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 |
15,092.0 |
15,264.0 |
172.0 |
1.1% |
15,439.0 |
High |
15,263.0 |
15,462.0 |
199.0 |
1.3% |
15,472.0 |
Low |
14,806.0 |
15,208.0 |
402.0 |
2.7% |
14,806.0 |
Close |
15,180.0 |
15,407.0 |
227.0 |
1.5% |
15,407.0 |
Range |
457.0 |
254.0 |
-203.0 |
-44.4% |
666.0 |
ATR |
230.6 |
234.3 |
3.7 |
1.6% |
0.0 |
Volume |
88,991 |
57,510 |
-31,481 |
-35.4% |
362,992 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,121.0 |
16,018.0 |
15,546.7 |
|
R3 |
15,867.0 |
15,764.0 |
15,476.9 |
|
R2 |
15,613.0 |
15,613.0 |
15,453.6 |
|
R1 |
15,510.0 |
15,510.0 |
15,430.3 |
15,561.5 |
PP |
15,359.0 |
15,359.0 |
15,359.0 |
15,384.8 |
S1 |
15,256.0 |
15,256.0 |
15,383.7 |
15,307.5 |
S2 |
15,105.0 |
15,105.0 |
15,360.4 |
|
S3 |
14,851.0 |
15,002.0 |
15,337.2 |
|
S4 |
14,597.0 |
14,748.0 |
15,267.3 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,226.3 |
16,982.7 |
15,773.3 |
|
R3 |
16,560.3 |
16,316.7 |
15,590.2 |
|
R2 |
15,894.3 |
15,894.3 |
15,529.1 |
|
R1 |
15,650.7 |
15,650.7 |
15,468.1 |
15,439.5 |
PP |
15,228.3 |
15,228.3 |
15,228.3 |
15,122.8 |
S1 |
14,984.7 |
14,984.7 |
15,346.0 |
14,773.5 |
S2 |
14,562.3 |
14,562.3 |
15,284.9 |
|
S3 |
13,896.3 |
14,318.7 |
15,223.9 |
|
S4 |
13,230.3 |
13,652.7 |
15,040.7 |
|
|
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 |
14,806.0 |
666.0 |
4.3% |
283.6 |
1.8% |
90% |
False |
False |
72,598 |
10 |
15,472.0 |
14,806.0 |
666.0 |
4.3% |
266.9 |
1.7% |
90% |
False |
False |
71,042 |
20 |
15,516.0 |
14,806.0 |
710.0 |
4.6% |
217.9 |
1.4% |
85% |
False |
False |
60,617 |
40 |
15,529.0 |
14,430.0 |
1,099.0 |
7.1% |
184.1 |
1.2% |
89% |
False |
False |
56,458 |
60 |
15,529.0 |
13,682.0 |
1,847.0 |
12.0% |
181.2 |
1.2% |
93% |
False |
False |
39,440 |
80 |
15,529.0 |
13,333.0 |
2,196.0 |
14.3% |
174.1 |
1.1% |
94% |
False |
False |
29,604 |
100 |
15,529.0 |
12,666.0 |
2,863.0 |
18.6% |
166.5 |
1.1% |
96% |
False |
False |
23,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,541.5 |
2.618 |
16,127.0 |
1.618 |
15,873.0 |
1.000 |
15,716.0 |
0.618 |
15,619.0 |
HIGH |
15,462.0 |
0.618 |
15,365.0 |
0.500 |
15,335.0 |
0.382 |
15,305.0 |
LOW |
15,208.0 |
0.618 |
15,051.0 |
1.000 |
14,954.0 |
1.618 |
14,797.0 |
2.618 |
14,543.0 |
4.250 |
14,128.5 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,383.0 |
15,316.0 |
PP |
15,359.0 |
15,225.0 |
S1 |
15,335.0 |
15,134.0 |
|