| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,126.5 |
2,171.9 |
45.4 |
2.1% |
2,268.1 |
| High |
2,186.7 |
2,227.6 |
40.9 |
1.9% |
2,277.7 |
| Low |
2,112.6 |
2,169.2 |
56.6 |
2.7% |
2,112.6 |
| Close |
2,168.6 |
2,222.7 |
54.1 |
2.5% |
2,222.7 |
| Range |
74.1 |
58.4 |
-15.7 |
-21.2% |
165.1 |
| ATR |
53.1 |
53.5 |
0.4 |
0.8% |
0.0 |
| Volume |
252,768 |
185,356 |
-67,412 |
-26.7% |
1,133,725 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.7 |
2,360.6 |
2,254.8 |
|
| R3 |
2,323.3 |
2,302.2 |
2,238.8 |
|
| R2 |
2,264.9 |
2,264.9 |
2,233.4 |
|
| R1 |
2,243.8 |
2,243.8 |
2,228.1 |
2,254.4 |
| PP |
2,206.5 |
2,206.5 |
2,206.5 |
2,211.8 |
| S1 |
2,185.4 |
2,185.4 |
2,217.3 |
2,196.0 |
| S2 |
2,148.1 |
2,148.1 |
2,212.0 |
|
| S3 |
2,089.7 |
2,127.0 |
2,206.6 |
|
| S4 |
2,031.3 |
2,068.6 |
2,190.6 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.6 |
2,626.3 |
2,313.5 |
|
| R3 |
2,534.5 |
2,461.2 |
2,268.1 |
|
| R2 |
2,369.4 |
2,369.4 |
2,253.0 |
|
| R1 |
2,296.1 |
2,296.1 |
2,237.8 |
2,250.2 |
| PP |
2,204.3 |
2,204.3 |
2,204.3 |
2,181.4 |
| S1 |
2,131.0 |
2,131.0 |
2,207.6 |
2,085.1 |
| S2 |
2,039.2 |
2,039.2 |
2,192.4 |
|
| S3 |
1,874.1 |
1,965.9 |
2,177.3 |
|
| S4 |
1,709.0 |
1,800.8 |
2,131.9 |
|
|
| 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 |
2,112.6 |
165.1 |
7.4% |
71.7 |
3.2% |
67% |
False |
False |
226,745 |
| 10 |
2,291.0 |
2,112.6 |
178.4 |
8.0% |
56.6 |
2.5% |
62% |
False |
False |
200,345 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.5% |
50.8 |
2.3% |
52% |
False |
False |
192,497 |
| 40 |
2,322.7 |
2,092.7 |
230.0 |
10.3% |
51.5 |
2.3% |
57% |
False |
False |
188,686 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.8% |
57.8 |
2.6% |
50% |
False |
False |
146,915 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.3% |
56.0 |
2.5% |
58% |
False |
False |
110,227 |
| 100 |
2,366.0 |
1,877.0 |
489.0 |
22.0% |
54.7 |
2.5% |
71% |
False |
False |
88,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,475.8 |
|
2.618 |
2,380.5 |
|
1.618 |
2,322.1 |
|
1.000 |
2,286.0 |
|
0.618 |
2,263.7 |
|
HIGH |
2,227.6 |
|
0.618 |
2,205.3 |
|
0.500 |
2,198.4 |
|
0.382 |
2,191.5 |
|
LOW |
2,169.2 |
|
0.618 |
2,133.1 |
|
1.000 |
2,110.8 |
|
1.618 |
2,074.7 |
|
2.618 |
2,016.3 |
|
4.250 |
1,921.0 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,214.6 |
2,205.2 |
| PP |
2,206.5 |
2,187.6 |
| S1 |
2,198.4 |
2,170.1 |
|