Trading Metrics calculated at close of trading on 11-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,439.0 |
15,315.0 |
-124.0 |
-0.8% |
15,188.0 |
High |
15,472.0 |
15,315.0 |
-157.0 |
-1.0% |
15,417.0 |
Low |
15,308.0 |
15,003.0 |
-305.0 |
-2.0% |
14,833.0 |
Close |
15,409.0 |
15,089.0 |
-320.0 |
-2.1% |
15,380.0 |
Range |
164.0 |
312.0 |
148.0 |
90.2% |
584.0 |
ATR |
196.9 |
211.9 |
14.9 |
7.6% |
0.0 |
Volume |
47,243 |
95,342 |
48,099 |
101.8% |
347,434 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,071.7 |
15,892.3 |
15,260.6 |
|
R3 |
15,759.7 |
15,580.3 |
15,174.8 |
|
R2 |
15,447.7 |
15,447.7 |
15,146.2 |
|
R1 |
15,268.3 |
15,268.3 |
15,117.6 |
15,202.0 |
PP |
15,135.7 |
15,135.7 |
15,135.7 |
15,102.5 |
S1 |
14,956.3 |
14,956.3 |
15,060.4 |
14,890.0 |
S2 |
14,823.7 |
14,823.7 |
15,031.8 |
|
S3 |
14,511.7 |
14,644.3 |
15,003.2 |
|
S4 |
14,199.7 |
14,332.3 |
14,917.4 |
|
|
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 |
14,924.0 |
548.0 |
3.6% |
224.8 |
1.5% |
30% |
False |
False |
68,394 |
10 |
15,472.0 |
14,833.0 |
639.0 |
4.2% |
225.0 |
1.5% |
40% |
False |
False |
65,682 |
20 |
15,529.0 |
14,833.0 |
696.0 |
4.6% |
195.6 |
1.3% |
37% |
False |
False |
57,464 |
40 |
15,529.0 |
14,420.0 |
1,109.0 |
7.3% |
172.1 |
1.1% |
60% |
False |
False |
53,261 |
60 |
15,529.0 |
13,682.0 |
1,847.0 |
12.2% |
170.5 |
1.1% |
76% |
False |
False |
35,769 |
80 |
15,529.0 |
13,333.0 |
2,196.0 |
14.6% |
166.0 |
1.1% |
80% |
False |
False |
26,849 |
100 |
15,529.0 |
12,666.0 |
2,863.0 |
19.0% |
159.0 |
1.1% |
85% |
False |
False |
21,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,641.0 |
2.618 |
16,131.8 |
1.618 |
15,819.8 |
1.000 |
15,627.0 |
0.618 |
15,507.8 |
HIGH |
15,315.0 |
0.618 |
15,195.8 |
0.500 |
15,159.0 |
0.382 |
15,122.2 |
LOW |
15,003.0 |
0.618 |
14,810.2 |
1.000 |
14,691.0 |
1.618 |
14,498.2 |
2.618 |
14,186.2 |
4.250 |
13,677.0 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,159.0 |
15,237.5 |
PP |
15,135.7 |
15,188.0 |
S1 |
15,112.3 |
15,138.5 |
|