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 |
4,176.75 |
4,140.00 |
-36.75 |
-0.9% |
4,181.50 |
High |
4,185.50 |
4,150.50 |
-35.00 |
-0.8% |
4,232.25 |
Low |
4,103.75 |
4,051.00 |
-52.75 |
-1.3% |
4,120.50 |
Close |
4,146.25 |
4,058.75 |
-87.50 |
-2.1% |
4,225.25 |
Range |
81.75 |
99.50 |
17.75 |
21.7% |
111.75 |
ATR |
47.07 |
50.81 |
3.75 |
8.0% |
0.00 |
Volume |
2,520,859 |
2,629,953 |
109,094 |
4.3% |
8,082,281 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,385.25 |
4,321.50 |
4,113.50 |
|
R3 |
4,285.75 |
4,222.00 |
4,086.00 |
|
R2 |
4,186.25 |
4,186.25 |
4,077.00 |
|
R1 |
4,122.50 |
4,122.50 |
4,067.75 |
4,104.50 |
PP |
4,086.75 |
4,086.75 |
4,086.75 |
4,077.75 |
S1 |
4,023.00 |
4,023.00 |
4,049.75 |
4,005.00 |
S2 |
3,987.25 |
3,987.25 |
4,040.50 |
|
S3 |
3,887.75 |
3,923.50 |
4,031.50 |
|
S4 |
3,788.25 |
3,824.00 |
4,004.00 |
|
|
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 |
4,051.00 |
187.25 |
4.6% |
69.00 |
1.7% |
4% |
False |
True |
2,043,446 |
10 |
4,238.25 |
4,051.00 |
187.25 |
4.6% |
53.50 |
1.3% |
4% |
False |
True |
1,854,070 |
20 |
4,238.25 |
4,051.00 |
187.25 |
4.6% |
47.00 |
1.2% |
4% |
False |
True |
1,634,847 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.7% |
45.75 |
1.1% |
55% |
False |
False |
1,605,171 |
60 |
4,238.25 |
3,710.50 |
527.75 |
13.0% |
54.00 |
1.3% |
66% |
False |
False |
1,178,971 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.6% |
55.00 |
1.4% |
70% |
False |
False |
885,073 |
100 |
4,238.25 |
3,586.50 |
651.75 |
16.1% |
54.25 |
1.3% |
72% |
False |
False |
708,376 |
120 |
4,238.25 |
3,524.75 |
713.50 |
17.6% |
52.00 |
1.3% |
75% |
False |
False |
590,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,573.50 |
2.618 |
4,411.00 |
1.618 |
4,311.50 |
1.000 |
4,250.00 |
0.618 |
4,212.00 |
HIGH |
4,150.50 |
0.618 |
4,112.50 |
0.500 |
4,100.75 |
0.382 |
4,089.00 |
LOW |
4,051.00 |
0.618 |
3,989.50 |
1.000 |
3,951.50 |
1.618 |
3,890.00 |
2.618 |
3,790.50 |
4.250 |
3,628.00 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,100.75 |
4,144.50 |
PP |
4,086.75 |
4,116.00 |
S1 |
4,072.75 |
4,087.50 |
|