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 |
15,264.0 |
15,432.0 |
168.0 |
1.1% |
15,439.0 |
High |
15,462.0 |
15,479.0 |
17.0 |
0.1% |
15,472.0 |
Low |
15,208.0 |
15,346.0 |
138.0 |
0.9% |
14,806.0 |
Close |
15,407.0 |
15,401.0 |
-6.0 |
0.0% |
15,407.0 |
Range |
254.0 |
133.0 |
-121.0 |
-47.6% |
666.0 |
ATR |
234.3 |
227.1 |
-7.2 |
-3.1% |
0.0 |
Volume |
57,510 |
49,570 |
-7,940 |
-13.8% |
362,992 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,807.7 |
15,737.3 |
15,474.2 |
|
R3 |
15,674.7 |
15,604.3 |
15,437.6 |
|
R2 |
15,541.7 |
15,541.7 |
15,425.4 |
|
R1 |
15,471.3 |
15,471.3 |
15,413.2 |
15,440.0 |
PP |
15,408.7 |
15,408.7 |
15,408.7 |
15,393.0 |
S1 |
15,338.3 |
15,338.3 |
15,388.8 |
15,307.0 |
S2 |
15,275.7 |
15,275.7 |
15,376.6 |
|
S3 |
15,142.7 |
15,205.3 |
15,364.4 |
|
S4 |
15,009.7 |
15,072.3 |
15,327.9 |
|
|
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 |
15,479.0 |
14,806.0 |
673.0 |
4.4% |
277.4 |
1.8% |
88% |
True |
False |
73,063 |
10 |
15,479.0 |
14,806.0 |
673.0 |
4.4% |
263.8 |
1.7% |
88% |
True |
False |
70,879 |
20 |
15,479.0 |
14,806.0 |
673.0 |
4.4% |
216.3 |
1.4% |
88% |
True |
False |
60,539 |
40 |
15,529.0 |
14,430.0 |
1,099.0 |
7.1% |
183.8 |
1.2% |
88% |
False |
False |
56,532 |
60 |
15,529.0 |
13,682.0 |
1,847.0 |
12.0% |
182.1 |
1.2% |
93% |
False |
False |
40,266 |
80 |
15,529.0 |
13,333.0 |
2,196.0 |
14.3% |
175.0 |
1.1% |
94% |
False |
False |
30,223 |
100 |
15,529.0 |
12,666.0 |
2,863.0 |
18.6% |
166.7 |
1.1% |
96% |
False |
False |
24,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,044.3 |
2.618 |
15,827.2 |
1.618 |
15,694.2 |
1.000 |
15,612.0 |
0.618 |
15,561.2 |
HIGH |
15,479.0 |
0.618 |
15,428.2 |
0.500 |
15,412.5 |
0.382 |
15,396.8 |
LOW |
15,346.0 |
0.618 |
15,263.8 |
1.000 |
15,213.0 |
1.618 |
15,130.8 |
2.618 |
14,997.8 |
4.250 |
14,780.8 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,412.5 |
15,314.8 |
PP |
15,408.7 |
15,228.7 |
S1 |
15,404.8 |
15,142.5 |
|