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 |
4,049.50 |
4,100.50 |
51.00 |
1.3% |
4,218.00 |
High |
4,116.50 |
4,168.00 |
51.50 |
1.3% |
4,228.25 |
Low |
4,020.00 |
4,096.00 |
76.00 |
1.9% |
4,020.00 |
Close |
4,097.25 |
4,159.00 |
61.75 |
1.5% |
4,159.00 |
Range |
96.50 |
72.00 |
-24.50 |
-25.4% |
208.25 |
ATR |
53.43 |
54.75 |
1.33 |
2.5% |
0.00 |
Volume |
11,941 |
4,093 |
-7,848 |
-65.7% |
27,196 |
|
Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,357.00 |
4,330.00 |
4,198.50 |
|
R3 |
4,285.00 |
4,258.00 |
4,178.75 |
|
R2 |
4,213.00 |
4,213.00 |
4,172.25 |
|
R1 |
4,186.00 |
4,186.00 |
4,165.50 |
4,199.50 |
PP |
4,141.00 |
4,141.00 |
4,141.00 |
4,147.75 |
S1 |
4,114.00 |
4,114.00 |
4,152.50 |
4,127.50 |
S2 |
4,069.00 |
4,069.00 |
4,145.75 |
|
S3 |
3,997.00 |
4,042.00 |
4,139.25 |
|
S4 |
3,925.00 |
3,970.00 |
4,119.50 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,760.50 |
4,668.00 |
4,273.50 |
|
R3 |
4,552.25 |
4,459.75 |
4,216.25 |
|
R2 |
4,344.00 |
4,344.00 |
4,197.25 |
|
R1 |
4,251.50 |
4,251.50 |
4,178.00 |
4,193.50 |
PP |
4,135.75 |
4,135.75 |
4,135.75 |
4,106.75 |
S1 |
4,043.25 |
4,043.25 |
4,140.00 |
3,985.50 |
S2 |
3,927.50 |
3,927.50 |
4,120.75 |
|
S3 |
3,719.25 |
3,835.00 |
4,101.75 |
|
S4 |
3,511.00 |
3,626.75 |
4,044.50 |
|
|
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 |
5.0% |
82.75 |
2.0% |
67% |
False |
False |
5,439 |
10 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
62.00 |
1.5% |
67% |
False |
False |
4,831 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
51.00 |
1.2% |
67% |
False |
False |
3,150 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.5% |
46.00 |
1.1% |
82% |
False |
False |
2,087 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.7% |
54.50 |
1.3% |
87% |
False |
False |
1,473 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.2% |
54.50 |
1.3% |
88% |
False |
False |
1,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,474.00 |
2.618 |
4,356.50 |
1.618 |
4,284.50 |
1.000 |
4,240.00 |
0.618 |
4,212.50 |
HIGH |
4,168.00 |
0.618 |
4,140.50 |
0.500 |
4,132.00 |
0.382 |
4,123.50 |
LOW |
4,096.00 |
0.618 |
4,051.50 |
1.000 |
4,024.00 |
1.618 |
3,979.50 |
2.618 |
3,907.50 |
4.250 |
3,790.00 |
|
|
Fisher Pivots for day following 14-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,150.00 |
4,137.25 |
PP |
4,141.00 |
4,115.75 |
S1 |
4,132.00 |
4,094.00 |
|