| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,265.4460 |
2,623.9350 |
358.4890 |
15.8% |
3,988.8950 |
| High |
2,665.3060 |
2,750.6490 |
85.3430 |
3.2% |
4,131.2460 |
| Low |
1,741.0800 |
2,394.4620 |
653.3820 |
37.5% |
1,982.0560 |
| Close |
2,623.9350 |
2,554.0740 |
-69.8610 |
-2.7% |
2,258.2860 |
| Range |
924.2260 |
356.1870 |
-568.0390 |
-61.5% |
2,149.1900 |
| ATR |
528.8849 |
516.5493 |
-12.3356 |
-2.3% |
0.0000 |
| Volume |
1,761,400 |
1,446,148 |
-315,252 |
-17.9% |
9,712,408 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,634.9560 |
3,450.7020 |
2,749.9769 |
|
| R3 |
3,278.7690 |
3,094.5150 |
2,652.0254 |
|
| R2 |
2,922.5820 |
2,922.5820 |
2,619.3750 |
|
| R1 |
2,738.3280 |
2,738.3280 |
2,586.7245 |
2,652.3615 |
| PP |
2,566.3950 |
2,566.3950 |
2,566.3950 |
2,523.4118 |
| S1 |
2,382.1410 |
2,382.1410 |
2,521.4235 |
2,296.1745 |
| S2 |
2,210.2080 |
2,210.2080 |
2,488.7731 |
|
| S3 |
1,854.0210 |
2,025.9540 |
2,456.1226 |
|
| S4 |
1,497.8340 |
1,669.7670 |
2,358.1712 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,238.0993 |
7,897.3827 |
3,440.3405 |
|
| R3 |
7,088.9093 |
5,748.1927 |
2,849.3133 |
|
| R2 |
4,939.7193 |
4,939.7193 |
2,652.3042 |
|
| R1 |
3,599.0027 |
3,599.0027 |
2,455.2951 |
3,194.7660 |
| PP |
2,790.5293 |
2,790.5293 |
2,790.5293 |
2,588.4110 |
| S1 |
1,449.8127 |
1,449.8127 |
2,061.2769 |
1,045.5760 |
| S2 |
641.3393 |
641.3393 |
1,864.2678 |
|
| S3 |
-1,507.8507 |
-699.3773 |
1,667.2588 |
|
| S4 |
-3,657.0407 |
-2,848.5673 |
1,076.2315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,464.9490 |
1,741.0800 |
1,723.8690 |
67.5% |
851.4022 |
33.3% |
47% |
False |
False |
2,078,322 |
| 10 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
103.0% |
728.1274 |
28.5% |
31% |
False |
False |
1,738,384 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
103.0% |
522.2163 |
20.4% |
31% |
False |
False |
1,356,833 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
103.0% |
362.6752 |
14.2% |
31% |
False |
False |
1,062,764 |
| 60 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
114.6% |
285.6201 |
11.2% |
38% |
False |
False |
937,872 |
| 80 |
4,370.7670 |
1,271.9050 |
3,098.8620 |
121.3% |
260.4528 |
10.2% |
41% |
False |
False |
962,713 |
| 100 |
4,370.7670 |
716.9340 |
3,653.8330 |
143.1% |
247.1025 |
9.7% |
50% |
False |
False |
1,143,894 |
| 120 |
4,370.7670 |
530.9080 |
3,839.8590 |
150.3% |
213.6289 |
8.4% |
53% |
False |
False |
1,074,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,264.4438 |
|
2.618 |
3,683.1466 |
|
1.618 |
3,326.9596 |
|
1.000 |
3,106.8360 |
|
0.618 |
2,970.7726 |
|
HIGH |
2,750.6490 |
|
0.618 |
2,614.5856 |
|
0.500 |
2,572.5555 |
|
0.382 |
2,530.5254 |
|
LOW |
2,394.4620 |
|
0.618 |
2,174.3384 |
|
1.000 |
2,038.2750 |
|
1.618 |
1,818.1514 |
|
2.618 |
1,461.9644 |
|
4.250 |
880.6673 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,572.5555 |
2,482.7787 |
| PP |
2,566.3950 |
2,411.4833 |
| S1 |
2,560.2345 |
2,340.1880 |
|