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 |
1,837.6 |
1,840.2 |
2.6 |
0.1% |
1,770.4 |
High |
1,844.3 |
1,846.5 |
2.2 |
0.1% |
1,846.5 |
Low |
1,819.8 |
1,815.0 |
-4.8 |
-0.3% |
1,768.5 |
Close |
1,838.1 |
1,824.8 |
-13.3 |
-0.7% |
1,833.5 |
Range |
24.5 |
31.5 |
7.0 |
28.6% |
78.0 |
ATR |
23.7 |
24.3 |
0.6 |
2.3% |
0.0 |
Volume |
71,631 |
55,159 |
-16,472 |
-23.0% |
87,851 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.3 |
1,905.5 |
1,842.1 |
|
R3 |
1,891.8 |
1,874.0 |
1,833.5 |
|
R2 |
1,860.3 |
1,860.3 |
1,830.6 |
|
R1 |
1,842.5 |
1,842.5 |
1,827.7 |
1,835.7 |
PP |
1,828.8 |
1,828.8 |
1,828.8 |
1,825.3 |
S1 |
1,811.0 |
1,811.0 |
1,821.9 |
1,804.2 |
S2 |
1,797.3 |
1,797.3 |
1,819.0 |
|
S3 |
1,765.8 |
1,779.5 |
1,816.1 |
|
S4 |
1,734.3 |
1,748.0 |
1,807.5 |
|
|
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 |
1,784.1 |
64.3 |
3.5% |
27.8 |
1.5% |
63% |
False |
False |
48,257 |
10 |
1,848.4 |
1,756.8 |
91.6 |
5.0% |
26.4 |
1.4% |
74% |
False |
False |
30,561 |
20 |
1,848.4 |
1,736.8 |
111.6 |
6.1% |
23.8 |
1.3% |
79% |
False |
False |
17,192 |
40 |
1,848.4 |
1,679.4 |
169.0 |
9.3% |
23.2 |
1.3% |
86% |
False |
False |
10,086 |
60 |
1,848.4 |
1,678.4 |
170.0 |
9.3% |
25.0 |
1.4% |
86% |
False |
False |
7,662 |
80 |
1,882.7 |
1,678.4 |
204.3 |
11.2% |
25.3 |
1.4% |
72% |
False |
False |
6,154 |
100 |
1,971.5 |
1,678.4 |
293.1 |
16.1% |
25.9 |
1.4% |
50% |
False |
False |
5,185 |
120 |
1,971.5 |
1,678.4 |
293.1 |
16.1% |
25.8 |
1.4% |
50% |
False |
False |
4,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.4 |
2.618 |
1,929.0 |
1.618 |
1,897.5 |
1.000 |
1,878.0 |
0.618 |
1,866.0 |
HIGH |
1,846.5 |
0.618 |
1,834.5 |
0.500 |
1,830.8 |
0.382 |
1,827.0 |
LOW |
1,815.0 |
0.618 |
1,795.5 |
1.000 |
1,783.5 |
1.618 |
1,764.0 |
2.618 |
1,732.5 |
4.250 |
1,681.1 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,830.8 |
1,831.7 |
PP |
1,828.8 |
1,829.4 |
S1 |
1,826.8 |
1,827.1 |
|