Trading Metrics calculated at close of trading on 10-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,243.0 |
15,439.0 |
196.0 |
1.3% |
15,188.0 |
High |
15,417.0 |
15,472.0 |
55.0 |
0.4% |
15,417.0 |
Low |
15,233.0 |
15,308.0 |
75.0 |
0.5% |
14,833.0 |
Close |
15,380.0 |
15,409.0 |
29.0 |
0.2% |
15,380.0 |
Range |
184.0 |
164.0 |
-20.0 |
-10.9% |
584.0 |
ATR |
199.5 |
196.9 |
-2.5 |
-1.3% |
0.0 |
Volume |
63,459 |
47,243 |
-16,216 |
-25.6% |
347,434 |
|
Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,888.3 |
15,812.7 |
15,499.2 |
|
R3 |
15,724.3 |
15,648.7 |
15,454.1 |
|
R2 |
15,560.3 |
15,560.3 |
15,439.1 |
|
R1 |
15,484.7 |
15,484.7 |
15,424.0 |
15,440.5 |
PP |
15,396.3 |
15,396.3 |
15,396.3 |
15,374.3 |
S1 |
15,320.7 |
15,320.7 |
15,394.0 |
15,276.5 |
S2 |
15,232.3 |
15,232.3 |
15,378.9 |
|
S3 |
15,068.3 |
15,156.7 |
15,363.9 |
|
S4 |
14,904.3 |
14,992.7 |
15,318.8 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,962.0 |
16,755.0 |
15,701.2 |
|
R3 |
16,378.0 |
16,171.0 |
15,540.6 |
|
R2 |
15,794.0 |
15,794.0 |
15,487.1 |
|
R1 |
15,587.0 |
15,587.0 |
15,433.5 |
15,690.5 |
PP |
15,210.0 |
15,210.0 |
15,210.0 |
15,261.8 |
S1 |
15,003.0 |
15,003.0 |
15,326.5 |
15,106.5 |
S2 |
14,626.0 |
14,626.0 |
15,272.9 |
|
S3 |
14,042.0 |
14,419.0 |
15,219.4 |
|
S4 |
13,458.0 |
13,835.0 |
15,058.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,472.0 |
14,833.0 |
639.0 |
4.1% |
250.2 |
1.6% |
90% |
True |
False |
68,694 |
10 |
15,472.0 |
14,833.0 |
639.0 |
4.1% |
206.6 |
1.3% |
90% |
True |
False |
60,285 |
20 |
15,529.0 |
14,833.0 |
696.0 |
4.5% |
185.1 |
1.2% |
83% |
False |
False |
55,034 |
40 |
15,529.0 |
14,420.0 |
1,109.0 |
7.2% |
167.3 |
1.1% |
89% |
False |
False |
51,026 |
60 |
15,529.0 |
13,682.0 |
1,847.0 |
12.0% |
167.1 |
1.1% |
94% |
False |
False |
34,181 |
80 |
15,529.0 |
13,333.0 |
2,196.0 |
14.3% |
164.4 |
1.1% |
95% |
False |
False |
25,657 |
100 |
15,529.0 |
12,666.0 |
2,863.0 |
18.6% |
156.5 |
1.0% |
96% |
False |
False |
20,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,169.0 |
2.618 |
15,901.4 |
1.618 |
15,737.4 |
1.000 |
15,636.0 |
0.618 |
15,573.4 |
HIGH |
15,472.0 |
0.618 |
15,409.4 |
0.500 |
15,390.0 |
0.382 |
15,370.6 |
LOW |
15,308.0 |
0.618 |
15,206.6 |
1.000 |
15,144.0 |
1.618 |
15,042.6 |
2.618 |
14,878.6 |
4.250 |
14,611.0 |
|
|
Fisher Pivots for day following 10-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,402.7 |
15,367.0 |
PP |
15,396.3 |
15,325.0 |
S1 |
15,390.0 |
15,283.0 |
|