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 |
13,102.64 |
13,152.42 |
49.78 |
0.4% |
13,921.32 |
High |
13,381.66 |
13,234.55 |
-147.11 |
-1.1% |
13,955.00 |
Low |
13,097.60 |
12,967.18 |
-130.42 |
-1.0% |
13,396.11 |
Close |
13,351.27 |
13,001.63 |
-349.64 |
-2.6% |
13,719.63 |
Range |
284.06 |
267.37 |
-16.69 |
-5.9% |
558.89 |
ATR |
221.93 |
233.51 |
11.58 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,869.90 |
13,703.13 |
13,148.68 |
|
R3 |
13,602.53 |
13,435.76 |
13,075.16 |
|
R2 |
13,335.16 |
13,335.16 |
13,050.65 |
|
R1 |
13,168.39 |
13,168.39 |
13,026.14 |
13,118.09 |
PP |
13,067.79 |
13,067.79 |
13,067.79 |
13,042.64 |
S1 |
12,901.02 |
12,901.02 |
12,977.12 |
12,850.72 |
S2 |
12,800.42 |
12,800.42 |
12,952.61 |
|
S3 |
12,533.05 |
12,633.65 |
12,928.10 |
|
S4 |
12,265.68 |
12,366.28 |
12,854.58 |
|
|
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 |
12,967.18 |
847.47 |
6.5% |
237.98 |
1.8% |
4% |
False |
True |
|
10 |
14,067.10 |
12,967.18 |
1,099.92 |
8.5% |
222.92 |
1.7% |
3% |
False |
True |
|
20 |
14,067.10 |
12,967.18 |
1,099.92 |
8.5% |
190.33 |
1.5% |
3% |
False |
True |
|
40 |
14,067.10 |
12,627.93 |
1,439.17 |
11.1% |
185.70 |
1.4% |
26% |
False |
False |
|
60 |
14,067.10 |
12,208.39 |
1,858.71 |
14.3% |
223.43 |
1.7% |
43% |
False |
False |
|
80 |
14,067.10 |
12,208.39 |
1,858.71 |
14.3% |
212.74 |
1.6% |
43% |
False |
False |
|
100 |
14,067.10 |
12,208.39 |
1,858.71 |
14.3% |
201.60 |
1.6% |
43% |
False |
False |
|
120 |
14,067.10 |
11,817.53 |
2,249.57 |
17.3% |
193.05 |
1.5% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,370.87 |
2.618 |
13,934.52 |
1.618 |
13,667.15 |
1.000 |
13,501.92 |
0.618 |
13,399.78 |
HIGH |
13,234.55 |
0.618 |
13,132.41 |
0.500 |
13,100.87 |
0.382 |
13,069.32 |
LOW |
12,967.18 |
0.618 |
12,801.95 |
1.000 |
12,699.81 |
1.618 |
12,534.58 |
2.618 |
12,267.21 |
4.250 |
11,830.86 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,100.87 |
13,304.56 |
PP |
13,067.79 |
13,203.58 |
S1 |
13,034.71 |
13,102.61 |
|