Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
1,897.24 |
1,896.32 |
-0.92 |
0.0% |
1,843.83 |
High |
1,911.94 |
1,902.46 |
-9.48 |
-0.5% |
1,886.87 |
Low |
1,891.75 |
1,889.53 |
-2.22 |
-0.1% |
1,838.68 |
Close |
1,896.31 |
1,896.36 |
0.05 |
0.0% |
1,881.13 |
Range |
20.19 |
12.93 |
-7.26 |
-36.0% |
48.19 |
ATR |
23.42 |
22.67 |
-0.75 |
-3.2% |
0.00 |
Volume |
6,665 |
6,542 |
-123 |
-1.8% |
30,814 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,934.91 |
1,928.56 |
1,903.47 |
|
R3 |
1,921.98 |
1,915.63 |
1,899.92 |
|
R2 |
1,909.05 |
1,909.05 |
1,898.73 |
|
R1 |
1,902.70 |
1,902.70 |
1,897.55 |
1,905.88 |
PP |
1,896.12 |
1,896.12 |
1,896.12 |
1,897.70 |
S1 |
1,889.77 |
1,889.77 |
1,895.17 |
1,892.95 |
S2 |
1,883.19 |
1,883.19 |
1,893.99 |
|
S3 |
1,870.26 |
1,876.84 |
1,892.80 |
|
S4 |
1,857.33 |
1,863.91 |
1,889.25 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,013.46 |
1,995.49 |
1,907.63 |
|
R3 |
1,965.27 |
1,947.30 |
1,894.38 |
|
R2 |
1,917.08 |
1,917.08 |
1,889.96 |
|
R1 |
1,899.11 |
1,899.11 |
1,885.55 |
1,908.10 |
PP |
1,868.89 |
1,868.89 |
1,868.89 |
1,873.39 |
S1 |
1,850.92 |
1,850.92 |
1,876.71 |
1,859.91 |
S2 |
1,820.70 |
1,820.70 |
1,872.30 |
|
S3 |
1,772.51 |
1,802.73 |
1,867.88 |
|
S4 |
1,724.32 |
1,754.54 |
1,854.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,911.94 |
1,861.02 |
50.92 |
2.7% |
21.42 |
1.1% |
69% |
False |
False |
6,388 |
10 |
1,911.94 |
1,820.71 |
91.23 |
4.8% |
24.42 |
1.3% |
83% |
False |
False |
6,302 |
20 |
1,911.94 |
1,765.48 |
146.46 |
7.7% |
23.13 |
1.2% |
89% |
False |
False |
6,419 |
40 |
1,911.94 |
1,705.98 |
205.96 |
10.9% |
21.35 |
1.1% |
92% |
False |
False |
6,530 |
60 |
1,911.94 |
1,677.64 |
234.30 |
12.4% |
21.89 |
1.2% |
93% |
False |
False |
6,553 |
80 |
1,911.94 |
1,677.64 |
234.30 |
12.4% |
23.48 |
1.2% |
93% |
False |
False |
6,529 |
100 |
1,957.87 |
1,677.64 |
280.23 |
14.8% |
25.69 |
1.4% |
78% |
False |
False |
6,458 |
120 |
1,957.87 |
1,677.64 |
280.23 |
14.8% |
25.31 |
1.3% |
78% |
False |
False |
6,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.41 |
2.618 |
1,936.31 |
1.618 |
1,923.38 |
1.000 |
1,915.39 |
0.618 |
1,910.45 |
HIGH |
1,902.46 |
0.618 |
1,897.52 |
0.500 |
1,896.00 |
0.382 |
1,894.47 |
LOW |
1,889.53 |
0.618 |
1,881.54 |
1.000 |
1,876.60 |
1.618 |
1,868.61 |
2.618 |
1,855.68 |
4.250 |
1,834.58 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,896.24 |
1,894.20 |
PP |
1,896.12 |
1,892.04 |
S1 |
1,896.00 |
1,889.88 |
|