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 |
1,869.33 |
1,869.69 |
0.36 |
0.0% |
1,830.29 |
High |
1,886.87 |
1,882.73 |
-4.14 |
-0.2% |
1,843.79 |
Low |
1,846.10 |
1,854.64 |
8.54 |
0.5% |
1,809.85 |
Close |
1,869.75 |
1,875.90 |
6.15 |
0.3% |
1,843.18 |
Range |
40.77 |
28.09 |
-12.68 |
-31.1% |
33.94 |
ATR |
23.02 |
23.38 |
0.36 |
1.6% |
0.00 |
Volume |
6,002 |
6,135 |
133 |
2.2% |
31,698 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.36 |
1,943.72 |
1,891.35 |
|
R3 |
1,927.27 |
1,915.63 |
1,883.62 |
|
R2 |
1,899.18 |
1,899.18 |
1,881.05 |
|
R1 |
1,887.54 |
1,887.54 |
1,878.47 |
1,893.36 |
PP |
1,871.09 |
1,871.09 |
1,871.09 |
1,874.00 |
S1 |
1,859.45 |
1,859.45 |
1,873.33 |
1,865.27 |
S2 |
1,843.00 |
1,843.00 |
1,870.75 |
|
S3 |
1,814.91 |
1,831.36 |
1,868.18 |
|
S4 |
1,786.82 |
1,803.27 |
1,860.45 |
|
|
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 |
1,886.87 |
1,820.71 |
66.16 |
3.5% |
27.41 |
1.5% |
83% |
False |
False |
6,217 |
10 |
1,886.87 |
1,809.85 |
77.02 |
4.1% |
24.54 |
1.3% |
86% |
False |
False |
6,307 |
20 |
1,886.87 |
1,759.17 |
127.70 |
6.8% |
22.41 |
1.2% |
91% |
False |
False |
6,493 |
40 |
1,886.87 |
1,678.24 |
208.63 |
11.1% |
21.89 |
1.2% |
95% |
False |
False |
6,601 |
60 |
1,886.87 |
1,677.64 |
209.23 |
11.2% |
23.29 |
1.2% |
95% |
False |
False |
6,548 |
80 |
1,886.87 |
1,677.64 |
209.23 |
11.2% |
24.27 |
1.3% |
95% |
False |
False |
6,465 |
100 |
1,957.87 |
1,677.64 |
280.23 |
14.9% |
25.87 |
1.4% |
71% |
False |
False |
6,440 |
120 |
1,957.87 |
1,677.64 |
280.23 |
14.9% |
25.61 |
1.4% |
71% |
False |
False |
6,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,002.11 |
2.618 |
1,956.27 |
1.618 |
1,928.18 |
1.000 |
1,910.82 |
0.618 |
1,900.09 |
HIGH |
1,882.73 |
0.618 |
1,872.00 |
0.500 |
1,868.69 |
0.382 |
1,865.37 |
LOW |
1,854.64 |
0.618 |
1,837.28 |
1.000 |
1,826.55 |
1.618 |
1,809.19 |
2.618 |
1,781.10 |
4.250 |
1,735.26 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,873.50 |
1,872.76 |
PP |
1,871.09 |
1,869.62 |
S1 |
1,868.69 |
1,866.49 |
|