24.4 |
1.3% |
79% |
False |
False |
216,447 |
| 40 |
1,846.3 |
1,677.3 |
169.0 |
9.3% |
24.0 |
1.3% |
86% |
False |
False |
167,092 |
| 60 |
1,846.3 |
1,676.2 |
170.1 |
9.3% |
26.1 |
1.4% |
86% |
False |
False |
119,301 |
| 80 |
1,881.0 |
1,676.2 |
204.8 |
11.2% |
26.5 |
1.5% |
72% |
False |
False |
91,003 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
16.1% |
27.2 |
1.5% |
50% |
False |
False |
73,723 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
16.1% |
27.3 |
1.5% |
50% |
False |
False |
61,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,979.4 |
|
2.618 |
1,927.7 |
|
1.618 |
1,896.0 |
|
1.000 |
1,876.4 |
|
0.618 |
1,864.3 |
|
HIGH |
1,844.7 |
|
0.618 |
1,832.6 |
|
0.500 |
1,828.9 |
|
0.382 |
1,825.1 |
|
LOW |
1,813.0 |
|
0.618 |
1,793.4 |
|
1.000 |
1,781.3 |
|
1.618 |
1,761.7 |
|
2.618 |
1,730.0 |
|
4.250 |
1,678.3 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,828.9 |
1,829.7 |
| PP |
1,826.8 |
1,827.4 |
| S1 |
1,824.8 |
1,825.1 |
|