Trading Metrics calculated at close of trading on 14-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,053.50 |
4,112.50 |
59.00 |
1.5% |
4,226.75 |
High |
4,126.75 |
4,178.25 |
51.50 |
1.2% |
4,238.25 |
Low |
4,029.25 |
4,105.25 |
76.00 |
1.9% |
4,029.25 |
Close |
4,107.00 |
4,169.00 |
62.00 |
1.5% |
4,169.00 |
Range |
97.50 |
73.00 |
-24.50 |
-25.1% |
209.00 |
ATR |
54.15 |
55.50 |
1.35 |
2.5% |
0.00 |
Volume |
2,381,081 |
1,513,171 |
-867,910 |
-36.5% |
10,707,274 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,369.75 |
4,342.50 |
4,209.25 |
|
R3 |
4,296.75 |
4,269.50 |
4,189.00 |
|
R2 |
4,223.75 |
4,223.75 |
4,182.50 |
|
R1 |
4,196.50 |
4,196.50 |
4,175.75 |
4,210.00 |
PP |
4,150.75 |
4,150.75 |
4,150.75 |
4,157.75 |
S1 |
4,123.50 |
4,123.50 |
4,162.25 |
4,137.00 |
S2 |
4,077.75 |
4,077.75 |
4,155.50 |
|
S3 |
4,004.75 |
4,050.50 |
4,149.00 |
|
S4 |
3,931.75 |
3,977.50 |
4,128.75 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,772.50 |
4,679.75 |
4,284.00 |
|
R3 |
4,563.50 |
4,470.75 |
4,226.50 |
|
R2 |
4,354.50 |
4,354.50 |
4,207.25 |
|
R1 |
4,261.75 |
4,261.75 |
4,188.25 |
4,203.50 |
PP |
4,145.50 |
4,145.50 |
4,145.50 |
4,116.50 |
S1 |
4,052.75 |
4,052.75 |
4,149.75 |
3,994.50 |
S2 |
3,936.50 |
3,936.50 |
4,130.75 |
|
S3 |
3,727.50 |
3,843.75 |
4,111.50 |
|
S4 |
3,518.50 |
3,634.75 |
4,054.00 |
|
|
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 |
5.0% |
83.50 |
2.0% |
67% |
False |
False |
2,141,454 |
10 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
63.00 |
1.5% |
67% |
False |
False |
1,878,955 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
51.75 |
1.2% |
67% |
False |
False |
1,700,457 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.5% |
47.00 |
1.1% |
82% |
False |
False |
1,600,870 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.7% |
55.25 |
1.3% |
87% |
False |
False |
1,243,712 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.2% |
55.75 |
1.3% |
88% |
False |
False |
933,685 |
100 |
4,238.25 |
3,586.50 |
651.75 |
15.6% |
55.25 |
1.3% |
89% |
False |
False |
747,301 |
120 |
4,238.25 |
3,525.25 |
713.00 |
17.1% |
52.50 |
1.3% |
90% |
False |
False |
622,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,488.50 |
2.618 |
4,369.25 |
1.618 |
4,296.25 |
1.000 |
4,251.25 |
0.618 |
4,223.25 |
HIGH |
4,178.25 |
0.618 |
4,150.25 |
0.500 |
4,141.75 |
0.382 |
4,133.25 |
LOW |
4,105.25 |
0.618 |
4,060.25 |
1.000 |
4,032.25 |
1.618 |
3,987.25 |
2.618 |
3,914.25 |
4.250 |
3,795.00 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,160.00 |
4,147.25 |
PP |
4,150.75 |
4,125.50 |
S1 |
4,141.75 |
4,103.75 |
|