Trading Metrics calculated at close of trading on 17-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,112.50 |
4,169.00 |
56.50 |
1.4% |
4,226.75 |
High |
4,178.25 |
4,178.75 |
0.50 |
0.0% |
4,238.25 |
Low |
4,105.25 |
4,136.50 |
31.25 |
0.8% |
4,029.25 |
Close |
4,169.00 |
4,157.75 |
-11.25 |
-0.3% |
4,169.00 |
Range |
73.00 |
42.25 |
-30.75 |
-42.1% |
209.00 |
ATR |
55.50 |
54.55 |
-0.95 |
-1.7% |
0.00 |
Volume |
1,513,171 |
1,480,730 |
-32,441 |
-2.1% |
10,707,274 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,284.50 |
4,263.25 |
4,181.00 |
|
R3 |
4,242.25 |
4,221.00 |
4,169.25 |
|
R2 |
4,200.00 |
4,200.00 |
4,165.50 |
|
R1 |
4,178.75 |
4,178.75 |
4,161.50 |
4,168.25 |
PP |
4,157.75 |
4,157.75 |
4,157.75 |
4,152.50 |
S1 |
4,136.50 |
4,136.50 |
4,154.00 |
4,126.00 |
S2 |
4,115.50 |
4,115.50 |
4,150.00 |
|
S3 |
4,073.25 |
4,094.25 |
4,146.25 |
|
S4 |
4,031.00 |
4,052.00 |
4,134.50 |
|
|
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 |
4,185.50 |
4,029.25 |
156.25 |
3.8% |
78.75 |
1.9% |
82% |
False |
False |
2,105,158 |
10 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
65.00 |
1.6% |
61% |
False |
False |
1,901,404 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
52.25 |
1.3% |
61% |
False |
False |
1,693,561 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.5% |
46.75 |
1.1% |
80% |
False |
False |
1,586,698 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.7% |
55.50 |
1.3% |
85% |
False |
False |
1,268,252 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.2% |
56.00 |
1.3% |
86% |
False |
False |
952,178 |
100 |
4,238.25 |
3,641.25 |
597.00 |
14.4% |
54.25 |
1.3% |
87% |
False |
False |
762,095 |
120 |
4,238.25 |
3,528.25 |
710.00 |
17.1% |
52.50 |
1.3% |
89% |
False |
False |
635,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,358.25 |
2.618 |
4,289.25 |
1.618 |
4,247.00 |
1.000 |
4,221.00 |
0.618 |
4,204.75 |
HIGH |
4,178.75 |
0.618 |
4,162.50 |
0.500 |
4,157.50 |
0.382 |
4,152.75 |
LOW |
4,136.50 |
0.618 |
4,110.50 |
1.000 |
4,094.25 |
1.618 |
4,068.25 |
2.618 |
4,026.00 |
4.250 |
3,957.00 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,157.75 |
4,139.75 |
PP |
4,157.75 |
4,122.00 |
S1 |
4,157.50 |
4,104.00 |
|