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 |
3,912.0 |
3,958.0 |
46.0 |
1.2% |
4,027.0 |
High |
3,961.0 |
4,030.0 |
69.0 |
1.7% |
4,036.0 |
Low |
3,844.0 |
3,950.0 |
106.0 |
2.8% |
3,844.0 |
Close |
3,940.0 |
4,006.0 |
66.0 |
1.7% |
4,006.0 |
Range |
117.0 |
80.0 |
-37.0 |
-31.6% |
192.0 |
ATR |
59.0 |
61.2 |
2.2 |
3.8% |
0.0 |
Volume |
1,039,582 |
817,565 |
-222,017 |
-21.4% |
4,688,763 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,235.3 |
4,200.7 |
4,050.0 |
|
R3 |
4,155.3 |
4,120.7 |
4,028.0 |
|
R2 |
4,075.3 |
4,075.3 |
4,020.7 |
|
R1 |
4,040.7 |
4,040.7 |
4,013.3 |
4,058.0 |
PP |
3,995.3 |
3,995.3 |
3,995.3 |
4,004.0 |
S1 |
3,960.7 |
3,960.7 |
3,998.7 |
3,978.0 |
S2 |
3,915.3 |
3,915.3 |
3,991.3 |
|
S3 |
3,835.3 |
3,880.7 |
3,984.0 |
|
S4 |
3,755.3 |
3,800.7 |
3,962.0 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,538.0 |
4,464.0 |
4,111.6 |
|
R3 |
4,346.0 |
4,272.0 |
4,058.8 |
|
R2 |
4,154.0 |
4,154.0 |
4,041.2 |
|
R1 |
4,080.0 |
4,080.0 |
4,023.6 |
4,021.0 |
PP |
3,962.0 |
3,962.0 |
3,962.0 |
3,932.5 |
S1 |
3,888.0 |
3,888.0 |
3,988.4 |
3,829.0 |
S2 |
3,770.0 |
3,770.0 |
3,970.8 |
|
S3 |
3,578.0 |
3,696.0 |
3,953.2 |
|
S4 |
3,386.0 |
3,504.0 |
3,900.4 |
|
|
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 |
4.8% |
78.2 |
2.0% |
84% |
False |
False |
937,752 |
10 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
70.0 |
1.7% |
84% |
False |
False |
880,598 |
20 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
56.3 |
1.4% |
84% |
False |
False |
786,317 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.7% |
46.9 |
1.2% |
90% |
False |
False |
771,099 |
60 |
4,036.0 |
3,559.0 |
477.0 |
11.9% |
48.3 |
1.2% |
94% |
False |
False |
589,373 |
80 |
4,036.0 |
3,360.0 |
676.0 |
16.9% |
48.8 |
1.2% |
96% |
False |
False |
444,168 |
100 |
4,036.0 |
3,335.0 |
701.0 |
17.5% |
46.1 |
1.1% |
96% |
False |
False |
355,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,370.0 |
2.618 |
4,239.4 |
1.618 |
4,159.4 |
1.000 |
4,110.0 |
0.618 |
4,079.4 |
HIGH |
4,030.0 |
0.618 |
3,999.4 |
0.500 |
3,990.0 |
0.382 |
3,980.6 |
LOW |
3,950.0 |
0.618 |
3,900.6 |
1.000 |
3,870.0 |
1.618 |
3,820.6 |
2.618 |
3,740.6 |
4.250 |
3,610.0 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,000.7 |
3,983.0 |
PP |
3,995.3 |
3,960.0 |
S1 |
3,990.0 |
3,937.0 |
|