Trading Metrics calculated at close of trading on 13-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,140.00 |
4,053.50 |
-86.50 |
-2.1% |
4,181.50 |
High |
4,150.50 |
4,126.75 |
-23.75 |
-0.6% |
4,232.25 |
Low |
4,051.00 |
4,029.25 |
-21.75 |
-0.5% |
4,120.50 |
Close |
4,058.75 |
4,107.00 |
48.25 |
1.2% |
4,225.25 |
Range |
99.50 |
97.50 |
-2.00 |
-2.0% |
111.75 |
ATR |
50.81 |
54.15 |
3.33 |
6.6% |
0.00 |
Volume |
2,629,953 |
2,381,081 |
-248,872 |
-9.5% |
8,082,281 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,380.25 |
4,341.00 |
4,160.50 |
|
R3 |
4,282.75 |
4,243.50 |
4,133.75 |
|
R2 |
4,185.25 |
4,185.25 |
4,125.00 |
|
R1 |
4,146.00 |
4,146.00 |
4,116.00 |
4,165.50 |
PP |
4,087.75 |
4,087.75 |
4,087.75 |
4,097.50 |
S1 |
4,048.50 |
4,048.50 |
4,098.00 |
4,068.00 |
S2 |
3,990.25 |
3,990.25 |
4,089.00 |
|
S3 |
3,892.75 |
3,951.00 |
4,080.25 |
|
S4 |
3,795.25 |
3,853.50 |
4,053.50 |
|
|
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 |
4,029.25 |
209.00 |
5.1% |
77.00 |
1.9% |
37% |
False |
True |
2,169,339 |
10 |
4,238.25 |
4,029.25 |
209.00 |
5.1% |
59.00 |
1.4% |
37% |
False |
True |
1,917,481 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.1% |
49.50 |
1.2% |
37% |
False |
True |
1,690,002 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.6% |
47.00 |
1.1% |
67% |
False |
False |
1,616,150 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.9% |
55.00 |
1.3% |
75% |
False |
False |
1,218,628 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.4% |
55.50 |
1.4% |
78% |
False |
False |
914,794 |
100 |
4,238.25 |
3,586.50 |
651.75 |
15.9% |
55.00 |
1.3% |
80% |
False |
False |
732,182 |
120 |
4,238.25 |
3,524.75 |
713.50 |
17.4% |
52.25 |
1.3% |
82% |
False |
False |
610,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,541.00 |
2.618 |
4,382.00 |
1.618 |
4,284.50 |
1.000 |
4,224.25 |
0.618 |
4,187.00 |
HIGH |
4,126.75 |
0.618 |
4,089.50 |
0.500 |
4,078.00 |
0.382 |
4,066.50 |
LOW |
4,029.25 |
0.618 |
3,969.00 |
1.000 |
3,931.75 |
1.618 |
3,871.50 |
2.618 |
3,774.00 |
4.250 |
3,615.00 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,097.25 |
4,107.50 |
PP |
4,087.75 |
4,107.25 |
S1 |
4,078.00 |
4,107.00 |
|