Trading Metrics calculated at close of trading on 10-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,987.0 |
4,027.0 |
40.0 |
1.0% |
3,949.0 |
High |
4,021.0 |
4,036.0 |
15.0 |
0.4% |
4,021.0 |
Low |
3,984.0 |
3,982.0 |
-2.0 |
-0.1% |
3,882.0 |
Close |
4,010.0 |
4,011.0 |
1.0 |
0.0% |
4,010.0 |
Range |
37.0 |
54.0 |
17.0 |
45.9% |
139.0 |
ATR |
49.8 |
50.1 |
0.3 |
0.6% |
0.0 |
Volume |
818,249 |
579,602 |
-238,647 |
-29.2% |
4,117,223 |
|
Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,171.7 |
4,145.3 |
4,040.7 |
|
R3 |
4,117.7 |
4,091.3 |
4,025.9 |
|
R2 |
4,063.7 |
4,063.7 |
4,020.9 |
|
R1 |
4,037.3 |
4,037.3 |
4,016.0 |
4,023.5 |
PP |
4,009.7 |
4,009.7 |
4,009.7 |
4,002.8 |
S1 |
3,983.3 |
3,983.3 |
4,006.1 |
3,969.5 |
S2 |
3,955.7 |
3,955.7 |
4,001.1 |
|
S3 |
3,901.7 |
3,929.3 |
3,996.2 |
|
S4 |
3,847.7 |
3,875.3 |
3,981.3 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,388.0 |
4,338.0 |
4,086.5 |
|
R3 |
4,249.0 |
4,199.0 |
4,048.2 |
|
R2 |
4,110.0 |
4,110.0 |
4,035.5 |
|
R1 |
4,060.0 |
4,060.0 |
4,022.7 |
4,085.0 |
PP |
3,971.0 |
3,971.0 |
3,971.0 |
3,983.5 |
S1 |
3,921.0 |
3,921.0 |
3,997.3 |
3,946.0 |
S2 |
3,832.0 |
3,832.0 |
3,984.5 |
|
S3 |
3,693.0 |
3,782.0 |
3,971.8 |
|
S4 |
3,554.0 |
3,643.0 |
3,933.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,036.0 |
3,882.0 |
154.0 |
3.8% |
63.0 |
1.6% |
84% |
True |
False |
828,559 |
10 |
4,036.0 |
3,882.0 |
154.0 |
3.8% |
50.9 |
1.3% |
84% |
True |
False |
770,844 |
20 |
4,036.0 |
3,882.0 |
154.0 |
3.8% |
46.5 |
1.2% |
84% |
True |
False |
720,527 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.7% |
41.6 |
1.0% |
92% |
True |
False |
766,166 |
60 |
4,036.0 |
3,559.0 |
477.0 |
11.9% |
44.6 |
1.1% |
95% |
True |
False |
521,501 |
80 |
4,036.0 |
3,360.0 |
676.0 |
16.9% |
46.1 |
1.1% |
96% |
True |
False |
392,900 |
100 |
4,036.0 |
3,335.0 |
701.0 |
17.5% |
44.2 |
1.1% |
96% |
True |
False |
314,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,265.5 |
2.618 |
4,177.4 |
1.618 |
4,123.4 |
1.000 |
4,090.0 |
0.618 |
4,069.4 |
HIGH |
4,036.0 |
0.618 |
4,015.4 |
0.500 |
4,009.0 |
0.382 |
4,002.6 |
LOW |
3,982.0 |
0.618 |
3,948.6 |
1.000 |
3,928.0 |
1.618 |
3,894.6 |
2.618 |
3,840.6 |
4.250 |
3,752.5 |
|
|
Fisher Pivots for day following 10-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,010.3 |
4,004.8 |
PP |
4,009.7 |
3,998.7 |
S1 |
4,009.0 |
3,992.5 |
|