Trading Metrics calculated at close of trading on 12-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,315.0 |
15,126.0 |
-189.0 |
-1.2% |
15,188.0 |
High |
15,315.0 |
15,226.0 |
-89.0 |
-0.6% |
15,417.0 |
Low |
15,003.0 |
14,995.0 |
-8.0 |
-0.1% |
14,833.0 |
Close |
15,089.0 |
15,156.0 |
67.0 |
0.4% |
15,380.0 |
Range |
312.0 |
231.0 |
-81.0 |
-26.0% |
584.0 |
ATR |
211.9 |
213.2 |
1.4 |
0.6% |
0.0 |
Volume |
95,342 |
73,906 |
-21,436 |
-22.5% |
347,434 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,818.7 |
15,718.3 |
15,283.1 |
|
R3 |
15,587.7 |
15,487.3 |
15,219.5 |
|
R2 |
15,356.7 |
15,356.7 |
15,198.4 |
|
R1 |
15,256.3 |
15,256.3 |
15,177.2 |
15,306.5 |
PP |
15,125.7 |
15,125.7 |
15,125.7 |
15,150.8 |
S1 |
15,025.3 |
15,025.3 |
15,134.8 |
15,075.5 |
S2 |
14,894.7 |
14,894.7 |
15,113.7 |
|
S3 |
14,663.7 |
14,794.3 |
15,092.5 |
|
S4 |
14,432.7 |
14,563.3 |
15,029.0 |
|
|
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 |
14,995.0 |
477.0 |
3.1% |
216.4 |
1.4% |
34% |
False |
True |
70,265 |
10 |
15,472.0 |
14,833.0 |
639.0 |
4.2% |
236.1 |
1.6% |
51% |
False |
False |
68,729 |
20 |
15,529.0 |
14,833.0 |
696.0 |
4.6% |
200.3 |
1.3% |
46% |
False |
False |
58,724 |
40 |
15,529.0 |
14,430.0 |
1,099.0 |
7.3% |
173.5 |
1.1% |
66% |
False |
False |
54,543 |
60 |
15,529.0 |
13,682.0 |
1,847.0 |
12.2% |
173.1 |
1.1% |
80% |
False |
False |
37,000 |
80 |
15,529.0 |
13,333.0 |
2,196.0 |
14.5% |
166.7 |
1.1% |
83% |
False |
False |
27,773 |
100 |
15,529.0 |
12,666.0 |
2,863.0 |
18.9% |
160.5 |
1.1% |
87% |
False |
False |
22,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,207.8 |
2.618 |
15,830.8 |
1.618 |
15,599.8 |
1.000 |
15,457.0 |
0.618 |
15,368.8 |
HIGH |
15,226.0 |
0.618 |
15,137.8 |
0.500 |
15,110.5 |
0.382 |
15,083.2 |
LOW |
14,995.0 |
0.618 |
14,852.2 |
1.000 |
14,764.0 |
1.618 |
14,621.2 |
2.618 |
14,390.2 |
4.250 |
14,013.3 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,140.8 |
15,233.5 |
PP |
15,125.7 |
15,207.7 |
S1 |
15,110.5 |
15,181.8 |
|