Trading Metrics calculated at close of trading on 17-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,958.0 |
4,020.0 |
62.0 |
1.6% |
4,027.0 |
High |
4,030.0 |
4,025.0 |
-5.0 |
-0.1% |
4,036.0 |
Low |
3,950.0 |
3,984.0 |
34.0 |
0.9% |
3,844.0 |
Close |
4,006.0 |
4,000.0 |
-6.0 |
-0.1% |
4,006.0 |
Range |
80.0 |
41.0 |
-39.0 |
-48.8% |
192.0 |
ATR |
61.2 |
59.8 |
-1.4 |
-2.4% |
0.0 |
Volume |
817,565 |
630,610 |
-186,955 |
-22.9% |
4,688,763 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,126.0 |
4,104.0 |
4,022.6 |
|
R3 |
4,085.0 |
4,063.0 |
4,011.3 |
|
R2 |
4,044.0 |
4,044.0 |
4,007.5 |
|
R1 |
4,022.0 |
4,022.0 |
4,003.8 |
4,012.5 |
PP |
4,003.0 |
4,003.0 |
4,003.0 |
3,998.3 |
S1 |
3,981.0 |
3,981.0 |
3,996.2 |
3,971.5 |
S2 |
3,962.0 |
3,962.0 |
3,992.5 |
|
S3 |
3,921.0 |
3,940.0 |
3,988.7 |
|
S4 |
3,880.0 |
3,899.0 |
3,977.5 |
|
|
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 |
4,030.0 |
3,844.0 |
186.0 |
4.7% |
75.6 |
1.9% |
84% |
False |
False |
947,954 |
10 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
69.3 |
1.7% |
81% |
False |
False |
888,257 |
20 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
56.6 |
1.4% |
81% |
False |
False |
788,478 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.7% |
46.7 |
1.2% |
88% |
False |
False |
763,598 |
60 |
4,036.0 |
3,559.0 |
477.0 |
11.9% |
48.2 |
1.2% |
92% |
False |
False |
599,880 |
80 |
4,036.0 |
3,360.0 |
676.0 |
16.9% |
49.0 |
1.2% |
95% |
False |
False |
452,030 |
100 |
4,036.0 |
3,335.0 |
701.0 |
17.5% |
46.1 |
1.2% |
95% |
False |
False |
362,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,199.3 |
2.618 |
4,132.3 |
1.618 |
4,091.3 |
1.000 |
4,066.0 |
0.618 |
4,050.3 |
HIGH |
4,025.0 |
0.618 |
4,009.3 |
0.500 |
4,004.5 |
0.382 |
3,999.7 |
LOW |
3,984.0 |
0.618 |
3,958.7 |
1.000 |
3,943.0 |
1.618 |
3,917.7 |
2.618 |
3,876.7 |
4.250 |
3,809.8 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,004.5 |
3,979.0 |
PP |
4,003.0 |
3,958.0 |
S1 |
4,001.5 |
3,937.0 |
|