Trading Metrics calculated at close of trading on 18-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,988.8950 |
3,440.4010 |
-548.4940 |
-13.8% |
3,499.0180 |
High |
4,131.2460 |
3,560.4720 |
-570.7740 |
-13.8% |
4,370.7670 |
Low |
3,134.4730 |
3,200.2860 |
65.8130 |
2.1% |
3,434.8910 |
Close |
3,440.4010 |
3,431.0800 |
-9.3210 |
-0.3% |
3,990.7330 |
Range |
996.7730 |
360.1860 |
-636.5870 |
-63.9% |
935.8760 |
ATR |
381.9559 |
380.4009 |
-1.5550 |
-0.4% |
0.0000 |
Volume |
1,489,016 |
1,039,326 |
-449,690 |
-30.2% |
6,746,372 |
|
Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.8373 |
4,314.6447 |
3,629.1823 |
|
R3 |
4,117.6513 |
3,954.4587 |
3,530.1312 |
|
R2 |
3,757.4653 |
3,757.4653 |
3,497.1141 |
|
R1 |
3,594.2727 |
3,594.2727 |
3,464.0971 |
3,495.7760 |
PP |
3,397.2793 |
3,397.2793 |
3,397.2793 |
3,348.0310 |
S1 |
3,234.0867 |
3,234.0867 |
3,398.0630 |
3,135.5900 |
S2 |
3,037.0933 |
3,037.0933 |
3,365.0459 |
|
S3 |
2,676.9073 |
2,873.9007 |
3,332.0289 |
|
S4 |
2,316.7213 |
2,513.7147 |
3,232.9777 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,739.7583 |
6,301.1217 |
4,505.4648 |
|
R3 |
5,803.8823 |
5,365.2457 |
4,248.0989 |
|
R2 |
4,868.0063 |
4,868.0063 |
4,162.3103 |
|
R1 |
4,429.3697 |
4,429.3697 |
4,076.5216 |
4,648.6880 |
PP |
3,932.1303 |
3,932.1303 |
3,932.1303 |
4,041.7895 |
S1 |
3,493.4937 |
3,493.4937 |
3,904.9444 |
3,712.8120 |
S2 |
2,996.2543 |
2,996.2543 |
3,819.1557 |
|
S3 |
2,060.3783 |
2,557.6177 |
3,733.3671 |
|
S4 |
1,124.5023 |
1,621.7417 |
3,476.0012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,370.7670 |
3,134.4730 |
1,236.2940 |
36.0% |
604.8526 |
17.6% |
24% |
False |
False |
1,398,446 |
10 |
4,370.7670 |
3,134.4730 |
1,236.2940 |
36.0% |
486.5946 |
14.2% |
24% |
False |
False |
1,181,361 |
20 |
4,370.7670 |
2,116.1160 |
2,254.6510 |
65.7% |
384.4820 |
11.2% |
58% |
False |
False |
1,123,776 |
40 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
82.2% |
270.4118 |
7.9% |
67% |
False |
False |
881,839 |
60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
89.7% |
234.8381 |
6.8% |
69% |
False |
False |
868,624 |
80 |
4,370.7670 |
1,197.6320 |
3,173.1350 |
92.5% |
218.0093 |
6.4% |
70% |
False |
False |
928,052 |
100 |
4,370.7670 |
552.3810 |
3,818.3860 |
111.3% |
207.7464 |
6.1% |
75% |
False |
False |
1,084,986 |
120 |
4,370.7670 |
495.2350 |
3,875.5320 |
113.0% |
180.4299 |
5.3% |
76% |
False |
False |
1,034,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,091.2625 |
2.618 |
4,503.4389 |
1.618 |
4,143.2529 |
1.000 |
3,920.6580 |
0.618 |
3,783.0669 |
HIGH |
3,560.4720 |
0.618 |
3,422.8809 |
0.500 |
3,380.3790 |
0.382 |
3,337.8771 |
LOW |
3,200.2860 |
0.618 |
2,977.6911 |
1.000 |
2,840.1000 |
1.618 |
2,617.5051 |
2.618 |
2,257.3191 |
4.250 |
1,669.4955 |
|
|
Fisher Pivots for day following 18-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,414.1797 |
3,654.0095 |
PP |
3,397.2793 |
3,579.6997 |
S1 |
3,380.3790 |
3,505.3898 |
|