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 |
4,131.50 |
4,049.50 |
-82.00 |
-2.0% |
4,174.50 |
High |
4,140.00 |
4,116.50 |
-23.50 |
-0.6% |
4,223.25 |
Low |
4,041.50 |
4,020.00 |
-21.50 |
-0.5% |
4,111.25 |
Close |
4,048.75 |
4,097.25 |
48.50 |
1.2% |
4,215.50 |
Range |
98.50 |
96.50 |
-2.00 |
-2.0% |
112.00 |
ATR |
50.11 |
53.43 |
3.31 |
6.6% |
0.00 |
Volume |
4,859 |
11,941 |
7,082 |
145.8% |
21,122 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,367.50 |
4,328.75 |
4,150.25 |
|
R3 |
4,271.00 |
4,232.25 |
4,123.75 |
|
R2 |
4,174.50 |
4,174.50 |
4,115.00 |
|
R1 |
4,135.75 |
4,135.75 |
4,106.00 |
4,155.00 |
PP |
4,078.00 |
4,078.00 |
4,078.00 |
4,087.50 |
S1 |
4,039.25 |
4,039.25 |
4,088.50 |
4,058.50 |
S2 |
3,981.50 |
3,981.50 |
4,079.50 |
|
S3 |
3,885.00 |
3,942.75 |
4,070.75 |
|
S4 |
3,788.50 |
3,846.25 |
4,044.25 |
|
|
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 |
4,020.00 |
208.25 |
5.1% |
76.50 |
1.9% |
37% |
False |
True |
5,129 |
10 |
4,228.25 |
4,020.00 |
208.25 |
5.1% |
58.25 |
1.4% |
37% |
False |
True |
4,579 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.1% |
48.75 |
1.2% |
37% |
False |
True |
2,978 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.6% |
46.25 |
1.1% |
67% |
False |
False |
2,017 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.9% |
54.25 |
1.3% |
75% |
False |
False |
1,407 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.4% |
54.25 |
1.3% |
78% |
False |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,526.50 |
2.618 |
4,369.25 |
1.618 |
4,272.75 |
1.000 |
4,213.00 |
0.618 |
4,176.25 |
HIGH |
4,116.50 |
0.618 |
4,079.75 |
0.500 |
4,068.25 |
0.382 |
4,056.75 |
LOW |
4,020.00 |
0.618 |
3,960.25 |
1.000 |
3,923.50 |
1.618 |
3,863.75 |
2.618 |
3,767.25 |
4.250 |
3,610.00 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,087.50 |
4,098.00 |
PP |
4,078.00 |
4,097.75 |
S1 |
4,068.25 |
4,097.50 |
|