| 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 |
13,310.00 |
12,988.25 |
-321.75 |
-2.4% |
13,870.00 |
| High |
13,338.50 |
13,210.75 |
-127.75 |
-1.0% |
13,935.25 |
| Low |
12,950.00 |
12,906.00 |
-44.00 |
-0.3% |
13,370.50 |
| Close |
12,987.00 |
13,089.00 |
102.00 |
0.8% |
13,698.75 |
| Range |
388.50 |
304.75 |
-83.75 |
-21.6% |
564.75 |
| ATR |
252.83 |
256.54 |
3.71 |
1.5% |
0.00 |
| Volume |
2,243 |
1,699 |
-544 |
-24.3% |
5,674 |
|
| Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,982.75 |
13,840.75 |
13,256.50 |
|
| R3 |
13,678.00 |
13,536.00 |
13,172.75 |
|
| R2 |
13,373.25 |
13,373.25 |
13,144.75 |
|
| R1 |
13,231.25 |
13,231.25 |
13,117.00 |
13,302.25 |
| PP |
13,068.50 |
13,068.50 |
13,068.50 |
13,104.00 |
| S1 |
12,926.50 |
12,926.50 |
13,061.00 |
12,997.50 |
| S2 |
12,763.75 |
12,763.75 |
13,033.25 |
|
| S3 |
12,459.00 |
12,621.75 |
13,005.25 |
|
| S4 |
12,154.25 |
12,317.00 |
12,921.50 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,362.50 |
15,095.25 |
14,009.25 |
|
| R3 |
14,797.75 |
14,530.50 |
13,854.00 |
|
| R2 |
14,233.00 |
14,233.00 |
13,802.25 |
|
| R1 |
13,965.75 |
13,965.75 |
13,750.50 |
13,817.00 |
| PP |
13,668.25 |
13,668.25 |
13,668.25 |
13,593.75 |
| S1 |
13,401.00 |
13,401.00 |
13,647.00 |
13,252.25 |
| S2 |
13,103.50 |
13,103.50 |
13,595.25 |
|
| S3 |
12,538.75 |
12,836.25 |
13,543.50 |
|
| S4 |
11,974.00 |
12,271.50 |
13,388.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,804.00 |
12,906.00 |
898.00 |
6.9% |
334.00 |
2.6% |
20% |
False |
True |
1,719 |
| 10 |
13,943.50 |
12,906.00 |
1,037.50 |
7.9% |
279.50 |
2.1% |
18% |
False |
True |
1,358 |
| 20 |
14,050.25 |
12,906.00 |
1,144.25 |
8.7% |
234.75 |
1.8% |
16% |
False |
True |
958 |
| 40 |
14,050.25 |
12,602.00 |
1,448.25 |
11.1% |
237.00 |
1.8% |
34% |
False |
False |
736 |
| 60 |
14,050.25 |
12,195.25 |
1,855.00 |
14.2% |
279.25 |
2.1% |
48% |
False |
False |
518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,506.00 |
|
2.618 |
14,008.50 |
|
1.618 |
13,703.75 |
|
1.000 |
13,515.50 |
|
0.618 |
13,399.00 |
|
HIGH |
13,210.75 |
|
0.618 |
13,094.25 |
|
0.500 |
13,058.50 |
|
0.382 |
13,022.50 |
|
LOW |
12,906.00 |
|
0.618 |
12,717.75 |
|
1.000 |
12,601.25 |
|
1.618 |
12,413.00 |
|
2.618 |
12,108.25 |
|
4.250 |
11,610.75 |
|
|
| Fisher Pivots for day following 13-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,078.75 |
13,134.00 |
| PP |
13,068.50 |
13,119.00 |
| S1 |
13,058.50 |
13,104.00 |
|