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 |
34,572.74 |
34,206.40 |
-366.34 |
-1.1% |
33,904.89 |
High |
34,572.74 |
34,207.68 |
-365.06 |
-1.1% |
34,811.39 |
Low |
34,075.31 |
33,555.22 |
-520.09 |
-1.5% |
33,765.68 |
Close |
34,269.16 |
33,587.66 |
-681.50 |
-2.0% |
34,777.76 |
Range |
497.43 |
652.46 |
155.03 |
31.2% |
1,045.71 |
ATR |
340.86 |
367.51 |
26.65 |
7.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,740.90 |
35,316.74 |
33,946.51 |
|
R3 |
35,088.44 |
34,664.28 |
33,767.09 |
|
R2 |
34,435.98 |
34,435.98 |
33,707.28 |
|
R1 |
34,011.82 |
34,011.82 |
33,647.47 |
33,897.67 |
PP |
33,783.52 |
33,783.52 |
33,783.52 |
33,726.45 |
S1 |
33,359.36 |
33,359.36 |
33,527.85 |
33,245.21 |
S2 |
33,131.06 |
33,131.06 |
33,468.04 |
|
S3 |
32,478.60 |
32,706.90 |
33,408.23 |
|
S4 |
31,826.14 |
32,054.44 |
33,228.81 |
|
|
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 |
33,555.22 |
1,536.34 |
4.6% |
442.47 |
1.3% |
2% |
False |
True |
|
10 |
35,091.56 |
33,555.22 |
1,536.34 |
4.6% |
374.74 |
1.1% |
2% |
False |
True |
|
20 |
35,091.56 |
33,555.22 |
1,536.34 |
4.6% |
326.85 |
1.0% |
2% |
False |
True |
|
40 |
35,091.56 |
32,074.60 |
3,016.96 |
9.0% |
306.86 |
0.9% |
50% |
False |
False |
|
60 |
35,091.56 |
30,547.53 |
4,544.03 |
13.5% |
351.24 |
1.0% |
67% |
False |
False |
|
80 |
35,091.56 |
29,856.30 |
5,235.26 |
15.6% |
342.51 |
1.0% |
71% |
False |
False |
|
100 |
35,091.56 |
29,755.53 |
5,336.03 |
15.9% |
336.20 |
1.0% |
72% |
False |
False |
|
120 |
35,091.56 |
29,229.10 |
5,862.46 |
17.5% |
329.78 |
1.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
36,980.64 |
2.618 |
35,915.82 |
1.618 |
35,263.36 |
1.000 |
34,860.14 |
0.618 |
34,610.90 |
HIGH |
34,207.68 |
0.618 |
33,958.44 |
0.500 |
33,881.45 |
0.382 |
33,804.46 |
LOW |
33,555.22 |
0.618 |
33,152.00 |
1.000 |
32,902.76 |
1.618 |
32,499.54 |
2.618 |
31,847.08 |
4.250 |
30,782.27 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
33,881.45 |
34,323.39 |
PP |
33,783.52 |
34,078.15 |
S1 |
33,685.59 |
33,832.90 |
|