Trading Metrics calculated at close of trading on 28-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
Open |
1,896.32 |
1,896.29 |
-0.03 |
0.0% |
1,881.11 |
High |
1,902.46 |
1,904.27 |
1.81 |
0.1% |
1,911.94 |
Low |
1,889.53 |
1,885.27 |
-4.26 |
-0.2% |
1,867.82 |
Close |
1,896.36 |
1,903.33 |
6.97 |
0.4% |
1,903.33 |
Range |
12.93 |
19.00 |
6.07 |
46.9% |
44.12 |
ATR |
22.67 |
22.41 |
-0.26 |
-1.2% |
0.00 |
Volume |
6,542 |
6,658 |
116 |
1.8% |
32,382 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,954.62 |
1,947.98 |
1,913.78 |
|
R3 |
1,935.62 |
1,928.98 |
1,908.56 |
|
R2 |
1,916.62 |
1,916.62 |
1,906.81 |
|
R1 |
1,909.98 |
1,909.98 |
1,905.07 |
1,913.30 |
PP |
1,897.62 |
1,897.62 |
1,897.62 |
1,899.29 |
S1 |
1,890.98 |
1,890.98 |
1,901.59 |
1,894.30 |
S2 |
1,878.62 |
1,878.62 |
1,899.85 |
|
S3 |
1,859.62 |
1,871.98 |
1,898.11 |
|
S4 |
1,840.62 |
1,852.98 |
1,892.88 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,026.72 |
2,009.15 |
1,927.60 |
|
R3 |
1,982.60 |
1,965.03 |
1,915.46 |
|
R2 |
1,938.48 |
1,938.48 |
1,911.42 |
|
R1 |
1,920.91 |
1,920.91 |
1,907.37 |
1,929.70 |
PP |
1,894.36 |
1,894.36 |
1,894.36 |
1,898.76 |
S1 |
1,876.79 |
1,876.79 |
1,899.29 |
1,885.58 |
S2 |
1,850.24 |
1,850.24 |
1,895.24 |
|
S3 |
1,806.12 |
1,832.67 |
1,891.20 |
|
S4 |
1,762.00 |
1,788.55 |
1,879.06 |
|
|
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 |
1,867.82 |
44.12 |
2.3% |
20.16 |
1.1% |
80% |
False |
False |
6,476 |
10 |
1,911.94 |
1,838.68 |
73.26 |
3.8% |
24.03 |
1.3% |
88% |
False |
False |
6,319 |
20 |
1,911.94 |
1,766.45 |
145.49 |
7.6% |
23.69 |
1.2% |
94% |
False |
False |
6,430 |
40 |
1,911.94 |
1,721.63 |
190.31 |
10.0% |
21.23 |
1.1% |
95% |
False |
False |
6,511 |
60 |
1,911.94 |
1,677.64 |
234.30 |
12.3% |
21.74 |
1.1% |
96% |
False |
False |
6,560 |
80 |
1,911.94 |
1,677.64 |
234.30 |
12.3% |
23.47 |
1.2% |
96% |
False |
False |
6,538 |
100 |
1,957.87 |
1,677.64 |
280.23 |
14.7% |
25.60 |
1.3% |
81% |
False |
False |
6,466 |
120 |
1,957.87 |
1,677.64 |
280.23 |
14.7% |
25.35 |
1.3% |
81% |
False |
False |
6,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,985.02 |
2.618 |
1,954.01 |
1.618 |
1,935.01 |
1.000 |
1,923.27 |
0.618 |
1,916.01 |
HIGH |
1,904.27 |
0.618 |
1,897.01 |
0.500 |
1,894.77 |
0.382 |
1,892.53 |
LOW |
1,885.27 |
0.618 |
1,873.53 |
1.000 |
1,866.27 |
1.618 |
1,854.53 |
2.618 |
1,835.53 |
4.250 |
1,804.52 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,900.48 |
1,901.76 |
PP |
1,897.62 |
1,900.18 |
S1 |
1,894.77 |
1,898.61 |
|