Trading Metrics calculated at close of trading on 12-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,316.50 |
13,321.25 |
4.75 |
0.0% |
13,880.25 |
High |
13,375.75 |
13,351.75 |
-24.00 |
-0.2% |
13,947.50 |
Low |
13,065.25 |
12,959.75 |
-105.50 |
-0.8% |
13,380.75 |
Close |
13,346.00 |
12,998.50 |
-347.50 |
-2.6% |
13,709.75 |
Range |
310.50 |
392.00 |
81.50 |
26.2% |
566.75 |
ATR |
246.57 |
256.96 |
10.39 |
4.2% |
0.00 |
Volume |
787,639 |
760,916 |
-26,723 |
-3.4% |
2,780,007 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,279.25 |
14,031.00 |
13,214.00 |
|
R3 |
13,887.25 |
13,639.00 |
13,106.25 |
|
R2 |
13,495.25 |
13,495.25 |
13,070.25 |
|
R1 |
13,247.00 |
13,247.00 |
13,034.50 |
13,175.00 |
PP |
13,103.25 |
13,103.25 |
13,103.25 |
13,067.50 |
S1 |
12,855.00 |
12,855.00 |
12,962.50 |
12,783.00 |
S2 |
12,711.25 |
12,711.25 |
12,926.75 |
|
S3 |
12,319.25 |
12,463.00 |
12,890.75 |
|
S4 |
11,927.25 |
12,071.00 |
12,783.00 |
|
|
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 |
12,959.75 |
858.25 |
6.6% |
320.25 |
2.5% |
5% |
False |
True |
654,072 |
10 |
14,064.00 |
12,959.75 |
1,104.25 |
8.5% |
277.50 |
2.1% |
4% |
False |
True |
608,307 |
20 |
14,064.00 |
12,959.75 |
1,104.25 |
8.5% |
235.50 |
1.8% |
4% |
False |
True |
561,561 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
11.2% |
242.75 |
1.9% |
27% |
False |
False |
552,419 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
14.3% |
290.00 |
2.2% |
43% |
False |
False |
391,695 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
14.3% |
282.75 |
2.2% |
43% |
False |
False |
293,973 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
14.3% |
264.25 |
2.0% |
43% |
False |
False |
235,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,017.75 |
2.618 |
14,378.00 |
1.618 |
13,986.00 |
1.000 |
13,743.75 |
0.618 |
13,594.00 |
HIGH |
13,351.75 |
0.618 |
13,202.00 |
0.500 |
13,155.75 |
0.382 |
13,109.50 |
LOW |
12,959.75 |
0.618 |
12,717.50 |
1.000 |
12,567.75 |
1.618 |
12,325.50 |
2.618 |
11,933.50 |
4.250 |
11,293.75 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,155.75 |
13,356.00 |
PP |
13,103.25 |
13,236.75 |
S1 |
13,051.00 |
13,117.50 |
|