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 |
34,143 |
33,475 |
-668 |
-2.0% |
33,828 |
High |
34,227 |
34,093 |
-134 |
-0.4% |
34,728 |
Low |
33,461 |
33,200 |
-261 |
-0.8% |
33,654 |
Close |
33,508 |
33,938 |
430 |
1.3% |
34,686 |
Range |
766 |
893 |
127 |
16.6% |
1,074 |
ATR |
397 |
432 |
35 |
8.9% |
0 |
Volume |
270,377 |
262,419 |
-7,958 |
-2.9% |
831,744 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,423 |
36,073 |
34,429 |
|
R3 |
35,530 |
35,180 |
34,184 |
|
R2 |
34,637 |
34,637 |
34,102 |
|
R1 |
34,287 |
34,287 |
34,020 |
34,462 |
PP |
33,744 |
33,744 |
33,744 |
33,831 |
S1 |
33,394 |
33,394 |
33,856 |
33,569 |
S2 |
32,851 |
32,851 |
33,774 |
|
S3 |
31,958 |
32,501 |
33,693 |
|
S4 |
31,065 |
31,608 |
33,447 |
|
|
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 |
33,200 |
1,800 |
5.3% |
632 |
1.9% |
41% |
False |
True |
240,365 |
10 |
35,000 |
33,200 |
1,800 |
5.3% |
479 |
1.4% |
41% |
False |
True |
201,496 |
20 |
35,000 |
33,200 |
1,800 |
5.3% |
399 |
1.2% |
41% |
False |
True |
169,846 |
40 |
35,000 |
31,951 |
3,049 |
9.0% |
364 |
1.1% |
65% |
False |
False |
167,541 |
60 |
35,000 |
30,409 |
4,591 |
13.5% |
413 |
1.2% |
77% |
False |
False |
122,871 |
80 |
35,000 |
29,447 |
5,553 |
16.4% |
411 |
1.2% |
81% |
False |
False |
92,196 |
100 |
35,000 |
29,198 |
5,802 |
17.1% |
409 |
1.2% |
82% |
False |
False |
73,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
37,888 |
2.618 |
36,431 |
1.618 |
35,538 |
1.000 |
34,986 |
0.618 |
34,645 |
HIGH |
34,093 |
0.618 |
33,752 |
0.500 |
33,647 |
0.382 |
33,541 |
LOW |
33,200 |
0.618 |
32,648 |
1.000 |
32,307 |
1.618 |
31,755 |
2.618 |
30,862 |
4.250 |
29,405 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
33,841 |
33,966 |
PP |
33,744 |
33,957 |
S1 |
33,647 |
33,947 |
|