| 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 |
6,951.5 |
6,958.0 |
6.5 |
0.1% |
7,121.0 |
| High |
6,969.0 |
7,052.5 |
83.5 |
1.2% |
7,143.5 |
| Low |
6,799.0 |
6,958.0 |
159.0 |
2.3% |
6,799.0 |
| Close |
6,937.0 |
7,024.5 |
87.5 |
1.3% |
7,024.5 |
| Range |
170.0 |
94.5 |
-75.5 |
-44.4% |
344.5 |
| ATR |
102.3 |
103.2 |
0.9 |
0.9% |
0.0 |
| Volume |
119,672 |
71,705 |
-47,967 |
-40.1% |
521,900 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,295.0 |
7,254.5 |
7,076.5 |
|
| R3 |
7,200.5 |
7,160.0 |
7,050.5 |
|
| R2 |
7,106.0 |
7,106.0 |
7,042.0 |
|
| R1 |
7,065.5 |
7,065.5 |
7,033.0 |
7,086.0 |
| PP |
7,011.5 |
7,011.5 |
7,011.5 |
7,022.0 |
| S1 |
6,971.0 |
6,971.0 |
7,016.0 |
6,991.0 |
| S2 |
6,917.0 |
6,917.0 |
7,007.0 |
|
| S3 |
6,822.5 |
6,876.5 |
6,998.5 |
|
| S4 |
6,728.0 |
6,782.0 |
6,972.5 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,022.5 |
7,868.0 |
7,214.0 |
|
| R3 |
7,678.0 |
7,523.5 |
7,119.0 |
|
| R2 |
7,333.5 |
7,333.5 |
7,087.5 |
|
| R1 |
7,179.0 |
7,179.0 |
7,056.0 |
7,084.0 |
| PP |
6,989.0 |
6,989.0 |
6,989.0 |
6,941.5 |
| S1 |
6,834.5 |
6,834.5 |
6,993.0 |
6,739.5 |
| S2 |
6,644.5 |
6,644.5 |
6,961.5 |
|
| S3 |
6,300.0 |
6,490.0 |
6,930.0 |
|
| S4 |
5,955.5 |
6,145.5 |
6,835.0 |
|
|
| 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 |
4.9% |
133.5 |
1.9% |
65% |
False |
False |
104,380 |
| 10 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
113.5 |
1.6% |
65% |
False |
False |
98,425 |
| 20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
92.0 |
1.3% |
65% |
False |
False |
88,830 |
| 40 |
7,143.5 |
6,567.5 |
576.0 |
8.2% |
83.5 |
1.2% |
79% |
False |
False |
89,926 |
| 60 |
7,143.5 |
6,380.0 |
763.5 |
10.9% |
84.0 |
1.2% |
84% |
False |
False |
72,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,454.0 |
|
2.618 |
7,300.0 |
|
1.618 |
7,205.5 |
|
1.000 |
7,147.0 |
|
0.618 |
7,111.0 |
|
HIGH |
7,052.5 |
|
0.618 |
7,016.5 |
|
0.500 |
7,005.0 |
|
0.382 |
6,994.0 |
|
LOW |
6,958.0 |
|
0.618 |
6,899.5 |
|
1.000 |
6,863.5 |
|
1.618 |
6,805.0 |
|
2.618 |
6,710.5 |
|
4.250 |
6,556.5 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,018.0 |
6,991.5 |
| PP |
7,011.5 |
6,958.5 |
| S1 |
7,005.0 |
6,926.0 |
|