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 |
7,052.0 |
6,949.0 |
-103.0 |
-1.5% |
6,968.5 |
High |
7,054.5 |
7,002.5 |
-52.0 |
-0.7% |
7,126.0 |
Low |
6,885.0 |
6,868.5 |
-16.5 |
-0.2% |
6,878.0 |
Close |
6,912.0 |
6,983.5 |
71.5 |
1.0% |
7,103.0 |
Range |
169.5 |
134.0 |
-35.5 |
-20.9% |
248.0 |
ATR |
93.0 |
95.9 |
2.9 |
3.1% |
0.0 |
Volume |
145,842 |
103,249 |
-42,593 |
-29.2% |
358,701 |
|
Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,353.5 |
7,302.5 |
7,057.0 |
|
R3 |
7,219.5 |
7,168.5 |
7,020.5 |
|
R2 |
7,085.5 |
7,085.5 |
7,008.0 |
|
R1 |
7,034.5 |
7,034.5 |
6,996.0 |
7,060.0 |
PP |
6,951.5 |
6,951.5 |
6,951.5 |
6,964.0 |
S1 |
6,900.5 |
6,900.5 |
6,971.0 |
6,926.0 |
S2 |
6,817.5 |
6,817.5 |
6,959.0 |
|
S3 |
6,683.5 |
6,766.5 |
6,946.5 |
|
S4 |
6,549.5 |
6,632.5 |
6,910.0 |
|
|
Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,779.5 |
7,689.5 |
7,239.5 |
|
R3 |
7,531.5 |
7,441.5 |
7,171.0 |
|
R2 |
7,283.5 |
7,283.5 |
7,148.5 |
|
R1 |
7,193.5 |
7,193.5 |
7,125.5 |
7,238.5 |
PP |
7,035.5 |
7,035.5 |
7,035.5 |
7,058.0 |
S1 |
6,945.5 |
6,945.5 |
7,080.5 |
6,990.5 |
S2 |
6,787.5 |
6,787.5 |
7,057.5 |
|
S3 |
6,539.5 |
6,697.5 |
7,035.0 |
|
S4 |
6,291.5 |
6,449.5 |
6,966.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,143.5 |
6,868.5 |
275.0 |
3.9% |
110.0 |
1.6% |
42% |
False |
True |
98,167 |
10 |
7,143.5 |
6,868.5 |
275.0 |
3.9% |
99.5 |
1.4% |
42% |
False |
True |
94,434 |
20 |
7,143.5 |
6,803.5 |
340.0 |
4.9% |
85.5 |
1.2% |
53% |
False |
False |
87,574 |
40 |
7,143.5 |
6,567.5 |
576.0 |
8.2% |
80.0 |
1.1% |
72% |
False |
False |
100,521 |
60 |
7,143.5 |
6,380.0 |
763.5 |
10.9% |
82.5 |
1.2% |
79% |
False |
False |
69,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,572.0 |
2.618 |
7,353.5 |
1.618 |
7,219.5 |
1.000 |
7,136.5 |
0.618 |
7,085.5 |
HIGH |
7,002.5 |
0.618 |
6,951.5 |
0.500 |
6,935.5 |
0.382 |
6,919.5 |
LOW |
6,868.5 |
0.618 |
6,785.5 |
1.000 |
6,734.5 |
1.618 |
6,651.5 |
2.618 |
6,517.5 |
4.250 |
6,299.0 |
|
|
Fisher Pivots for day following 12-May-2021 |
Pivot |
1 day |
3 day |
R1 |
6,967.5 |
7,006.0 |
PP |
6,951.5 |
6,998.5 |
S1 |
6,935.5 |
6,991.0 |
|