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 |
4,226.75 |
4,176.75 |
-50.00 |
-1.2% |
4,181.50 |
High |
4,238.25 |
4,185.50 |
-52.75 |
-1.2% |
4,232.25 |
Low |
4,172.00 |
4,103.75 |
-68.25 |
-1.6% |
4,120.50 |
Close |
4,183.50 |
4,146.25 |
-37.25 |
-0.9% |
4,225.25 |
Range |
66.25 |
81.75 |
15.50 |
23.4% |
111.75 |
ATR |
44.40 |
47.07 |
2.67 |
6.0% |
0.00 |
Volume |
1,662,210 |
2,520,859 |
858,649 |
51.7% |
8,082,281 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,390.50 |
4,350.00 |
4,191.25 |
|
R3 |
4,308.75 |
4,268.25 |
4,168.75 |
|
R2 |
4,227.00 |
4,227.00 |
4,161.25 |
|
R1 |
4,186.50 |
4,186.50 |
4,153.75 |
4,166.00 |
PP |
4,145.25 |
4,145.25 |
4,145.25 |
4,134.75 |
S1 |
4,104.75 |
4,104.75 |
4,138.75 |
4,084.00 |
S2 |
4,063.50 |
4,063.50 |
4,131.25 |
|
S3 |
3,981.75 |
4,023.00 |
4,123.75 |
|
S4 |
3,900.00 |
3,941.25 |
4,101.25 |
|
|
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 |
4,103.75 |
134.50 |
3.2% |
54.50 |
1.3% |
32% |
False |
True |
1,801,104 |
10 |
4,238.25 |
4,103.75 |
134.50 |
3.2% |
45.75 |
1.1% |
32% |
False |
True |
1,719,372 |
20 |
4,238.25 |
4,103.75 |
134.50 |
3.2% |
43.50 |
1.1% |
32% |
False |
True |
1,579,828 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.5% |
44.00 |
1.1% |
77% |
False |
False |
1,588,760 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.7% |
53.00 |
1.3% |
83% |
False |
False |
1,135,252 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.2% |
54.50 |
1.3% |
84% |
False |
False |
852,222 |
100 |
4,238.25 |
3,586.50 |
651.75 |
15.7% |
53.50 |
1.3% |
86% |
False |
False |
682,084 |
120 |
4,238.25 |
3,524.75 |
713.50 |
17.2% |
51.50 |
1.2% |
87% |
False |
False |
568,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,533.00 |
2.618 |
4,399.50 |
1.618 |
4,317.75 |
1.000 |
4,267.25 |
0.618 |
4,236.00 |
HIGH |
4,185.50 |
0.618 |
4,154.25 |
0.500 |
4,144.50 |
0.382 |
4,135.00 |
LOW |
4,103.75 |
0.618 |
4,053.25 |
1.000 |
4,022.00 |
1.618 |
3,971.50 |
2.618 |
3,889.75 |
4.250 |
3,756.25 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,145.75 |
4,171.00 |
PP |
4,145.25 |
4,162.75 |
S1 |
4,144.50 |
4,154.50 |
|