| 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 |
1,842.0 |
1,843.0 |
1.0 |
0.1% |
1,772.5 |
| High |
1,848.1 |
1,850.0 |
1.9 |
0.1% |
1,850.0 |
| Low |
1,824.4 |
1,818.8 |
-5.6 |
-0.3% |
1,772.5 |
| Close |
1,841.8 |
1,828.5 |
-13.3 |
-0.7% |
1,837.2 |
| Range |
23.7 |
31.2 |
7.5 |
31.6% |
77.5 |
| ATR |
23.0 |
23.6 |
0.6 |
2.5% |
0.0 |
| Volume |
6,505 |
6,662 |
157 |
2.4% |
21,702 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,926.0 |
1,908.5 |
1,845.7 |
|
| R3 |
1,894.8 |
1,877.3 |
1,837.1 |
|
| R2 |
1,863.6 |
1,863.6 |
1,834.2 |
|
| R1 |
1,846.1 |
1,846.1 |
1,831.4 |
1,839.3 |
| PP |
1,832.4 |
1,832.4 |
1,832.4 |
1,829.0 |
| S1 |
1,814.9 |
1,814.9 |
1,825.6 |
1,808.1 |
| S2 |
1,801.2 |
1,801.2 |
1,822.8 |
|
| S3 |
1,770.0 |
1,783.7 |
1,819.9 |
|
| S4 |
1,738.8 |
1,752.5 |
1,811.3 |
|
|
| 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 |
1,788.2 |
63.4 |
3.5% |
27.1 |
1.5% |
64% |
False |
False |
6,558 |
| 10 |
1,851.6 |
1,761.6 |
90.0 |
4.9% |
25.8 |
1.4% |
74% |
False |
False |
4,408 |
| 20 |
1,851.6 |
1,741.0 |
110.6 |
6.0% |
23.2 |
1.3% |
79% |
False |
False |
2,926 |
| 40 |
1,851.6 |
1,683.0 |
168.6 |
9.2% |
22.5 |
1.2% |
86% |
False |
False |
2,183 |
| 60 |
1,851.6 |
1,683.0 |
168.6 |
9.2% |
24.3 |
1.3% |
86% |
False |
False |
1,846 |
| 80 |
1,886.5 |
1,683.0 |
203.5 |
11.1% |
24.7 |
1.4% |
71% |
False |
False |
1,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.6 |
|
2.618 |
1,931.7 |
|
1.618 |
1,900.5 |
|
1.000 |
1,881.2 |
|
0.618 |
1,869.3 |
|
HIGH |
1,850.0 |
|
0.618 |
1,838.1 |
|
0.500 |
1,834.4 |
|
0.382 |
1,830.7 |
|
LOW |
1,818.8 |
|
0.618 |
1,799.5 |
|
1.000 |
1,787.6 |
|
1.618 |
1,768.3 |
|
2.618 |
1,737.1 |
|
4.250 |
1,686.2 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,834.4 |
1,835.2 |
| PP |
1,832.4 |
1,833.0 |
| S1 |
1,830.5 |
1,830.7 |
|