| 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 |
2,202.0 |
2,199.0 |
-3.0 |
-0.1% |
2,267.7 |
| High |
2,216.6 |
2,207.9 |
-8.7 |
-0.4% |
2,291.0 |
| Low |
2,152.1 |
2,124.2 |
-27.9 |
-1.3% |
2,198.8 |
| Close |
2,203.3 |
2,131.5 |
-71.8 |
-3.3% |
2,267.9 |
| Range |
64.5 |
83.7 |
19.2 |
29.8% |
92.2 |
| ATR |
49.0 |
51.5 |
2.5 |
5.1% |
0.0 |
| Volume |
259,406 |
253,595 |
-5,811 |
-2.2% |
869,727 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.6 |
2,352.3 |
2,177.5 |
|
| R3 |
2,321.9 |
2,268.6 |
2,154.5 |
|
| R2 |
2,238.2 |
2,238.2 |
2,146.8 |
|
| R1 |
2,184.9 |
2,184.9 |
2,139.2 |
2,169.7 |
| PP |
2,154.5 |
2,154.5 |
2,154.5 |
2,147.0 |
| S1 |
2,101.2 |
2,101.2 |
2,123.8 |
2,086.0 |
| S2 |
2,070.8 |
2,070.8 |
2,116.2 |
|
| S3 |
1,987.1 |
2,017.5 |
2,108.5 |
|
| S4 |
1,903.4 |
1,933.8 |
2,085.5 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.2 |
2,490.7 |
2,318.6 |
|
| R3 |
2,437.0 |
2,398.5 |
2,293.3 |
|
| R2 |
2,344.8 |
2,344.8 |
2,284.8 |
|
| R1 |
2,306.3 |
2,306.3 |
2,276.4 |
2,325.6 |
| PP |
2,252.6 |
2,252.6 |
2,252.6 |
2,262.2 |
| S1 |
2,214.1 |
2,214.1 |
2,259.4 |
2,233.4 |
| S2 |
2,160.4 |
2,160.4 |
2,251.0 |
|
| S3 |
2,068.2 |
2,121.9 |
2,242.5 |
|
| S4 |
1,976.0 |
2,029.7 |
2,217.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,277.7 |
2,124.2 |
153.5 |
7.2% |
64.0 |
3.0% |
5% |
False |
True |
209,492 |
| 10 |
2,322.7 |
2,124.2 |
198.5 |
9.3% |
52.3 |
2.5% |
4% |
False |
True |
196,076 |
| 20 |
2,322.7 |
2,124.2 |
198.5 |
9.3% |
47.3 |
2.2% |
4% |
False |
True |
186,225 |
| 40 |
2,342.2 |
2,092.7 |
249.5 |
11.7% |
51.7 |
2.4% |
16% |
False |
False |
187,414 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
13.4% |
57.3 |
2.7% |
18% |
False |
False |
139,625 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
16.0% |
55.3 |
2.6% |
31% |
False |
False |
104,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,563.6 |
|
2.618 |
2,427.0 |
|
1.618 |
2,343.3 |
|
1.000 |
2,291.6 |
|
0.618 |
2,259.6 |
|
HIGH |
2,207.9 |
|
0.618 |
2,175.9 |
|
0.500 |
2,166.1 |
|
0.382 |
2,156.2 |
|
LOW |
2,124.2 |
|
0.618 |
2,072.5 |
|
1.000 |
2,040.5 |
|
1.618 |
1,988.8 |
|
2.618 |
1,905.1 |
|
4.250 |
1,768.5 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.1 |
2,201.0 |
| PP |
2,154.5 |
2,177.8 |
| S1 |
2,143.0 |
2,154.7 |
|