Trading Metrics calculated at close of trading on 17-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,095.00 |
13,380.25 |
285.25 |
2.2% |
13,718.00 |
High |
13,426.25 |
13,448.50 |
22.25 |
0.2% |
13,752.00 |
Low |
13,071.00 |
13,182.75 |
111.75 |
0.9% |
12,915.00 |
Close |
13,387.00 |
13,303.50 |
-83.50 |
-0.6% |
13,387.00 |
Range |
355.25 |
265.75 |
-89.50 |
-25.2% |
837.00 |
ATR |
267.42 |
267.30 |
-0.12 |
0.0% |
0.00 |
Volume |
468,758 |
488,299 |
19,541 |
4.2% |
3,348,386 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,108.75 |
13,972.00 |
13,449.75 |
|
R3 |
13,843.00 |
13,706.25 |
13,376.50 |
|
R2 |
13,577.25 |
13,577.25 |
13,352.25 |
|
R1 |
13,440.50 |
13,440.50 |
13,327.75 |
13,376.00 |
PP |
13,311.50 |
13,311.50 |
13,311.50 |
13,279.50 |
S1 |
13,174.75 |
13,174.75 |
13,279.25 |
13,110.25 |
S2 |
13,045.75 |
13,045.75 |
13,254.75 |
|
S3 |
12,780.00 |
12,909.00 |
13,230.50 |
|
S4 |
12,514.25 |
12,643.25 |
13,157.25 |
|
|
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 |
13,448.50 |
12,915.00 |
533.50 |
4.0% |
326.50 |
2.5% |
73% |
True |
False |
646,592 |
10 |
13,818.00 |
12,915.00 |
903.00 |
6.8% |
314.50 |
2.4% |
43% |
False |
False |
614,277 |
20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.6% |
253.00 |
1.9% |
34% |
False |
False |
563,824 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
10.9% |
239.75 |
1.8% |
48% |
False |
False |
544,482 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
294.25 |
2.2% |
59% |
False |
False |
419,733 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
285.00 |
2.1% |
59% |
False |
False |
315,008 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
14.0% |
267.75 |
2.0% |
59% |
False |
False |
252,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,578.00 |
2.618 |
14,144.25 |
1.618 |
13,878.50 |
1.000 |
13,714.25 |
0.618 |
13,612.75 |
HIGH |
13,448.50 |
0.618 |
13,347.00 |
0.500 |
13,315.50 |
0.382 |
13,284.25 |
LOW |
13,182.75 |
0.618 |
13,018.50 |
1.000 |
12,917.00 |
1.618 |
12,752.75 |
2.618 |
12,487.00 |
4.250 |
12,053.25 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,315.50 |
13,263.00 |
PP |
13,311.50 |
13,222.25 |
S1 |
13,307.50 |
13,181.75 |
|