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 |
3,934.0 |
3,912.0 |
-22.0 |
-0.6% |
3,949.0 |
High |
3,950.0 |
3,961.0 |
11.0 |
0.3% |
4,021.0 |
Low |
3,893.0 |
3,844.0 |
-49.0 |
-1.3% |
3,882.0 |
Close |
3,936.0 |
3,940.0 |
4.0 |
0.1% |
4,010.0 |
Range |
57.0 |
117.0 |
60.0 |
105.3% |
139.0 |
ATR |
54.5 |
59.0 |
4.5 |
8.2% |
0.0 |
Volume |
1,053,563 |
1,039,582 |
-13,981 |
-1.3% |
4,117,223 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,266.0 |
4,220.0 |
4,004.4 |
|
R3 |
4,149.0 |
4,103.0 |
3,972.2 |
|
R2 |
4,032.0 |
4,032.0 |
3,961.5 |
|
R1 |
3,986.0 |
3,986.0 |
3,950.7 |
4,009.0 |
PP |
3,915.0 |
3,915.0 |
3,915.0 |
3,926.5 |
S1 |
3,869.0 |
3,869.0 |
3,929.3 |
3,892.0 |
S2 |
3,798.0 |
3,798.0 |
3,918.6 |
|
S3 |
3,681.0 |
3,752.0 |
3,907.8 |
|
S4 |
3,564.0 |
3,635.0 |
3,875.7 |
|
|
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 |
3,844.0 |
192.0 |
4.9% |
69.6 |
1.8% |
50% |
False |
True |
937,889 |
10 |
4,036.0 |
3,844.0 |
192.0 |
4.9% |
66.7 |
1.7% |
50% |
False |
True |
898,136 |
20 |
4,036.0 |
3,844.0 |
192.0 |
4.9% |
55.3 |
1.4% |
50% |
False |
True |
788,593 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.8% |
45.6 |
1.2% |
69% |
False |
False |
773,358 |
60 |
4,036.0 |
3,559.0 |
477.0 |
12.1% |
47.3 |
1.2% |
80% |
False |
False |
575,820 |
80 |
4,036.0 |
3,360.0 |
676.0 |
17.2% |
48.0 |
1.2% |
86% |
False |
False |
433,964 |
100 |
4,036.0 |
3,335.0 |
701.0 |
17.8% |
46.4 |
1.2% |
86% |
False |
False |
347,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,458.3 |
2.618 |
4,267.3 |
1.618 |
4,150.3 |
1.000 |
4,078.0 |
0.618 |
4,033.3 |
HIGH |
3,961.0 |
0.618 |
3,916.3 |
0.500 |
3,902.5 |
0.382 |
3,888.7 |
LOW |
3,844.0 |
0.618 |
3,771.7 |
1.000 |
3,727.0 |
1.618 |
3,654.7 |
2.618 |
3,537.7 |
4.250 |
3,346.8 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,927.5 |
3,931.3 |
PP |
3,915.0 |
3,922.7 |
S1 |
3,902.5 |
3,914.0 |
|