| Trading Metrics calculated at close of trading on 10-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2021 |
10-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,241.8 |
2,268.1 |
26.3 |
1.2% |
2,267.7 |
| High |
2,272.7 |
2,277.7 |
5.0 |
0.2% |
2,291.0 |
| Low |
2,229.1 |
2,200.1 |
-29.0 |
-1.3% |
2,198.8 |
| Close |
2,267.9 |
2,209.6 |
-58.3 |
-2.6% |
2,267.9 |
| Range |
43.6 |
77.6 |
34.0 |
78.0% |
92.2 |
| ATR |
45.5 |
47.8 |
2.3 |
5.0% |
0.0 |
| Volume |
166,833 |
182,600 |
15,767 |
9.5% |
869,727 |
|
| Daily Pivots for day following 10-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,461.9 |
2,413.4 |
2,252.3 |
|
| R3 |
2,384.3 |
2,335.8 |
2,230.9 |
|
| R2 |
2,306.7 |
2,306.7 |
2,223.8 |
|
| R1 |
2,258.2 |
2,258.2 |
2,216.7 |
2,243.7 |
| PP |
2,229.1 |
2,229.1 |
2,229.1 |
2,221.9 |
| S1 |
2,180.6 |
2,180.6 |
2,202.5 |
2,166.1 |
| S2 |
2,151.5 |
2,151.5 |
2,195.4 |
|
| S3 |
2,073.9 |
2,103.0 |
2,188.3 |
|
| S4 |
1,996.3 |
2,025.4 |
2,166.9 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.2 |
2,490.7 |
2,318.6 |
|
| R3 |
2,437.0 |
2,398.5 |
2,293.3 |
|
| R2 |
2,344.8 |
2,344.8 |
2,284.8 |
|
| R1 |
2,306.3 |
2,306.3 |
2,276.4 |
2,325.6 |
| PP |
2,252.6 |
2,252.6 |
2,252.6 |
2,262.2 |
| S1 |
2,214.1 |
2,214.1 |
2,259.4 |
2,233.4 |
| S2 |
2,160.4 |
2,160.4 |
2,251.0 |
|
| S3 |
2,068.2 |
2,121.9 |
2,242.5 |
|
| S4 |
1,976.0 |
2,029.7 |
2,217.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.7 |
2,198.8 |
78.9 |
3.6% |
51.4 |
2.3% |
14% |
True |
False |
181,590 |
| 10 |
2,322.7 |
2,198.8 |
123.9 |
5.6% |
42.1 |
1.9% |
9% |
False |
False |
172,173 |
| 20 |
2,322.7 |
2,164.6 |
158.1 |
7.2% |
44.4 |
2.0% |
28% |
False |
False |
179,274 |
| 40 |
2,366.0 |
2,092.7 |
273.3 |
12.4% |
50.2 |
2.3% |
43% |
False |
False |
189,241 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.9% |
56.3 |
2.5% |
45% |
False |
False |
131,088 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.4% |
54.9 |
2.5% |
54% |
False |
False |
98,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,607.5 |
|
2.618 |
2,480.9 |
|
1.618 |
2,403.3 |
|
1.000 |
2,355.3 |
|
0.618 |
2,325.7 |
|
HIGH |
2,277.7 |
|
0.618 |
2,248.1 |
|
0.500 |
2,238.9 |
|
0.382 |
2,229.7 |
|
LOW |
2,200.1 |
|
0.618 |
2,152.1 |
|
1.000 |
2,122.5 |
|
1.618 |
2,074.5 |
|
2.618 |
1,996.9 |
|
4.250 |
1,870.3 |
|
|
| Fisher Pivots for day following 10-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,238.9 |
2,238.3 |
| PP |
2,229.1 |
2,228.7 |
| S1 |
2,219.4 |
2,219.2 |
|