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 |
1,832.3 |
1,850.0 |
17.7 |
1.0% |
1,841.3 |
High |
1,852.4 |
1,874.7 |
22.3 |
1.2% |
1,852.4 |
Low |
1,826.1 |
1,850.0 |
23.9 |
1.3% |
1,815.6 |
Close |
1,843.9 |
1,873.3 |
29.4 |
1.6% |
1,843.9 |
Range |
26.3 |
24.7 |
-1.6 |
-6.1% |
36.8 |
ATR |
23.5 |
24.0 |
0.5 |
2.2% |
0.0 |
Volume |
3,355 |
6,294 |
2,939 |
87.6% |
26,608 |
|
Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.1 |
1,931.4 |
1,886.9 |
|
R3 |
1,915.4 |
1,906.7 |
1,880.1 |
|
R2 |
1,890.7 |
1,890.7 |
1,877.8 |
|
R1 |
1,882.0 |
1,882.0 |
1,875.6 |
1,886.4 |
PP |
1,866.0 |
1,866.0 |
1,866.0 |
1,868.2 |
S1 |
1,857.3 |
1,857.3 |
1,871.0 |
1,861.7 |
S2 |
1,841.3 |
1,841.3 |
1,868.8 |
|
S3 |
1,816.6 |
1,832.6 |
1,866.5 |
|
S4 |
1,791.9 |
1,807.9 |
1,859.7 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.7 |
1,932.6 |
1,864.1 |
|
R3 |
1,910.9 |
1,895.8 |
1,854.0 |
|
R2 |
1,874.1 |
1,874.1 |
1,850.6 |
|
R1 |
1,859.0 |
1,859.0 |
1,847.3 |
1,866.6 |
PP |
1,837.3 |
1,837.3 |
1,837.3 |
1,841.1 |
S1 |
1,822.2 |
1,822.2 |
1,840.5 |
1,829.8 |
S2 |
1,800.5 |
1,800.5 |
1,837.2 |
|
S3 |
1,763.7 |
1,785.4 |
1,833.8 |
|
S4 |
1,726.9 |
1,748.6 |
1,823.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.7 |
1,815.6 |
59.1 |
3.2% |
25.0 |
1.3% |
98% |
True |
False |
5,493 |
10 |
1,874.7 |
1,775.6 |
99.1 |
5.3% |
25.2 |
1.3% |
99% |
True |
False |
5,195 |
20 |
1,874.7 |
1,761.6 |
113.1 |
6.0% |
22.6 |
1.2% |
99% |
True |
False |
3,419 |
40 |
1,874.7 |
1,683.0 |
191.7 |
10.2% |
22.3 |
1.2% |
99% |
True |
False |
2,448 |
60 |
1,874.7 |
1,683.0 |
191.7 |
10.2% |
24.3 |
1.3% |
99% |
True |
False |
2,046 |
80 |
1,885.3 |
1,683.0 |
202.3 |
10.8% |
24.5 |
1.3% |
94% |
False |
False |
1,709 |
100 |
1,978.0 |
1,683.0 |
295.0 |
15.7% |
25.1 |
1.3% |
65% |
False |
False |
1,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.7 |
2.618 |
1,939.4 |
1.618 |
1,914.7 |
1.000 |
1,899.4 |
0.618 |
1,890.0 |
HIGH |
1,874.7 |
0.618 |
1,865.3 |
0.500 |
1,862.4 |
0.382 |
1,859.4 |
LOW |
1,850.0 |
0.618 |
1,834.7 |
1.000 |
1,825.3 |
1.618 |
1,810.0 |
2.618 |
1,785.3 |
4.250 |
1,745.0 |
|
|
Fisher Pivots for day following 17-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,869.7 |
1,863.9 |
PP |
1,866.0 |
1,854.5 |
S1 |
1,862.4 |
1,845.2 |
|