| 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 |
7,121.0 |
7,052.0 |
-69.0 |
-1.0% |
6,968.5 |
| High |
7,143.5 |
7,054.5 |
-89.0 |
-1.2% |
7,126.0 |
| Low |
7,045.0 |
6,885.0 |
-160.0 |
-2.3% |
6,878.0 |
| Close |
7,102.5 |
6,912.0 |
-190.5 |
-2.7% |
7,103.0 |
| Range |
98.5 |
169.5 |
71.0 |
72.1% |
248.0 |
| ATR |
83.4 |
93.0 |
9.6 |
11.5% |
0.0 |
| Volume |
81,432 |
145,842 |
64,410 |
79.1% |
358,701 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,459.0 |
7,355.0 |
7,005.0 |
|
| R3 |
7,289.5 |
7,185.5 |
6,958.5 |
|
| R2 |
7,120.0 |
7,120.0 |
6,943.0 |
|
| R1 |
7,016.0 |
7,016.0 |
6,927.5 |
6,983.0 |
| PP |
6,950.5 |
6,950.5 |
6,950.5 |
6,934.0 |
| S1 |
6,846.5 |
6,846.5 |
6,896.5 |
6,814.0 |
| S2 |
6,781.0 |
6,781.0 |
6,881.0 |
|
| S3 |
6,611.5 |
6,677.0 |
6,865.5 |
|
| S4 |
6,442.0 |
6,507.5 |
6,819.0 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,779.5 |
7,689.5 |
7,239.5 |
|
| R3 |
7,531.5 |
7,441.5 |
7,171.0 |
|
| R2 |
7,283.5 |
7,283.5 |
7,148.5 |
|
| R1 |
7,193.5 |
7,193.5 |
7,125.5 |
7,238.5 |
| PP |
7,035.5 |
7,035.5 |
7,035.5 |
7,058.0 |
| S1 |
6,945.5 |
6,945.5 |
7,080.5 |
6,990.5 |
| S2 |
6,787.5 |
6,787.5 |
7,057.5 |
|
| S3 |
6,539.5 |
6,697.5 |
7,035.0 |
|
| S4 |
6,291.5 |
6,449.5 |
6,966.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,143.5 |
6,885.0 |
258.5 |
3.7% |
105.5 |
1.5% |
10% |
False |
True |
94,751 |
| 10 |
7,143.5 |
6,878.0 |
265.5 |
3.8% |
91.5 |
1.3% |
13% |
False |
False |
90,961 |
| 20 |
7,143.5 |
6,803.5 |
340.0 |
4.9% |
81.0 |
1.2% |
32% |
False |
False |
85,768 |
| 40 |
7,143.5 |
6,567.5 |
576.0 |
8.3% |
79.0 |
1.1% |
60% |
False |
False |
100,461 |
| 60 |
7,143.5 |
6,380.0 |
763.5 |
11.0% |
80.0 |
1.2% |
70% |
False |
False |
67,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,775.0 |
|
2.618 |
7,498.5 |
|
1.618 |
7,329.0 |
|
1.000 |
7,224.0 |
|
0.618 |
7,159.5 |
|
HIGH |
7,054.5 |
|
0.618 |
6,990.0 |
|
0.500 |
6,970.0 |
|
0.382 |
6,949.5 |
|
LOW |
6,885.0 |
|
0.618 |
6,780.0 |
|
1.000 |
6,715.5 |
|
1.618 |
6,610.5 |
|
2.618 |
6,441.0 |
|
4.250 |
6,164.5 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,970.0 |
7,014.0 |
| PP |
6,950.5 |
6,980.0 |
| S1 |
6,931.0 |
6,946.0 |
|