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 |
4,168.25 |
4,131.50 |
-36.75 |
-0.9% |
4,174.50 |
High |
4,175.75 |
4,140.00 |
-35.75 |
-0.9% |
4,223.25 |
Low |
4,094.50 |
4,041.50 |
-53.00 |
-1.3% |
4,111.25 |
Close |
4,136.25 |
4,048.75 |
-87.50 |
-2.1% |
4,215.50 |
Range |
81.25 |
98.50 |
17.25 |
21.2% |
112.00 |
ATR |
46.39 |
50.11 |
3.72 |
8.0% |
0.00 |
Volume |
3,556 |
4,859 |
1,303 |
36.6% |
21,122 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,372.25 |
4,309.00 |
4,103.00 |
|
R3 |
4,273.75 |
4,210.50 |
4,075.75 |
|
R2 |
4,175.25 |
4,175.25 |
4,066.75 |
|
R1 |
4,112.00 |
4,112.00 |
4,057.75 |
4,094.50 |
PP |
4,076.75 |
4,076.75 |
4,076.75 |
4,068.00 |
S1 |
4,013.50 |
4,013.50 |
4,039.75 |
3,996.00 |
S2 |
3,978.25 |
3,978.25 |
4,030.75 |
|
S3 |
3,879.75 |
3,915.00 |
4,021.75 |
|
S4 |
3,781.25 |
3,816.50 |
3,994.50 |
|
|
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 |
4,041.50 |
186.75 |
4.6% |
68.50 |
1.7% |
4% |
False |
True |
3,778 |
10 |
4,228.25 |
4,041.50 |
186.75 |
4.6% |
53.00 |
1.3% |
4% |
False |
True |
3,658 |
20 |
4,228.25 |
4,041.50 |
186.75 |
4.6% |
46.25 |
1.1% |
4% |
False |
True |
2,417 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.7% |
45.00 |
1.1% |
54% |
False |
False |
1,727 |
60 |
4,228.25 |
3,701.50 |
526.75 |
13.0% |
53.25 |
1.3% |
66% |
False |
False |
1,209 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.5% |
53.75 |
1.3% |
70% |
False |
False |
926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,558.50 |
2.618 |
4,397.75 |
1.618 |
4,299.25 |
1.000 |
4,238.50 |
0.618 |
4,200.75 |
HIGH |
4,140.00 |
0.618 |
4,102.25 |
0.500 |
4,090.75 |
0.382 |
4,079.25 |
LOW |
4,041.50 |
0.618 |
3,980.75 |
1.000 |
3,943.00 |
1.618 |
3,882.25 |
2.618 |
3,783.75 |
4.250 |
3,623.00 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,090.75 |
4,135.00 |
PP |
4,076.75 |
4,106.25 |
S1 |
4,062.75 |
4,077.50 |
|