| 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 |
2,199.0 |
2,126.5 |
-72.5 |
-3.3% |
2,267.7 |
| High |
2,207.9 |
2,186.7 |
-21.2 |
-1.0% |
2,291.0 |
| Low |
2,124.2 |
2,112.6 |
-11.6 |
-0.5% |
2,198.8 |
| Close |
2,131.5 |
2,168.6 |
37.1 |
1.7% |
2,267.9 |
| Range |
83.7 |
74.1 |
-9.6 |
-11.5% |
92.2 |
| ATR |
51.5 |
53.1 |
1.6 |
3.1% |
0.0 |
| Volume |
253,595 |
252,768 |
-827 |
-0.3% |
869,727 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.3 |
2,347.5 |
2,209.4 |
|
| R3 |
2,304.2 |
2,273.4 |
2,189.0 |
|
| R2 |
2,230.1 |
2,230.1 |
2,182.2 |
|
| R1 |
2,199.3 |
2,199.3 |
2,175.4 |
2,214.7 |
| PP |
2,156.0 |
2,156.0 |
2,156.0 |
2,163.7 |
| S1 |
2,125.2 |
2,125.2 |
2,161.8 |
2,140.6 |
| S2 |
2,081.9 |
2,081.9 |
2,155.0 |
|
| S3 |
2,007.8 |
2,051.1 |
2,148.2 |
|
| S4 |
1,933.7 |
1,977.0 |
2,127.8 |
|
|
| 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 |
2,112.6 |
165.1 |
7.6% |
68.7 |
3.2% |
34% |
False |
True |
223,040 |
| 10 |
2,291.8 |
2,112.6 |
179.2 |
8.3% |
54.6 |
2.5% |
31% |
False |
True |
202,298 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.7% |
49.2 |
2.3% |
27% |
False |
True |
190,941 |
| 40 |
2,342.2 |
2,092.7 |
249.5 |
11.5% |
52.2 |
2.4% |
30% |
False |
False |
189,069 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
13.1% |
57.8 |
2.7% |
31% |
False |
False |
143,830 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.7% |
55.8 |
2.6% |
42% |
False |
False |
107,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,501.6 |
|
2.618 |
2,380.7 |
|
1.618 |
2,306.6 |
|
1.000 |
2,260.8 |
|
0.618 |
2,232.5 |
|
HIGH |
2,186.7 |
|
0.618 |
2,158.4 |
|
0.500 |
2,149.7 |
|
0.382 |
2,140.9 |
|
LOW |
2,112.6 |
|
0.618 |
2,066.8 |
|
1.000 |
2,038.5 |
|
1.618 |
1,992.7 |
|
2.618 |
1,918.6 |
|
4.250 |
1,797.7 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,162.3 |
2,167.3 |
| PP |
2,156.0 |
2,165.9 |
| S1 |
2,149.7 |
2,164.6 |
|