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 |
1,841.3 |
1,842.0 |
0.7 |
0.0% |
1,772.5 |
High |
1,851.6 |
1,848.1 |
-3.5 |
-0.2% |
1,850.0 |
Low |
1,836.8 |
1,824.4 |
-12.4 |
-0.7% |
1,772.5 |
Close |
1,843.5 |
1,841.8 |
-1.7 |
-0.1% |
1,837.2 |
Range |
14.8 |
23.7 |
8.9 |
60.1% |
77.5 |
ATR |
23.0 |
23.0 |
0.1 |
0.2% |
0.0 |
Volume |
5,433 |
6,505 |
1,072 |
19.7% |
21,702 |
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.2 |
1,899.2 |
1,854.8 |
|
R3 |
1,885.5 |
1,875.5 |
1,848.3 |
|
R2 |
1,861.8 |
1,861.8 |
1,846.1 |
|
R1 |
1,851.8 |
1,851.8 |
1,844.0 |
1,845.0 |
PP |
1,838.1 |
1,838.1 |
1,838.1 |
1,834.7 |
S1 |
1,828.1 |
1,828.1 |
1,839.6 |
1,821.3 |
S2 |
1,814.4 |
1,814.4 |
1,837.5 |
|
S3 |
1,790.7 |
1,804.4 |
1,835.3 |
|
S4 |
1,767.0 |
1,780.7 |
1,828.8 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.4 |
2,022.3 |
1,879.8 |
|
R3 |
1,974.9 |
1,944.8 |
1,858.5 |
|
R2 |
1,897.4 |
1,897.4 |
1,851.4 |
|
R1 |
1,867.3 |
1,867.3 |
1,844.3 |
1,882.4 |
PP |
1,819.9 |
1,819.9 |
1,819.9 |
1,827.4 |
S1 |
1,789.8 |
1,789.8 |
1,830.1 |
1,804.9 |
S2 |
1,742.4 |
1,742.4 |
1,823.0 |
|
S3 |
1,664.9 |
1,712.3 |
1,815.9 |
|
S4 |
1,587.4 |
1,634.8 |
1,794.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,851.6 |
1,776.0 |
75.6 |
4.1% |
24.3 |
1.3% |
87% |
False |
False |
5,647 |
10 |
1,851.6 |
1,761.6 |
90.0 |
4.9% |
24.6 |
1.3% |
89% |
False |
False |
3,853 |
20 |
1,851.6 |
1,738.8 |
112.8 |
6.1% |
22.5 |
1.2% |
91% |
False |
False |
2,671 |
40 |
1,851.6 |
1,683.0 |
168.6 |
9.2% |
22.1 |
1.2% |
94% |
False |
False |
2,026 |
60 |
1,851.6 |
1,683.0 |
168.6 |
9.2% |
24.4 |
1.3% |
94% |
False |
False |
1,749 |
80 |
1,886.5 |
1,683.0 |
203.5 |
11.0% |
24.7 |
1.3% |
78% |
False |
False |
1,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,948.8 |
2.618 |
1,910.1 |
1.618 |
1,886.4 |
1.000 |
1,871.8 |
0.618 |
1,862.7 |
HIGH |
1,848.1 |
0.618 |
1,839.0 |
0.500 |
1,836.3 |
0.382 |
1,833.5 |
LOW |
1,824.4 |
0.618 |
1,809.8 |
1.000 |
1,800.7 |
1.618 |
1,786.1 |
2.618 |
1,762.4 |
4.250 |
1,723.7 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,840.0 |
1,839.8 |
PP |
1,838.1 |
1,837.7 |
S1 |
1,836.3 |
1,835.7 |
|