| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,268.1 |
2,202.0 |
-66.1 |
-2.9% |
2,267.7 |
| High |
2,277.7 |
2,216.6 |
-61.1 |
-2.7% |
2,291.0 |
| Low |
2,200.1 |
2,152.1 |
-48.0 |
-2.2% |
2,198.8 |
| Close |
2,209.6 |
2,203.3 |
-6.3 |
-0.3% |
2,267.9 |
| Range |
77.6 |
64.5 |
-13.1 |
-16.9% |
92.2 |
| ATR |
47.8 |
49.0 |
1.2 |
2.5% |
0.0 |
| Volume |
182,600 |
259,406 |
76,806 |
42.1% |
869,727 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.2 |
2,358.2 |
2,238.8 |
|
| R3 |
2,319.7 |
2,293.7 |
2,221.0 |
|
| R2 |
2,255.2 |
2,255.2 |
2,215.1 |
|
| R1 |
2,229.2 |
2,229.2 |
2,209.2 |
2,242.2 |
| PP |
2,190.7 |
2,190.7 |
2,190.7 |
2,197.2 |
| S1 |
2,164.7 |
2,164.7 |
2,197.4 |
2,177.7 |
| S2 |
2,126.2 |
2,126.2 |
2,191.5 |
|
| S3 |
2,061.7 |
2,100.2 |
2,185.6 |
|
| S4 |
1,997.2 |
2,035.7 |
2,167.8 |
|
|
| 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 |
2,152.1 |
125.6 |
5.7% |
54.3 |
2.5% |
41% |
False |
True |
192,257 |
| 10 |
2,322.7 |
2,152.1 |
170.6 |
7.7% |
46.6 |
2.1% |
30% |
False |
True |
183,313 |
| 20 |
2,322.7 |
2,152.1 |
170.6 |
7.7% |
45.8 |
2.1% |
30% |
False |
True |
183,681 |
| 40 |
2,354.0 |
2,092.7 |
261.3 |
11.9% |
50.9 |
2.3% |
42% |
False |
False |
187,959 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.9% |
56.8 |
2.6% |
43% |
False |
False |
135,408 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.4% |
55.1 |
2.5% |
52% |
False |
False |
101,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,490.7 |
|
2.618 |
2,385.5 |
|
1.618 |
2,321.0 |
|
1.000 |
2,281.1 |
|
0.618 |
2,256.5 |
|
HIGH |
2,216.6 |
|
0.618 |
2,192.0 |
|
0.500 |
2,184.4 |
|
0.382 |
2,176.7 |
|
LOW |
2,152.1 |
|
0.618 |
2,112.2 |
|
1.000 |
2,087.6 |
|
1.618 |
2,047.7 |
|
2.618 |
1,983.2 |
|
4.250 |
1,878.0 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,197.0 |
2,214.9 |
| PP |
2,190.7 |
2,211.0 |
| S1 |
2,184.4 |
2,207.2 |
|