Trading Metrics calculated at close of trading on 17-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,100.50 |
4,162.00 |
61.50 |
1.5% |
4,218.00 |
High |
4,168.00 |
4,168.00 |
0.00 |
0.0% |
4,228.25 |
Low |
4,096.00 |
4,127.25 |
31.25 |
0.8% |
4,020.00 |
Close |
4,159.00 |
4,148.00 |
-11.00 |
-0.3% |
4,159.00 |
Range |
72.00 |
40.75 |
-31.25 |
-43.4% |
208.25 |
ATR |
54.75 |
53.75 |
-1.00 |
-1.8% |
0.00 |
Volume |
4,093 |
3,012 |
-1,081 |
-26.4% |
27,196 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,270.00 |
4,249.75 |
4,170.50 |
|
R3 |
4,229.25 |
4,209.00 |
4,159.25 |
|
R2 |
4,188.50 |
4,188.50 |
4,155.50 |
|
R1 |
4,168.25 |
4,168.25 |
4,151.75 |
4,158.00 |
PP |
4,147.75 |
4,147.75 |
4,147.75 |
4,142.50 |
S1 |
4,127.50 |
4,127.50 |
4,144.25 |
4,117.25 |
S2 |
4,107.00 |
4,107.00 |
4,140.50 |
|
S3 |
4,066.25 |
4,086.75 |
4,136.75 |
|
S4 |
4,025.50 |
4,046.00 |
4,125.50 |
|
|
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 |
4,175.75 |
4,020.00 |
155.75 |
3.8% |
77.75 |
1.9% |
82% |
False |
False |
5,492 |
10 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
64.00 |
1.5% |
61% |
False |
False |
4,786 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
51.25 |
1.2% |
61% |
False |
False |
3,269 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.5% |
46.00 |
1.1% |
80% |
False |
False |
2,135 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.7% |
54.50 |
1.3% |
85% |
False |
False |
1,520 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.2% |
54.75 |
1.3% |
86% |
False |
False |
1,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,341.25 |
2.618 |
4,274.75 |
1.618 |
4,234.00 |
1.000 |
4,208.75 |
0.618 |
4,193.25 |
HIGH |
4,168.00 |
0.618 |
4,152.50 |
0.500 |
4,147.50 |
0.382 |
4,142.75 |
LOW |
4,127.25 |
0.618 |
4,102.00 |
1.000 |
4,086.50 |
1.618 |
4,061.25 |
2.618 |
4,020.50 |
4.250 |
3,954.00 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,148.00 |
4,130.00 |
PP |
4,147.75 |
4,112.00 |
S1 |
4,147.50 |
4,094.00 |
|