| Trading Metrics calculated at close of trading on 13-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,838.2 |
1,816.2 |
-22.0 |
-1.2% |
1,768.1 |
| High |
1,844.7 |
1,829.1 |
-15.6 |
-0.8% |
1,844.6 |
| Low |
1,813.0 |
1,808.4 |
-4.6 |
-0.3% |
1,765.6 |
| Close |
1,822.8 |
1,824.0 |
1.2 |
0.1% |
1,831.3 |
| Range |
31.7 |
20.7 |
-11.0 |
-34.7% |
79.0 |
| ATR |
24.8 |
24.5 |
-0.3 |
-1.2% |
0.0 |
| Volume |
339,207 |
249,928 |
-89,279 |
-26.3% |
1,285,263 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,882.6 |
1,874.0 |
1,835.4 |
|
| R3 |
1,861.9 |
1,853.3 |
1,829.7 |
|
| R2 |
1,841.2 |
1,841.2 |
1,827.8 |
|
| R1 |
1,832.6 |
1,832.6 |
1,825.9 |
1,836.9 |
| PP |
1,820.5 |
1,820.5 |
1,820.5 |
1,822.7 |
| S1 |
1,811.9 |
1,811.9 |
1,822.1 |
1,816.2 |
| S2 |
1,799.8 |
1,799.8 |
1,820.2 |
|
| S3 |
1,779.1 |
1,791.2 |
1,818.3 |
|
| S4 |
1,758.4 |
1,770.5 |
1,812.6 |
|
|
| 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 |
1,808.4 |
37.9 |
2.1% |
24.8 |
1.4% |
41% |
False |
True |
307,528 |
| 10 |
1,846.3 |
1,763.3 |
83.0 |
4.6% |
25.3 |
1.4% |
73% |
False |
False |
262,250 |
| 20 |
1,846.3 |
1,754.6 |
91.7 |
5.0% |
23.6 |
1.3% |
76% |
False |
False |
219,036 |
| 40 |
1,846.3 |
1,677.3 |
169.0 |
9.3% |
23.8 |
1.3% |
87% |
False |
False |
172,949 |
| 60 |
1,846.3 |
1,676.2 |
170.1 |
9.3% |
26.0 |
1.4% |
87% |
False |
False |
123,331 |
| 80 |
1,881.0 |
1,676.2 |
204.8 |
11.2% |
26.2 |
1.4% |
72% |
False |
False |
94,043 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
16.1% |
27.1 |
1.5% |
50% |
False |
False |
76,199 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
16.1% |
27.3 |
1.5% |
50% |
False |
False |
63,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,917.1 |
|
2.618 |
1,883.3 |
|
1.618 |
1,862.6 |
|
1.000 |
1,849.8 |
|
0.618 |
1,841.9 |
|
HIGH |
1,829.1 |
|
0.618 |
1,821.2 |
|
0.500 |
1,818.8 |
|
0.382 |
1,816.3 |
|
LOW |
1,808.4 |
|
0.618 |
1,795.6 |
|
1.000 |
1,787.7 |
|
1.618 |
1,774.9 |
|
2.618 |
1,754.2 |
|
4.250 |
1,720.4 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,822.3 |
1,826.6 |
| PP |
1,820.5 |
1,825.7 |
| S1 |
1,818.8 |
1,824.9 |
|