Trading Metrics calculated at close of trading on 10-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,614.50 |
13,718.00 |
103.50 |
0.8% |
13,880.25 |
High |
13,818.00 |
13,752.00 |
-66.00 |
-0.5% |
13,947.50 |
Low |
13,588.25 |
13,305.50 |
-282.75 |
-2.1% |
13,380.75 |
Close |
13,709.75 |
13,356.75 |
-353.00 |
-2.6% |
13,709.75 |
Range |
229.75 |
446.50 |
216.75 |
94.3% |
566.75 |
ATR |
225.90 |
241.66 |
15.76 |
7.0% |
0.00 |
Volume |
550,632 |
603,725 |
53,093 |
9.6% |
2,780,007 |
|
Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,811.00 |
14,530.25 |
13,602.25 |
|
R3 |
14,364.50 |
14,083.75 |
13,479.50 |
|
R2 |
13,918.00 |
13,918.00 |
13,438.50 |
|
R1 |
13,637.25 |
13,637.25 |
13,397.75 |
13,554.50 |
PP |
13,471.50 |
13,471.50 |
13,471.50 |
13,430.00 |
S1 |
13,190.75 |
13,190.75 |
13,315.75 |
13,108.00 |
S2 |
13,025.00 |
13,025.00 |
13,275.00 |
|
S3 |
12,578.50 |
12,744.25 |
13,234.00 |
|
S4 |
12,132.00 |
12,297.75 |
13,111.25 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,379.50 |
15,111.50 |
14,021.50 |
|
R3 |
14,812.75 |
14,544.75 |
13,865.50 |
|
R2 |
14,246.00 |
14,246.00 |
13,813.75 |
|
R1 |
13,978.00 |
13,978.00 |
13,761.75 |
13,828.50 |
PP |
13,679.25 |
13,679.25 |
13,679.25 |
13,604.75 |
S1 |
13,411.25 |
13,411.25 |
13,657.75 |
13,262.00 |
S2 |
13,112.50 |
13,112.50 |
13,605.75 |
|
S3 |
12,545.75 |
12,844.50 |
13,554.00 |
|
S4 |
11,979.00 |
12,277.75 |
13,398.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,818.00 |
13,305.50 |
512.50 |
3.8% |
302.75 |
2.3% |
10% |
False |
True |
581,963 |
10 |
14,064.00 |
13,305.50 |
758.50 |
5.7% |
232.50 |
1.7% |
7% |
False |
True |
544,892 |
20 |
14,064.00 |
13,305.50 |
758.50 |
5.7% |
224.25 |
1.7% |
7% |
False |
True |
541,540 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
10.9% |
237.00 |
1.8% |
51% |
False |
False |
536,423 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
284.25 |
2.1% |
62% |
False |
False |
365,912 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
278.00 |
2.1% |
62% |
False |
False |
274,631 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
260.25 |
1.9% |
62% |
False |
False |
219,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,649.50 |
2.618 |
14,921.00 |
1.618 |
14,474.50 |
1.000 |
14,198.50 |
0.618 |
14,028.00 |
HIGH |
13,752.00 |
0.618 |
13,581.50 |
0.500 |
13,528.75 |
0.382 |
13,476.00 |
LOW |
13,305.50 |
0.618 |
13,029.50 |
1.000 |
12,859.00 |
1.618 |
12,583.00 |
2.618 |
12,136.50 |
4.250 |
11,408.00 |
|
|
Fisher Pivots for day following 10-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,528.75 |
13,561.75 |
PP |
13,471.50 |
13,493.50 |
S1 |
13,414.00 |
13,425.00 |
|