Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
37,645.40 |
38,726.31 |
1,080.91 |
2.9% |
49,239.65 |
High |
40,771.85 |
40,316.05 |
-455.80 |
-1.1% |
50,685.07 |
Low |
37,512.32 |
37,208.99 |
-303.33 |
-0.8% |
30,321.04 |
Close |
38,707.90 |
38,465.16 |
-242.74 |
-0.6% |
35,314.60 |
Range |
3,259.53 |
3,107.06 |
-152.47 |
-4.7% |
20,364.03 |
ATR |
5,116.75 |
4,973.20 |
-143.55 |
-2.8% |
0.00 |
Volume |
79,034 |
62,221 |
-16,813 |
-21.3% |
780,593 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47,984.58 |
46,331.93 |
40,174.04 |
|
R3 |
44,877.52 |
43,224.87 |
39,319.60 |
|
R2 |
41,770.46 |
41,770.46 |
39,034.79 |
|
R1 |
40,117.81 |
40,117.81 |
38,749.97 |
39,390.61 |
PP |
38,663.40 |
38,663.40 |
38,663.40 |
38,299.80 |
S1 |
37,010.75 |
37,010.75 |
38,180.35 |
36,283.55 |
S2 |
35,556.34 |
35,556.34 |
37,895.53 |
|
S3 |
32,449.28 |
33,903.69 |
37,610.72 |
|
S4 |
29,342.22 |
30,796.63 |
36,756.28 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99,865.66 |
87,954.16 |
46,514.82 |
|
R3 |
79,501.63 |
67,590.13 |
40,914.71 |
|
R2 |
59,137.60 |
59,137.60 |
39,048.01 |
|
R1 |
47,226.10 |
47,226.10 |
37,181.30 |
42,999.84 |
PP |
38,773.57 |
38,773.57 |
38,773.57 |
36,660.44 |
S1 |
26,862.07 |
26,862.07 |
33,447.90 |
22,635.81 |
S2 |
18,409.54 |
18,409.54 |
31,581.19 |
|
S3 |
-1,954.49 |
6,498.04 |
29,714.49 |
|
S4 |
-22,318.52 |
-13,865.99 |
24,114.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42,088.45 |
31,257.45 |
10,831.00 |
28.2% |
4,988.58 |
13.0% |
67% |
False |
False |
88,131 |
10 |
51,507.79 |
30,321.04 |
21,186.75 |
55.1% |
6,005.25 |
15.6% |
38% |
False |
False |
115,474 |
20 |
59,558.80 |
30,321.04 |
29,237.76 |
76.0% |
5,127.05 |
13.3% |
28% |
False |
False |
88,482 |
40 |
64,789.27 |
30,321.04 |
34,468.23 |
89.6% |
4,319.17 |
11.2% |
24% |
False |
False |
68,302 |
60 |
64,789.27 |
30,321.04 |
34,468.23 |
89.6% |
4,119.00 |
10.7% |
24% |
False |
False |
65,261 |
80 |
64,789.27 |
30,321.04 |
34,468.23 |
89.6% |
4,213.51 |
11.0% |
24% |
False |
False |
71,435 |
100 |
64,789.27 |
28,860.59 |
35,928.68 |
93.4% |
4,219.19 |
11.0% |
27% |
False |
False |
81,706 |
120 |
64,789.27 |
17,598.33 |
47,190.94 |
122.7% |
3,790.24 |
9.9% |
44% |
False |
False |
80,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
53,521.06 |
2.618 |
48,450.33 |
1.618 |
45,343.27 |
1.000 |
43,423.11 |
0.618 |
42,236.21 |
HIGH |
40,316.05 |
0.618 |
39,129.15 |
0.500 |
38,762.52 |
0.382 |
38,395.89 |
LOW |
37,208.99 |
0.618 |
35,288.83 |
1.000 |
34,101.93 |
1.618 |
32,181.77 |
2.618 |
29,074.71 |
4.250 |
24,003.99 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
38,762.52 |
38,682.04 |
PP |
38,663.40 |
38,609.74 |
S1 |
38,564.28 |
38,537.45 |
|