| 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 |
1,836.1 |
1,837.6 |
1.5 |
0.1% |
1,770.4 |
| High |
1,848.4 |
1,844.3 |
-4.1 |
-0.2% |
1,846.5 |
| Low |
1,832.8 |
1,819.8 |
-13.0 |
-0.7% |
1,768.5 |
| Close |
1,839.8 |
1,838.1 |
-1.7 |
-0.1% |
1,833.5 |
| Range |
15.6 |
24.5 |
8.9 |
57.1% |
78.0 |
| ATR |
23.7 |
23.7 |
0.1 |
0.2% |
0.0 |
| Volume |
64,966 |
71,631 |
6,665 |
10.3% |
87,851 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.6 |
1,897.3 |
1,851.6 |
|
| R3 |
1,883.1 |
1,872.8 |
1,844.8 |
|
| R2 |
1,858.6 |
1,858.6 |
1,842.6 |
|
| R1 |
1,848.3 |
1,848.3 |
1,840.3 |
1,853.5 |
| PP |
1,834.1 |
1,834.1 |
1,834.1 |
1,836.6 |
| S1 |
1,823.8 |
1,823.8 |
1,835.9 |
1,829.0 |
| S2 |
1,809.6 |
1,809.6 |
1,833.6 |
|
| S3 |
1,785.1 |
1,799.3 |
1,831.4 |
|
| S4 |
1,760.6 |
1,774.8 |
1,824.6 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.2 |
2,019.8 |
1,876.4 |
|
| R3 |
1,972.2 |
1,941.8 |
1,855.0 |
|
| R2 |
1,894.2 |
1,894.2 |
1,847.8 |
|
| R1 |
1,863.8 |
1,863.8 |
1,840.7 |
1,879.0 |
| PP |
1,816.2 |
1,816.2 |
1,816.2 |
1,823.8 |
| S1 |
1,785.8 |
1,785.8 |
1,826.4 |
1,801.0 |
| S2 |
1,738.2 |
1,738.2 |
1,819.2 |
|
| S3 |
1,660.2 |
1,707.8 |
1,812.1 |
|
| S4 |
1,582.2 |
1,629.8 |
1,790.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,848.4 |
1,771.5 |
76.9 |
4.2% |
25.2 |
1.4% |
87% |
False |
False |
41,318 |
| 10 |
1,848.4 |
1,756.8 |
91.6 |
5.0% |
25.3 |
1.4% |
89% |
False |
False |
25,643 |
| 20 |
1,848.4 |
1,734.7 |
113.7 |
6.2% |
23.2 |
1.3% |
91% |
False |
False |
14,574 |
| 40 |
1,848.4 |
1,679.4 |
169.0 |
9.2% |
22.8 |
1.2% |
94% |
False |
False |
8,741 |
| 60 |
1,848.4 |
1,678.4 |
170.0 |
9.2% |
25.1 |
1.4% |
94% |
False |
False |
6,776 |
| 80 |
1,882.7 |
1,678.4 |
204.3 |
11.1% |
25.3 |
1.4% |
78% |
False |
False |
5,471 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.9% |
25.8 |
1.4% |
54% |
False |
False |
4,642 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.9% |
25.6 |
1.4% |
54% |
False |
False |
4,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,948.4 |
|
2.618 |
1,908.4 |
|
1.618 |
1,883.9 |
|
1.000 |
1,868.8 |
|
0.618 |
1,859.4 |
|
HIGH |
1,844.3 |
|
0.618 |
1,834.9 |
|
0.500 |
1,832.1 |
|
0.382 |
1,829.2 |
|
LOW |
1,819.8 |
|
0.618 |
1,804.7 |
|
1.000 |
1,795.3 |
|
1.618 |
1,780.2 |
|
2.618 |
1,755.7 |
|
4.250 |
1,715.7 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,836.1 |
1,836.1 |
| PP |
1,834.1 |
1,834.1 |
| S1 |
1,832.1 |
1,832.1 |
|