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 |
1,843.83 |
1,866.46 |
22.63 |
1.2% |
1,830.29 |
High |
1,868.03 |
1,873.98 |
5.95 |
0.3% |
1,843.79 |
Low |
1,838.68 |
1,857.98 |
19.30 |
1.0% |
1,809.85 |
Close |
1,866.38 |
1,869.40 |
3.02 |
0.2% |
1,843.18 |
Range |
29.35 |
16.00 |
-13.35 |
-45.5% |
33.94 |
ATR |
22.09 |
21.65 |
-0.43 |
-2.0% |
0.00 |
Volume |
6,140 |
6,321 |
181 |
2.9% |
31,698 |
|
Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.12 |
1,908.26 |
1,878.20 |
|
R3 |
1,899.12 |
1,892.26 |
1,873.80 |
|
R2 |
1,883.12 |
1,883.12 |
1,872.33 |
|
R1 |
1,876.26 |
1,876.26 |
1,870.87 |
1,879.69 |
PP |
1,867.12 |
1,867.12 |
1,867.12 |
1,868.84 |
S1 |
1,860.26 |
1,860.26 |
1,867.93 |
1,863.69 |
S2 |
1,851.12 |
1,851.12 |
1,866.47 |
|
S3 |
1,835.12 |
1,844.26 |
1,865.00 |
|
S4 |
1,819.12 |
1,828.26 |
1,860.60 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.09 |
1,922.58 |
1,861.85 |
|
R3 |
1,900.15 |
1,888.64 |
1,852.51 |
|
R2 |
1,866.21 |
1,866.21 |
1,849.40 |
|
R1 |
1,854.70 |
1,854.70 |
1,846.29 |
1,860.46 |
PP |
1,832.27 |
1,832.27 |
1,832.27 |
1,835.15 |
S1 |
1,820.76 |
1,820.76 |
1,840.07 |
1,826.52 |
S2 |
1,798.33 |
1,798.33 |
1,836.96 |
|
S3 |
1,764.39 |
1,786.82 |
1,833.85 |
|
S4 |
1,730.45 |
1,752.88 |
1,824.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,873.98 |
1,809.85 |
64.13 |
3.4% |
22.71 |
1.2% |
93% |
True |
False |
6,277 |
10 |
1,873.98 |
1,771.68 |
102.30 |
5.5% |
22.59 |
1.2% |
96% |
True |
False |
6,443 |
20 |
1,873.98 |
1,759.17 |
114.81 |
6.1% |
20.92 |
1.1% |
96% |
True |
False |
6,553 |
40 |
1,873.98 |
1,678.24 |
195.74 |
10.5% |
20.87 |
1.1% |
98% |
True |
False |
6,635 |
60 |
1,873.98 |
1,677.64 |
196.34 |
10.5% |
22.89 |
1.2% |
98% |
True |
False |
6,576 |
80 |
1,873.98 |
1,677.64 |
196.34 |
10.5% |
24.82 |
1.3% |
98% |
True |
False |
6,450 |
100 |
1,957.87 |
1,677.64 |
280.23 |
15.0% |
25.45 |
1.4% |
68% |
False |
False |
6,447 |
120 |
1,957.87 |
1,677.64 |
280.23 |
15.0% |
25.46 |
1.4% |
68% |
False |
False |
6,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,941.98 |
2.618 |
1,915.87 |
1.618 |
1,899.87 |
1.000 |
1,889.98 |
0.618 |
1,883.87 |
HIGH |
1,873.98 |
0.618 |
1,867.87 |
0.500 |
1,865.98 |
0.382 |
1,864.09 |
LOW |
1,857.98 |
0.618 |
1,848.09 |
1.000 |
1,841.98 |
1.618 |
1,832.09 |
2.618 |
1,816.09 |
4.250 |
1,789.98 |
|
|
Fisher Pivots for day following 18-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,868.26 |
1,862.05 |
PP |
1,867.12 |
1,854.70 |
S1 |
1,865.98 |
1,847.35 |
|