Trading Metrics calculated at close of trading on 12-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
Open |
34,647 |
34,143 |
-504 |
-1.5% |
33,828 |
High |
34,732 |
34,227 |
-505 |
-1.5% |
34,728 |
Low |
33,983 |
33,461 |
-522 |
-1.5% |
33,654 |
Close |
34,183 |
33,508 |
-675 |
-2.0% |
34,686 |
Range |
749 |
766 |
17 |
2.3% |
1,074 |
ATR |
368 |
397 |
28 |
7.7% |
0 |
Volume |
312,297 |
270,377 |
-41,920 |
-13.4% |
831,744 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,030 |
35,535 |
33,929 |
|
R3 |
35,264 |
34,769 |
33,719 |
|
R2 |
34,498 |
34,498 |
33,649 |
|
R1 |
34,003 |
34,003 |
33,578 |
33,868 |
PP |
33,732 |
33,732 |
33,732 |
33,664 |
S1 |
33,237 |
33,237 |
33,438 |
33,102 |
S2 |
32,966 |
32,966 |
33,368 |
|
S3 |
32,200 |
32,471 |
33,297 |
|
S4 |
31,434 |
31,705 |
33,087 |
|
|
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 |
33,461 |
1,539 |
4.6% |
530 |
1.6% |
3% |
False |
True |
222,235 |
10 |
35,000 |
33,461 |
1,539 |
4.6% |
424 |
1.3% |
3% |
False |
True |
190,943 |
20 |
35,000 |
33,461 |
1,539 |
4.6% |
370 |
1.1% |
3% |
False |
True |
163,767 |
40 |
35,000 |
31,951 |
3,049 |
9.1% |
348 |
1.0% |
51% |
False |
False |
165,350 |
60 |
35,000 |
30,409 |
4,591 |
13.7% |
403 |
1.2% |
68% |
False |
False |
118,498 |
80 |
35,000 |
29,447 |
5,553 |
16.6% |
404 |
1.2% |
73% |
False |
False |
88,917 |
100 |
35,000 |
29,198 |
5,802 |
17.3% |
400 |
1.2% |
74% |
False |
False |
71,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,483 |
2.618 |
36,233 |
1.618 |
35,467 |
1.000 |
34,993 |
0.618 |
34,701 |
HIGH |
34,227 |
0.618 |
33,935 |
0.500 |
33,844 |
0.382 |
33,754 |
LOW |
33,461 |
0.618 |
32,988 |
1.000 |
32,695 |
1.618 |
32,222 |
2.618 |
31,456 |
4.250 |
30,206 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
33,844 |
34,231 |
PP |
33,732 |
33,990 |
S1 |
33,620 |
33,749 |
|