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 |
4,027.0 |
3,984.0 |
-43.0 |
-1.1% |
3,949.0 |
High |
4,036.0 |
3,984.0 |
-52.0 |
-1.3% |
4,021.0 |
Low |
3,982.0 |
3,901.0 |
-81.0 |
-2.0% |
3,882.0 |
Close |
4,011.0 |
3,922.0 |
-89.0 |
-2.2% |
4,010.0 |
Range |
54.0 |
83.0 |
29.0 |
53.7% |
139.0 |
ATR |
50.1 |
54.3 |
4.3 |
8.5% |
0.0 |
Volume |
579,602 |
1,198,451 |
618,849 |
106.8% |
4,117,223 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,184.7 |
4,136.3 |
3,967.7 |
|
R3 |
4,101.7 |
4,053.3 |
3,944.8 |
|
R2 |
4,018.7 |
4,018.7 |
3,937.2 |
|
R1 |
3,970.3 |
3,970.3 |
3,929.6 |
3,953.0 |
PP |
3,935.7 |
3,935.7 |
3,935.7 |
3,927.0 |
S1 |
3,887.3 |
3,887.3 |
3,914.4 |
3,870.0 |
S2 |
3,852.7 |
3,852.7 |
3,906.8 |
|
S3 |
3,769.7 |
3,804.3 |
3,899.2 |
|
S4 |
3,686.7 |
3,721.3 |
3,876.4 |
|
|
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 |
3,901.0 |
135.0 |
3.4% |
59.0 |
1.5% |
16% |
False |
True |
845,703 |
10 |
4,036.0 |
3,882.0 |
154.0 |
3.9% |
56.7 |
1.4% |
26% |
False |
False |
826,832 |
20 |
4,036.0 |
3,882.0 |
154.0 |
3.9% |
49.2 |
1.3% |
26% |
False |
False |
745,806 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.9% |
42.9 |
1.1% |
63% |
False |
False |
785,461 |
60 |
4,036.0 |
3,559.0 |
477.0 |
12.2% |
45.4 |
1.2% |
76% |
False |
False |
541,375 |
80 |
4,036.0 |
3,360.0 |
676.0 |
17.2% |
46.5 |
1.2% |
83% |
False |
False |
407,803 |
100 |
4,036.0 |
3,335.0 |
701.0 |
17.9% |
45.0 |
1.1% |
84% |
False |
False |
326,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,336.8 |
2.618 |
4,201.3 |
1.618 |
4,118.3 |
1.000 |
4,067.0 |
0.618 |
4,035.3 |
HIGH |
3,984.0 |
0.618 |
3,952.3 |
0.500 |
3,942.5 |
0.382 |
3,932.7 |
LOW |
3,901.0 |
0.618 |
3,849.7 |
1.000 |
3,818.0 |
1.618 |
3,766.7 |
2.618 |
3,683.7 |
4.250 |
3,548.3 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,942.5 |
3,968.5 |
PP |
3,935.7 |
3,953.0 |
S1 |
3,928.8 |
3,937.5 |
|