Trading Metrics calculated at close of trading on 14-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
Open |
1,816.2 |
1,826.4 |
10.2 |
0.6% |
1,835.4 |
High |
1,829.1 |
1,847.1 |
18.0 |
1.0% |
1,847.1 |
Low |
1,808.4 |
1,819.0 |
10.6 |
0.6% |
1,808.4 |
Close |
1,824.0 |
1,838.1 |
14.1 |
0.8% |
1,838.1 |
Range |
20.7 |
28.1 |
7.4 |
35.7% |
38.7 |
ATR |
24.5 |
24.8 |
0.3 |
1.0% |
0.0 |
Volume |
249,928 |
224,380 |
-25,548 |
-10.2% |
1,394,326 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.0 |
1,906.7 |
1,853.6 |
|
R3 |
1,890.9 |
1,878.6 |
1,845.8 |
|
R2 |
1,862.8 |
1,862.8 |
1,843.3 |
|
R1 |
1,850.5 |
1,850.5 |
1,840.7 |
1,856.7 |
PP |
1,834.7 |
1,834.7 |
1,834.7 |
1,837.8 |
S1 |
1,822.4 |
1,822.4 |
1,835.5 |
1,828.6 |
S2 |
1,806.6 |
1,806.6 |
1,832.9 |
|
S3 |
1,778.5 |
1,794.3 |
1,830.4 |
|
S4 |
1,750.4 |
1,766.2 |
1,822.6 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.3 |
1,931.4 |
1,859.4 |
|
R3 |
1,908.6 |
1,892.7 |
1,848.7 |
|
R2 |
1,869.9 |
1,869.9 |
1,845.2 |
|
R1 |
1,854.0 |
1,854.0 |
1,841.6 |
1,862.0 |
PP |
1,831.2 |
1,831.2 |
1,831.2 |
1,835.2 |
S1 |
1,815.3 |
1,815.3 |
1,834.6 |
1,823.3 |
S2 |
1,792.5 |
1,792.5 |
1,831.0 |
|
S3 |
1,753.8 |
1,776.6 |
1,827.5 |
|
S4 |
1,715.1 |
1,737.9 |
1,816.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,847.1 |
1,808.4 |
38.7 |
2.1% |
24.2 |
1.3% |
77% |
True |
False |
278,865 |
10 |
1,847.1 |
1,765.6 |
81.5 |
4.4% |
27.1 |
1.5% |
89% |
True |
False |
267,958 |
20 |
1,847.1 |
1,754.6 |
92.5 |
5.0% |
23.8 |
1.3% |
90% |
True |
False |
221,580 |
40 |
1,847.1 |
1,677.3 |
169.8 |
9.2% |
23.6 |
1.3% |
95% |
True |
False |
178,075 |
60 |
1,847.1 |
1,676.2 |
170.9 |
9.3% |
26.1 |
1.4% |
95% |
True |
False |
126,975 |
80 |
1,881.0 |
1,676.2 |
204.8 |
11.1% |
26.1 |
1.4% |
79% |
False |
False |
96,775 |
100 |
1,969.3 |
1,676.2 |
293.1 |
15.9% |
27.2 |
1.5% |
55% |
False |
False |
78,434 |
120 |
1,969.3 |
1,676.2 |
293.1 |
15.9% |
27.4 |
1.5% |
55% |
False |
False |
65,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,966.5 |
2.618 |
1,920.7 |
1.618 |
1,892.6 |
1.000 |
1,875.2 |
0.618 |
1,864.5 |
HIGH |
1,847.1 |
0.618 |
1,836.4 |
0.500 |
1,833.1 |
0.382 |
1,829.7 |
LOW |
1,819.0 |
0.618 |
1,801.6 |
1.000 |
1,790.9 |
1.618 |
1,773.5 |
2.618 |
1,745.4 |
4.250 |
1,699.6 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,836.4 |
1,834.7 |
PP |
1,834.7 |
1,831.2 |
S1 |
1,833.1 |
1,827.8 |
|