Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,440.4010 |
3,432.3040 |
-8.0970 |
-0.2% |
3,499.0180 |
High |
3,560.4720 |
3,464.9490 |
-95.5230 |
-2.7% |
4,370.7670 |
Low |
3,200.2860 |
1,982.0560 |
-1,218.2300 |
-38.1% |
3,434.8910 |
Close |
3,431.0800 |
2,533.4560 |
-897.6240 |
-26.2% |
3,990.7330 |
Range |
360.1860 |
1,482.8930 |
1,122.7070 |
311.7% |
935.8760 |
ATR |
380.4009 |
459.1503 |
78.7494 |
20.7% |
0.0000 |
Volume |
1,039,326 |
3,342,025 |
2,302,699 |
221.6% |
6,746,372 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,108.8327 |
6,304.0373 |
3,349.0472 |
|
R3 |
5,625.9397 |
4,821.1443 |
2,941.2516 |
|
R2 |
4,143.0467 |
4,143.0467 |
2,805.3197 |
|
R1 |
3,338.2513 |
3,338.2513 |
2,669.3879 |
2,999.2025 |
PP |
2,660.1537 |
2,660.1537 |
2,660.1537 |
2,490.6293 |
S1 |
1,855.3583 |
1,855.3583 |
2,397.5241 |
1,516.3095 |
S2 |
1,177.2607 |
1,177.2607 |
2,261.5923 |
|
S3 |
-305.6323 |
372.4653 |
2,125.6604 |
|
S4 |
-1,788.5253 |
-1,110.4277 |
1,717.8649 |
|
|
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 |
4,239.5830 |
1,982.0560 |
2,257.5270 |
89.1% |
816.1788 |
32.2% |
24% |
False |
True |
1,779,069 |
10 |
4,370.7670 |
1,982.0560 |
2,388.7110 |
94.3% |
608.1119 |
24.0% |
23% |
False |
True |
1,421,756 |
20 |
4,370.7670 |
1,982.0560 |
2,388.7110 |
94.3% |
447.1295 |
17.6% |
23% |
False |
True |
1,237,938 |
40 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
111.3% |
305.7934 |
12.1% |
35% |
False |
False |
950,051 |
60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
121.4% |
252.4705 |
10.0% |
40% |
False |
False |
886,454 |
80 |
4,370.7670 |
1,209.5030 |
3,161.2640 |
124.8% |
233.0806 |
9.2% |
42% |
False |
False |
949,735 |
100 |
4,370.7670 |
552.3810 |
3,818.3860 |
150.7% |
222.1293 |
8.8% |
52% |
False |
False |
1,110,777 |
120 |
4,370.7670 |
495.2350 |
3,875.5320 |
153.0% |
192.5274 |
7.6% |
53% |
False |
False |
1,050,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,767.2443 |
2.618 |
7,347.1629 |
1.618 |
5,864.2699 |
1.000 |
4,947.8420 |
0.618 |
4,381.3769 |
HIGH |
3,464.9490 |
0.618 |
2,898.4839 |
0.500 |
2,723.5025 |
0.382 |
2,548.5211 |
LOW |
1,982.0560 |
0.618 |
1,065.6281 |
1.000 |
499.1630 |
1.618 |
-417.2649 |
2.618 |
-1,900.1579 |
4.250 |
-4,320.2393 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
2,723.5025 |
3,056.6510 |
PP |
2,660.1537 |
2,882.2527 |
S1 |
2,596.8048 |
2,707.8543 |
|