Trading Metrics calculated at close of trading on 13-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,321.25 |
12,968.75 |
-352.50 |
-2.6% |
13,880.25 |
High |
13,351.75 |
13,223.75 |
-128.00 |
-1.0% |
13,947.50 |
Low |
12,959.75 |
12,915.00 |
-44.75 |
-0.3% |
13,380.75 |
Close |
12,998.50 |
13,100.25 |
101.75 |
0.8% |
13,709.75 |
Range |
392.00 |
308.75 |
-83.25 |
-21.2% |
566.75 |
ATR |
256.96 |
260.66 |
3.70 |
1.4% |
0.00 |
Volume |
760,916 |
727,348 |
-33,568 |
-4.4% |
2,780,007 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,006.00 |
13,861.75 |
13,270.00 |
|
R3 |
13,697.25 |
13,553.00 |
13,185.25 |
|
R2 |
13,388.50 |
13,388.50 |
13,156.75 |
|
R1 |
13,244.25 |
13,244.25 |
13,128.50 |
13,316.50 |
PP |
13,079.75 |
13,079.75 |
13,079.75 |
13,115.75 |
S1 |
12,935.50 |
12,935.50 |
13,072.00 |
13,007.50 |
S2 |
12,771.00 |
12,771.00 |
13,043.75 |
|
S3 |
12,462.25 |
12,626.75 |
13,015.25 |
|
S4 |
12,153.50 |
12,318.00 |
12,930.50 |
|
|
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 |
12,915.00 |
903.00 |
6.9% |
337.50 |
2.6% |
21% |
False |
True |
686,052 |
10 |
13,956.75 |
12,915.00 |
1,041.75 |
8.0% |
283.75 |
2.2% |
18% |
False |
True |
621,487 |
20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.8% |
238.75 |
1.8% |
16% |
False |
True |
571,687 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
11.1% |
242.25 |
1.8% |
34% |
False |
False |
554,284 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
14.2% |
291.25 |
2.2% |
48% |
False |
False |
403,804 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
14.2% |
283.00 |
2.2% |
48% |
False |
False |
303,057 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
14.2% |
266.50 |
2.0% |
48% |
False |
False |
242,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,536.00 |
2.618 |
14,032.00 |
1.618 |
13,723.25 |
1.000 |
13,532.50 |
0.618 |
13,414.50 |
HIGH |
13,223.75 |
0.618 |
13,105.75 |
0.500 |
13,069.50 |
0.382 |
13,033.00 |
LOW |
12,915.00 |
0.618 |
12,724.25 |
1.000 |
12,606.25 |
1.618 |
12,415.50 |
2.618 |
12,106.75 |
4.250 |
11,602.75 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,090.00 |
13,145.50 |
PP |
13,079.75 |
13,130.25 |
S1 |
13,069.50 |
13,115.25 |
|