| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
3,432.3040 |
2,535.9110 |
-896.3930 |
-26.1% |
3,499.0180 |
| High |
3,464.9490 |
2,995.2820 |
-469.6670 |
-13.6% |
4,370.7670 |
| Low |
1,982.0560 |
2,187.9190 |
205.8630 |
10.4% |
3,434.8910 |
| Close |
2,533.4560 |
2,763.9580 |
230.5020 |
9.1% |
3,990.7330 |
| Range |
1,482.8930 |
807.3630 |
-675.5300 |
-45.6% |
935.8760 |
| ATR |
459.1503 |
484.0226 |
24.8723 |
5.4% |
0.0000 |
| Volume |
3,342,025 |
2,139,325 |
-1,202,700 |
-36.0% |
6,746,372 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,071.1420 |
4,724.9130 |
3,208.0077 |
|
| R3 |
4,263.7790 |
3,917.5500 |
2,985.9828 |
|
| R2 |
3,456.4160 |
3,456.4160 |
2,911.9746 |
|
| R1 |
3,110.1870 |
3,110.1870 |
2,837.9663 |
3,283.3015 |
| PP |
2,649.0530 |
2,649.0530 |
2,649.0530 |
2,735.6103 |
| S1 |
2,302.8240 |
2,302.8240 |
2,689.9497 |
2,475.9385 |
| S2 |
1,841.6900 |
1,841.6900 |
2,615.9415 |
|
| S3 |
1,034.3270 |
1,495.4610 |
2,541.9332 |
|
| S4 |
226.9640 |
688.0980 |
2,319.9084 |
|
|
| 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 |
4,173.5460 |
1,982.0560 |
2,191.4900 |
79.3% |
840.1806 |
30.4% |
36% |
False |
False |
1,851,830 |
| 10 |
4,370.7670 |
1,982.0560 |
2,388.7110 |
86.4% |
666.8747 |
24.1% |
33% |
False |
False |
1,546,284 |
| 20 |
4,370.7670 |
1,982.0560 |
2,388.7110 |
86.4% |
471.2090 |
17.0% |
33% |
False |
False |
1,279,311 |
| 40 |
4,370.7670 |
1,550.2480 |
2,820.5190 |
102.0% |
322.0426 |
11.7% |
43% |
False |
False |
988,930 |
| 60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
111.3% |
262.4224 |
9.5% |
48% |
False |
False |
903,228 |
| 80 |
4,370.7670 |
1,209.5030 |
3,161.2640 |
114.4% |
241.5538 |
8.7% |
49% |
False |
False |
958,387 |
| 100 |
4,370.7670 |
615.8020 |
3,754.9650 |
135.9% |
229.6297 |
8.3% |
57% |
False |
False |
1,124,405 |
| 120 |
4,370.7670 |
495.2350 |
3,875.5320 |
140.2% |
198.9970 |
7.2% |
59% |
False |
False |
1,062,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,426.5748 |
|
2.618 |
5,108.9583 |
|
1.618 |
4,301.5953 |
|
1.000 |
3,802.6450 |
|
0.618 |
3,494.2323 |
|
HIGH |
2,995.2820 |
|
0.618 |
2,686.8693 |
|
0.500 |
2,591.6005 |
|
0.382 |
2,496.3317 |
|
LOW |
2,187.9190 |
|
0.618 |
1,688.9687 |
|
1.000 |
1,380.5560 |
|
1.618 |
881.6057 |
|
2.618 |
74.2427 |
|
4.250 |
-1,243.3738 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.5055 |
2,771.2640 |
| PP |
2,649.0530 |
2,768.8287 |
| S1 |
2,591.6005 |
2,766.3933 |
|