Trading Metrics calculated at close of trading on 11-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,718.00 |
13,316.50 |
-401.50 |
-2.9% |
13,880.25 |
High |
13,752.00 |
13,375.75 |
-376.25 |
-2.7% |
13,947.50 |
Low |
13,305.50 |
13,065.25 |
-240.25 |
-1.8% |
13,380.75 |
Close |
13,356.75 |
13,346.00 |
-10.75 |
-0.1% |
13,709.75 |
Range |
446.50 |
310.50 |
-136.00 |
-30.5% |
566.75 |
ATR |
241.66 |
246.57 |
4.92 |
2.0% |
0.00 |
Volume |
603,725 |
787,639 |
183,914 |
30.5% |
2,780,007 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,193.75 |
14,080.50 |
13,516.75 |
|
R3 |
13,883.25 |
13,770.00 |
13,431.50 |
|
R2 |
13,572.75 |
13,572.75 |
13,403.00 |
|
R1 |
13,459.50 |
13,459.50 |
13,374.50 |
13,516.00 |
PP |
13,262.25 |
13,262.25 |
13,262.25 |
13,290.75 |
S1 |
13,149.00 |
13,149.00 |
13,317.50 |
13,205.50 |
S2 |
12,951.75 |
12,951.75 |
13,289.00 |
|
S3 |
12,641.25 |
12,838.50 |
13,260.50 |
|
S4 |
12,330.75 |
12,528.00 |
13,175.25 |
|
|
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 |
13,065.25 |
752.75 |
5.6% |
282.50 |
2.1% |
37% |
False |
True |
606,028 |
10 |
14,064.00 |
13,065.25 |
998.75 |
7.5% |
249.75 |
1.9% |
28% |
False |
True |
582,375 |
20 |
14,064.00 |
13,065.25 |
998.75 |
7.5% |
228.75 |
1.7% |
28% |
False |
True |
556,625 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
10.9% |
239.00 |
1.8% |
51% |
False |
False |
546,516 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
286.50 |
2.1% |
61% |
False |
False |
379,028 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
280.25 |
2.1% |
61% |
False |
False |
284,471 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
261.50 |
2.0% |
61% |
False |
False |
227,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,695.50 |
2.618 |
14,188.75 |
1.618 |
13,878.25 |
1.000 |
13,686.25 |
0.618 |
13,567.75 |
HIGH |
13,375.75 |
0.618 |
13,257.25 |
0.500 |
13,220.50 |
0.382 |
13,183.75 |
LOW |
13,065.25 |
0.618 |
12,873.25 |
1.000 |
12,754.75 |
1.618 |
12,562.75 |
2.618 |
12,252.25 |
4.250 |
11,745.50 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,304.25 |
13,441.50 |
PP |
13,262.25 |
13,409.75 |
S1 |
13,220.50 |
13,378.00 |
|