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 |
3,984.0 |
3,934.0 |
-50.0 |
-1.3% |
3,949.0 |
High |
3,984.0 |
3,950.0 |
-34.0 |
-0.9% |
4,021.0 |
Low |
3,901.0 |
3,893.0 |
-8.0 |
-0.2% |
3,882.0 |
Close |
3,922.0 |
3,936.0 |
14.0 |
0.4% |
4,010.0 |
Range |
83.0 |
57.0 |
-26.0 |
-31.3% |
139.0 |
ATR |
54.3 |
54.5 |
0.2 |
0.3% |
0.0 |
Volume |
1,198,451 |
1,053,563 |
-144,888 |
-12.1% |
4,117,223 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,097.3 |
4,073.7 |
3,967.4 |
|
R3 |
4,040.3 |
4,016.7 |
3,951.7 |
|
R2 |
3,983.3 |
3,983.3 |
3,946.5 |
|
R1 |
3,959.7 |
3,959.7 |
3,941.2 |
3,971.5 |
PP |
3,926.3 |
3,926.3 |
3,926.3 |
3,932.3 |
S1 |
3,902.7 |
3,902.7 |
3,930.8 |
3,914.5 |
S2 |
3,869.3 |
3,869.3 |
3,925.6 |
|
S3 |
3,812.3 |
3,845.7 |
3,920.3 |
|
S4 |
3,755.3 |
3,788.7 |
3,904.7 |
|
|
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 |
3,893.0 |
143.0 |
3.6% |
56.2 |
1.4% |
30% |
False |
True |
891,968 |
10 |
4,036.0 |
3,882.0 |
154.0 |
3.9% |
60.1 |
1.5% |
35% |
False |
False |
874,156 |
20 |
4,036.0 |
3,882.0 |
154.0 |
3.9% |
51.1 |
1.3% |
35% |
False |
False |
769,289 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.9% |
43.3 |
1.1% |
68% |
False |
False |
783,692 |
60 |
4,036.0 |
3,559.0 |
477.0 |
12.1% |
45.8 |
1.2% |
79% |
False |
False |
558,621 |
80 |
4,036.0 |
3,360.0 |
676.0 |
17.2% |
46.9 |
1.2% |
85% |
False |
False |
420,972 |
100 |
4,036.0 |
3,335.0 |
701.0 |
17.8% |
45.4 |
1.2% |
86% |
False |
False |
337,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,192.3 |
2.618 |
4,099.2 |
1.618 |
4,042.2 |
1.000 |
4,007.0 |
0.618 |
3,985.2 |
HIGH |
3,950.0 |
0.618 |
3,928.2 |
0.500 |
3,921.5 |
0.382 |
3,914.8 |
LOW |
3,893.0 |
0.618 |
3,857.8 |
1.000 |
3,836.0 |
1.618 |
3,800.8 |
2.618 |
3,743.8 |
4.250 |
3,650.8 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,931.2 |
3,964.5 |
PP |
3,926.3 |
3,955.0 |
S1 |
3,921.5 |
3,945.5 |
|