Trading Metrics calculated at close of trading on 14-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
Open |
12,968.75 |
13,095.00 |
126.25 |
1.0% |
13,718.00 |
High |
13,223.75 |
13,426.25 |
202.50 |
1.5% |
13,752.00 |
Low |
12,915.00 |
13,071.00 |
156.00 |
1.2% |
12,915.00 |
Close |
13,100.25 |
13,387.00 |
286.75 |
2.2% |
13,387.00 |
Range |
308.75 |
355.25 |
46.50 |
15.1% |
837.00 |
ATR |
260.66 |
267.42 |
6.76 |
2.6% |
0.00 |
Volume |
727,348 |
468,758 |
-258,590 |
-35.6% |
3,348,386 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,360.50 |
14,229.00 |
13,582.50 |
|
R3 |
14,005.25 |
13,873.75 |
13,484.75 |
|
R2 |
13,650.00 |
13,650.00 |
13,452.25 |
|
R1 |
13,518.50 |
13,518.50 |
13,419.50 |
13,584.25 |
PP |
13,294.75 |
13,294.75 |
13,294.75 |
13,327.50 |
S1 |
13,163.25 |
13,163.25 |
13,354.50 |
13,229.00 |
S2 |
12,939.50 |
12,939.50 |
13,321.75 |
|
S3 |
12,584.25 |
12,808.00 |
13,289.25 |
|
S4 |
12,229.00 |
12,452.75 |
13,191.50 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,862.25 |
15,461.75 |
13,847.25 |
|
R3 |
15,025.25 |
14,624.75 |
13,617.25 |
|
R2 |
14,188.25 |
14,188.25 |
13,540.50 |
|
R1 |
13,787.75 |
13,787.75 |
13,463.75 |
13,569.50 |
PP |
13,351.25 |
13,351.25 |
13,351.25 |
13,242.25 |
S1 |
12,950.75 |
12,950.75 |
13,310.25 |
12,732.50 |
S2 |
12,514.25 |
12,514.25 |
13,233.50 |
|
S3 |
11,677.25 |
12,113.75 |
13,156.75 |
|
S4 |
10,840.25 |
11,276.75 |
12,926.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,752.00 |
12,915.00 |
837.00 |
6.3% |
362.50 |
2.7% |
56% |
False |
False |
669,677 |
10 |
13,947.50 |
12,915.00 |
1,032.50 |
7.7% |
305.50 |
2.3% |
46% |
False |
False |
612,839 |
20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.6% |
251.25 |
1.9% |
41% |
False |
False |
570,095 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
10.9% |
238.50 |
1.8% |
53% |
False |
False |
548,302 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.9% |
293.00 |
2.2% |
64% |
False |
False |
411,606 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.9% |
283.50 |
2.1% |
64% |
False |
False |
308,911 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.9% |
268.25 |
2.0% |
64% |
False |
False |
247,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,936.00 |
2.618 |
14,356.25 |
1.618 |
14,001.00 |
1.000 |
13,781.50 |
0.618 |
13,645.75 |
HIGH |
13,426.25 |
0.618 |
13,290.50 |
0.500 |
13,248.50 |
0.382 |
13,206.75 |
LOW |
13,071.00 |
0.618 |
12,851.50 |
1.000 |
12,715.75 |
1.618 |
12,496.25 |
2.618 |
12,141.00 |
4.250 |
11,561.25 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,341.00 |
13,315.00 |
PP |
13,294.75 |
13,242.75 |
S1 |
13,248.50 |
13,170.50 |
|