Trading Metrics calculated at close of trading on 13-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2021 |
13-May-2021 |
Change |
Change % |
Previous Week |
Open |
6,949.0 |
6,951.5 |
2.5 |
0.0% |
6,968.5 |
High |
7,002.5 |
6,969.0 |
-33.5 |
-0.5% |
7,126.0 |
Low |
6,868.5 |
6,799.0 |
-69.5 |
-1.0% |
6,878.0 |
Close |
6,983.5 |
6,937.0 |
-46.5 |
-0.7% |
7,103.0 |
Range |
134.0 |
170.0 |
36.0 |
26.9% |
248.0 |
ATR |
95.9 |
102.3 |
6.3 |
6.6% |
0.0 |
Volume |
103,249 |
119,672 |
16,423 |
15.9% |
358,701 |
|
Daily Pivots for day following 13-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,411.5 |
7,344.5 |
7,030.5 |
|
R3 |
7,241.5 |
7,174.5 |
6,984.0 |
|
R2 |
7,071.5 |
7,071.5 |
6,968.0 |
|
R1 |
7,004.5 |
7,004.5 |
6,952.5 |
6,953.0 |
PP |
6,901.5 |
6,901.5 |
6,901.5 |
6,876.0 |
S1 |
6,834.5 |
6,834.5 |
6,921.5 |
6,783.0 |
S2 |
6,731.5 |
6,731.5 |
6,906.0 |
|
S3 |
6,561.5 |
6,664.5 |
6,890.0 |
|
S4 |
6,391.5 |
6,494.5 |
6,843.5 |
|
|
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 |
6,799.0 |
344.5 |
5.0% |
129.0 |
1.9% |
40% |
False |
True |
105,912 |
10 |
7,143.5 |
6,799.0 |
344.5 |
5.0% |
112.0 |
1.6% |
40% |
False |
True |
99,534 |
20 |
7,143.5 |
6,799.0 |
344.5 |
5.0% |
91.0 |
1.3% |
40% |
False |
True |
89,654 |
40 |
7,143.5 |
6,567.5 |
576.0 |
8.3% |
82.0 |
1.2% |
64% |
False |
False |
96,297 |
60 |
7,143.5 |
6,380.0 |
763.5 |
11.0% |
83.5 |
1.2% |
73% |
False |
False |
71,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,691.5 |
2.618 |
7,414.0 |
1.618 |
7,244.0 |
1.000 |
7,139.0 |
0.618 |
7,074.0 |
HIGH |
6,969.0 |
0.618 |
6,904.0 |
0.500 |
6,884.0 |
0.382 |
6,864.0 |
LOW |
6,799.0 |
0.618 |
6,694.0 |
1.000 |
6,629.0 |
1.618 |
6,524.0 |
2.618 |
6,354.0 |
4.250 |
6,076.5 |
|
|
Fisher Pivots for day following 13-May-2021 |
Pivot |
1 day |
3 day |
R1 |
6,919.5 |
6,933.5 |
PP |
6,901.5 |
6,930.0 |
S1 |
6,884.0 |
6,927.0 |
|