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 |
34,722 |
34,647 |
-75 |
-0.2% |
33,828 |
High |
35,000 |
34,732 |
-268 |
-0.8% |
34,728 |
Low |
34,611 |
33,983 |
-628 |
-1.8% |
33,654 |
Close |
34,668 |
34,183 |
-485 |
-1.4% |
34,686 |
Range |
389 |
749 |
360 |
92.5% |
1,074 |
ATR |
339 |
368 |
29 |
8.6% |
0 |
Volume |
188,758 |
312,297 |
123,539 |
65.4% |
831,744 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,546 |
36,114 |
34,595 |
|
R3 |
35,797 |
35,365 |
34,389 |
|
R2 |
35,048 |
35,048 |
34,320 |
|
R1 |
34,616 |
34,616 |
34,252 |
34,458 |
PP |
34,299 |
34,299 |
34,299 |
34,220 |
S1 |
33,867 |
33,867 |
34,114 |
33,709 |
S2 |
33,550 |
33,550 |
34,046 |
|
S3 |
32,801 |
33,118 |
33,977 |
|
S4 |
32,052 |
32,369 |
33,771 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,578 |
37,206 |
35,277 |
|
R3 |
36,504 |
36,132 |
34,981 |
|
R2 |
35,430 |
35,430 |
34,883 |
|
R1 |
35,058 |
35,058 |
34,785 |
35,244 |
PP |
34,356 |
34,356 |
34,356 |
34,449 |
S1 |
33,984 |
33,984 |
34,588 |
34,170 |
S2 |
33,282 |
33,282 |
34,489 |
|
S3 |
32,208 |
32,910 |
34,391 |
|
S4 |
31,134 |
31,836 |
34,095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,000 |
33,926 |
1,074 |
3.1% |
436 |
1.3% |
24% |
False |
False |
199,328 |
10 |
35,000 |
33,628 |
1,372 |
4.0% |
366 |
1.1% |
40% |
False |
False |
175,006 |
20 |
35,000 |
33,519 |
1,481 |
4.3% |
346 |
1.0% |
45% |
False |
False |
158,744 |
40 |
35,000 |
31,951 |
3,049 |
8.9% |
334 |
1.0% |
73% |
False |
False |
162,646 |
60 |
35,000 |
30,409 |
4,591 |
13.4% |
394 |
1.2% |
82% |
False |
False |
113,998 |
80 |
35,000 |
29,447 |
5,553 |
16.2% |
400 |
1.2% |
85% |
False |
False |
85,539 |
100 |
35,000 |
29,198 |
5,802 |
17.0% |
394 |
1.2% |
86% |
False |
False |
68,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,915 |
2.618 |
36,693 |
1.618 |
35,944 |
1.000 |
35,481 |
0.618 |
35,195 |
HIGH |
34,732 |
0.618 |
34,446 |
0.500 |
34,358 |
0.382 |
34,269 |
LOW |
33,983 |
0.618 |
33,520 |
1.000 |
33,234 |
1.618 |
32,771 |
2.618 |
32,022 |
4.250 |
30,800 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
34,358 |
34,492 |
PP |
34,299 |
34,389 |
S1 |
34,241 |
34,286 |
|