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 |
4,218.00 |
4,168.25 |
-49.75 |
-1.2% |
4,174.50 |
High |
4,228.25 |
4,175.75 |
-52.50 |
-1.2% |
4,223.25 |
Low |
4,162.50 |
4,094.50 |
-68.00 |
-1.6% |
4,111.25 |
Close |
4,173.50 |
4,136.25 |
-37.25 |
-0.9% |
4,215.50 |
Range |
65.75 |
81.25 |
15.50 |
23.6% |
112.00 |
ATR |
43.71 |
46.39 |
2.68 |
6.1% |
0.00 |
Volume |
2,747 |
3,556 |
809 |
29.5% |
21,122 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,379.25 |
4,339.00 |
4,181.00 |
|
R3 |
4,298.00 |
4,257.75 |
4,158.50 |
|
R2 |
4,216.75 |
4,216.75 |
4,151.25 |
|
R1 |
4,176.50 |
4,176.50 |
4,143.75 |
4,156.00 |
PP |
4,135.50 |
4,135.50 |
4,135.50 |
4,125.25 |
S1 |
4,095.25 |
4,095.25 |
4,128.75 |
4,074.75 |
S2 |
4,054.25 |
4,054.25 |
4,121.25 |
|
S3 |
3,973.00 |
4,014.00 |
4,114.00 |
|
S4 |
3,891.75 |
3,932.75 |
4,091.50 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.25 |
4,479.50 |
4,277.00 |
|
R3 |
4,407.25 |
4,367.50 |
4,246.25 |
|
R2 |
4,295.25 |
4,295.25 |
4,236.00 |
|
R1 |
4,255.50 |
4,255.50 |
4,225.75 |
4,275.50 |
PP |
4,183.25 |
4,183.25 |
4,183.25 |
4,193.25 |
S1 |
4,143.50 |
4,143.50 |
4,205.25 |
4,163.50 |
S2 |
4,071.25 |
4,071.25 |
4,195.00 |
|
S3 |
3,959.25 |
4,031.50 |
4,184.75 |
|
S4 |
3,847.25 |
3,919.50 |
4,154.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,228.25 |
4,094.50 |
133.75 |
3.2% |
54.00 |
1.3% |
31% |
False |
True |
3,335 |
10 |
4,228.25 |
4,094.50 |
133.75 |
3.2% |
45.00 |
1.1% |
31% |
False |
True |
3,341 |
20 |
4,228.25 |
4,094.50 |
133.75 |
3.2% |
42.75 |
1.0% |
31% |
False |
True |
2,264 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.5% |
43.25 |
1.0% |
77% |
False |
False |
1,623 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.7% |
52.25 |
1.3% |
83% |
False |
False |
1,130 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.2% |
53.25 |
1.3% |
84% |
False |
False |
866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,521.00 |
2.618 |
4,388.50 |
1.618 |
4,307.25 |
1.000 |
4,257.00 |
0.618 |
4,226.00 |
HIGH |
4,175.75 |
0.618 |
4,144.75 |
0.500 |
4,135.00 |
0.382 |
4,125.50 |
LOW |
4,094.50 |
0.618 |
4,044.25 |
1.000 |
4,013.25 |
1.618 |
3,963.00 |
2.618 |
3,881.75 |
4.250 |
3,749.25 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,136.00 |
4,161.50 |
PP |
4,135.50 |
4,153.00 |
S1 |
4,135.00 |
4,144.50 |
|