| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,816.6 |
1,829.3 |
12.7 |
0.7% |
1,836.1 |
| High |
1,830.9 |
1,849.0 |
18.1 |
1.0% |
1,849.0 |
| Low |
1,810.7 |
1,821.3 |
10.6 |
0.6% |
1,810.7 |
| Close |
1,826.1 |
1,840.0 |
13.9 |
0.8% |
1,840.0 |
| Range |
20.2 |
27.7 |
7.5 |
37.1% |
38.3 |
| ATR |
24.0 |
24.3 |
0.3 |
1.1% |
0.0 |
| Volume |
41,803 |
24,141 |
-17,662 |
-42.3% |
257,700 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.9 |
1,907.6 |
1,855.2 |
|
| R3 |
1,892.2 |
1,879.9 |
1,847.6 |
|
| R2 |
1,864.5 |
1,864.5 |
1,845.1 |
|
| R1 |
1,852.2 |
1,852.2 |
1,842.5 |
1,858.4 |
| PP |
1,836.8 |
1,836.8 |
1,836.8 |
1,839.8 |
| S1 |
1,824.5 |
1,824.5 |
1,837.5 |
1,830.7 |
| S2 |
1,809.1 |
1,809.1 |
1,834.9 |
|
| S3 |
1,781.4 |
1,796.8 |
1,832.4 |
|
| S4 |
1,753.7 |
1,769.1 |
1,824.8 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,948.1 |
1,932.4 |
1,861.1 |
|
| R3 |
1,909.8 |
1,894.1 |
1,850.5 |
|
| R2 |
1,871.5 |
1,871.5 |
1,847.0 |
|
| R1 |
1,855.8 |
1,855.8 |
1,843.5 |
1,863.7 |
| PP |
1,833.2 |
1,833.2 |
1,833.2 |
1,837.2 |
| S1 |
1,817.5 |
1,817.5 |
1,836.5 |
1,825.4 |
| S2 |
1,794.9 |
1,794.9 |
1,833.0 |
|
| S3 |
1,756.6 |
1,779.2 |
1,829.5 |
|
| S4 |
1,718.3 |
1,740.9 |
1,818.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,849.0 |
1,810.7 |
38.3 |
2.1% |
23.9 |
1.3% |
77% |
True |
False |
51,540 |
| 10 |
1,849.0 |
1,768.5 |
80.5 |
4.4% |
26.8 |
1.5% |
89% |
True |
False |
34,555 |
| 20 |
1,849.0 |
1,756.8 |
92.2 |
5.0% |
23.3 |
1.3% |
90% |
True |
False |
20,167 |
| 40 |
1,849.0 |
1,679.4 |
169.6 |
9.2% |
22.8 |
1.2% |
95% |
True |
False |
11,656 |
| 60 |
1,849.0 |
1,678.4 |
170.6 |
9.3% |
25.0 |
1.4% |
95% |
True |
False |
8,704 |
| 80 |
1,882.7 |
1,678.4 |
204.3 |
11.1% |
24.8 |
1.3% |
79% |
False |
False |
6,945 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.9% |
25.9 |
1.4% |
55% |
False |
False |
5,835 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.9% |
26.0 |
1.4% |
55% |
False |
False |
5,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,966.7 |
|
2.618 |
1,921.5 |
|
1.618 |
1,893.8 |
|
1.000 |
1,876.7 |
|
0.618 |
1,866.1 |
|
HIGH |
1,849.0 |
|
0.618 |
1,838.4 |
|
0.500 |
1,835.2 |
|
0.382 |
1,831.9 |
|
LOW |
1,821.3 |
|
0.618 |
1,804.2 |
|
1.000 |
1,793.6 |
|
1.618 |
1,776.5 |
|
2.618 |
1,748.8 |
|
4.250 |
1,703.6 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,838.4 |
1,836.6 |
| PP |
1,836.8 |
1,833.2 |
| S1 |
1,835.2 |
1,829.9 |
|