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 |
4,197.50 |
4,226.75 |
29.25 |
0.7% |
4,181.50 |
High |
4,232.25 |
4,238.25 |
6.00 |
0.1% |
4,232.25 |
Low |
4,191.75 |
4,172.00 |
-19.75 |
-0.5% |
4,120.50 |
Close |
4,225.25 |
4,183.50 |
-41.75 |
-1.0% |
4,225.25 |
Range |
40.50 |
66.25 |
25.75 |
63.6% |
111.75 |
ATR |
42.72 |
44.40 |
1.68 |
3.9% |
0.00 |
Volume |
1,652,592 |
1,662,210 |
9,618 |
0.6% |
8,082,281 |
|
Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,396.75 |
4,356.25 |
4,220.00 |
|
R3 |
4,330.50 |
4,290.00 |
4,201.75 |
|
R2 |
4,264.25 |
4,264.25 |
4,195.75 |
|
R1 |
4,223.75 |
4,223.75 |
4,189.50 |
4,211.00 |
PP |
4,198.00 |
4,198.00 |
4,198.00 |
4,191.50 |
S1 |
4,157.50 |
4,157.50 |
4,177.50 |
4,144.50 |
S2 |
4,131.75 |
4,131.75 |
4,171.25 |
|
S3 |
4,065.50 |
4,091.25 |
4,165.25 |
|
S4 |
3,999.25 |
4,025.00 |
4,147.00 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,528.00 |
4,488.25 |
4,286.75 |
|
R3 |
4,416.25 |
4,376.50 |
4,256.00 |
|
R2 |
4,304.50 |
4,304.50 |
4,245.75 |
|
R1 |
4,264.75 |
4,264.75 |
4,235.50 |
4,284.50 |
PP |
4,192.75 |
4,192.75 |
4,192.75 |
4,202.50 |
S1 |
4,153.00 |
4,153.00 |
4,215.00 |
4,173.00 |
S2 |
4,081.00 |
4,081.00 |
4,204.75 |
|
S3 |
3,969.25 |
4,041.25 |
4,194.50 |
|
S4 |
3,857.50 |
3,929.50 |
4,163.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,238.25 |
4,120.50 |
117.75 |
2.8% |
51.00 |
1.2% |
54% |
True |
False |
1,697,650 |
10 |
4,238.25 |
4,120.50 |
117.75 |
2.8% |
40.00 |
1.0% |
54% |
True |
False |
1,566,489 |
20 |
4,238.25 |
4,101.25 |
137.00 |
3.3% |
41.50 |
1.0% |
60% |
True |
False |
1,507,849 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.4% |
43.25 |
1.0% |
86% |
True |
False |
1,575,098 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
52.50 |
1.3% |
90% |
True |
False |
1,093,297 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.1% |
53.75 |
1.3% |
91% |
True |
False |
820,749 |
100 |
4,238.25 |
3,586.50 |
651.75 |
15.6% |
53.00 |
1.3% |
92% |
True |
False |
656,884 |
120 |
4,238.25 |
3,524.75 |
713.50 |
17.1% |
51.00 |
1.2% |
92% |
True |
False |
547,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,519.75 |
2.618 |
4,411.75 |
1.618 |
4,345.50 |
1.000 |
4,304.50 |
0.618 |
4,279.25 |
HIGH |
4,238.25 |
0.618 |
4,213.00 |
0.500 |
4,205.00 |
0.382 |
4,197.25 |
LOW |
4,172.00 |
0.618 |
4,131.00 |
1.000 |
4,105.75 |
1.618 |
4,064.75 |
2.618 |
3,998.50 |
4.250 |
3,890.50 |
|
|
Fisher Pivots for day following 10-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,205.00 |
4,189.50 |
PP |
4,198.00 |
4,187.50 |
S1 |
4,190.75 |
4,185.50 |
|