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 |
34,785.27 |
34,572.74 |
-212.53 |
-0.6% |
33,904.89 |
High |
35,091.56 |
34,572.74 |
-518.82 |
-1.5% |
34,811.39 |
Low |
34,741.57 |
34,075.31 |
-666.26 |
-1.9% |
33,765.68 |
Close |
34,742.82 |
34,269.16 |
-473.66 |
-1.4% |
34,777.76 |
Range |
349.99 |
497.43 |
147.44 |
42.1% |
1,045.71 |
ATR |
315.73 |
340.86 |
25.13 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,798.03 |
35,531.02 |
34,542.75 |
|
R3 |
35,300.60 |
35,033.59 |
34,405.95 |
|
R2 |
34,803.17 |
34,803.17 |
34,360.36 |
|
R1 |
34,536.16 |
34,536.16 |
34,314.76 |
34,420.95 |
PP |
34,305.74 |
34,305.74 |
34,305.74 |
34,248.13 |
S1 |
34,038.73 |
34,038.73 |
34,223.56 |
33,923.52 |
S2 |
33,808.31 |
33,808.31 |
34,177.96 |
|
S3 |
33,310.88 |
33,541.30 |
34,132.37 |
|
S4 |
32,813.45 |
33,043.87 |
33,995.57 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,588.74 |
37,228.96 |
35,352.90 |
|
R3 |
36,543.03 |
36,183.25 |
35,065.33 |
|
R2 |
35,497.32 |
35,497.32 |
34,969.47 |
|
R1 |
35,137.54 |
35,137.54 |
34,873.62 |
35,317.43 |
PP |
34,451.61 |
34,451.61 |
34,451.61 |
34,541.56 |
S1 |
34,091.83 |
34,091.83 |
34,681.90 |
34,271.72 |
S2 |
33,405.90 |
33,405.90 |
34,586.05 |
|
S3 |
32,360.19 |
33,046.12 |
34,490.19 |
|
S4 |
31,314.48 |
32,000.41 |
34,202.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
35,091.56 |
34,039.66 |
1,051.90 |
3.1% |
370.28 |
1.1% |
22% |
False |
False |
|
10 |
35,091.56 |
33,744.28 |
1,347.28 |
3.9% |
323.59 |
0.9% |
39% |
False |
False |
|
20 |
35,091.56 |
33,668.95 |
1,422.61 |
4.2% |
306.34 |
0.9% |
42% |
False |
False |
|
40 |
35,091.56 |
32,074.60 |
3,016.96 |
8.8% |
295.26 |
0.9% |
73% |
False |
False |
|
60 |
35,091.56 |
30,547.53 |
4,544.03 |
13.3% |
343.11 |
1.0% |
82% |
False |
False |
|
80 |
35,091.56 |
29,856.30 |
5,235.26 |
15.3% |
338.47 |
1.0% |
84% |
False |
False |
|
100 |
35,091.56 |
29,755.53 |
5,336.03 |
15.6% |
331.24 |
1.0% |
85% |
False |
False |
|
120 |
35,091.56 |
29,229.10 |
5,862.46 |
17.1% |
327.28 |
1.0% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,686.82 |
2.618 |
35,875.01 |
1.618 |
35,377.58 |
1.000 |
35,070.17 |
0.618 |
34,880.15 |
HIGH |
34,572.74 |
0.618 |
34,382.72 |
0.500 |
34,324.03 |
0.382 |
34,265.33 |
LOW |
34,075.31 |
0.618 |
33,767.90 |
1.000 |
33,577.88 |
1.618 |
33,270.47 |
2.618 |
32,773.04 |
4.250 |
31,961.23 |
|
|
Fisher Pivots for day following 11-May-2021 |
Pivot |
1 day |
3 day |
R1 |
34,324.03 |
34,583.44 |
PP |
34,305.74 |
34,478.68 |
S1 |
34,287.45 |
34,373.92 |
|