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 |
13,641.93 |
13,102.64 |
-539.29 |
-4.0% |
13,921.32 |
High |
13,641.93 |
13,381.66 |
-260.27 |
-1.9% |
13,955.00 |
Low |
13,358.62 |
13,097.60 |
-261.02 |
-2.0% |
13,396.11 |
Close |
13,359.08 |
13,351.27 |
-7.81 |
-0.1% |
13,719.63 |
Range |
283.31 |
284.06 |
0.75 |
0.3% |
558.89 |
ATR |
217.15 |
221.93 |
4.78 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,129.02 |
14,024.21 |
13,507.50 |
|
R3 |
13,844.96 |
13,740.15 |
13,429.39 |
|
R2 |
13,560.90 |
13,560.90 |
13,403.35 |
|
R1 |
13,456.09 |
13,456.09 |
13,377.31 |
13,508.50 |
PP |
13,276.84 |
13,276.84 |
13,276.84 |
13,303.05 |
S1 |
13,172.03 |
13,172.03 |
13,325.23 |
13,224.44 |
S2 |
12,992.78 |
12,992.78 |
13,299.19 |
|
S3 |
12,708.72 |
12,887.97 |
13,273.15 |
|
S4 |
12,424.66 |
12,603.91 |
13,195.04 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,366.92 |
15,102.16 |
14,027.02 |
|
R3 |
14,808.03 |
14,543.27 |
13,873.32 |
|
R2 |
14,249.14 |
14,249.14 |
13,822.09 |
|
R1 |
13,984.38 |
13,984.38 |
13,770.86 |
13,837.32 |
PP |
13,690.25 |
13,690.25 |
13,690.25 |
13,616.71 |
S1 |
13,425.49 |
13,425.49 |
13,668.40 |
13,278.43 |
S2 |
13,131.36 |
13,131.36 |
13,617.17 |
|
S3 |
12,572.47 |
12,866.60 |
13,565.94 |
|
S4 |
12,013.58 |
12,307.71 |
13,412.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,814.65 |
13,097.60 |
717.05 |
5.4% |
224.16 |
1.7% |
35% |
False |
True |
|
10 |
14,067.10 |
13,097.60 |
969.50 |
7.3% |
205.87 |
1.5% |
26% |
False |
True |
|
20 |
14,067.10 |
13,097.60 |
969.50 |
7.3% |
187.38 |
1.4% |
26% |
False |
True |
|
40 |
14,067.10 |
12,627.93 |
1,439.17 |
10.8% |
184.15 |
1.4% |
50% |
False |
False |
|
60 |
14,067.10 |
12,208.39 |
1,858.71 |
13.9% |
221.52 |
1.7% |
61% |
False |
False |
|
80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.9% |
211.69 |
1.6% |
61% |
False |
False |
|
100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.9% |
200.22 |
1.5% |
61% |
False |
False |
|
120 |
14,067.10 |
11,817.53 |
2,249.57 |
16.8% |
191.52 |
1.4% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,588.92 |
2.618 |
14,125.33 |
1.618 |
13,841.27 |
1.000 |
13,665.72 |
0.618 |
13,557.21 |
HIGH |
13,381.66 |
0.618 |
13,273.15 |
0.500 |
13,239.63 |
0.382 |
13,206.11 |
LOW |
13,097.60 |
0.618 |
12,922.05 |
1.000 |
12,813.54 |
1.618 |
12,637.99 |
2.618 |
12,353.93 |
4.250 |
11,890.35 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,314.06 |
13,456.13 |
PP |
13,276.84 |
13,421.17 |
S1 |
13,239.63 |
13,386.22 |
|