| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,826.4 |
1,845.9 |
19.5 |
1.1% |
1,835.4 |
| High |
1,847.1 |
1,869.3 |
22.2 |
1.2% |
1,847.1 |
| Low |
1,819.0 |
1,841.1 |
22.1 |
1.2% |
1,808.4 |
| Close |
1,838.1 |
1,867.6 |
29.5 |
1.6% |
1,838.1 |
| Range |
28.1 |
28.2 |
0.1 |
0.4% |
38.7 |
| ATR |
24.8 |
25.3 |
0.5 |
1.8% |
0.0 |
| Volume |
224,380 |
267,705 |
43,325 |
19.3% |
1,394,326 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,943.9 |
1,934.0 |
1,883.1 |
|
| R3 |
1,915.7 |
1,905.8 |
1,875.4 |
|
| R2 |
1,887.5 |
1,887.5 |
1,872.8 |
|
| R1 |
1,877.6 |
1,877.6 |
1,870.2 |
1,882.6 |
| PP |
1,859.3 |
1,859.3 |
1,859.3 |
1,861.8 |
| S1 |
1,849.4 |
1,849.4 |
1,865.0 |
1,854.4 |
| S2 |
1,831.1 |
1,831.1 |
1,862.4 |
|
| S3 |
1,802.9 |
1,821.2 |
1,859.8 |
|
| S4 |
1,774.7 |
1,793.0 |
1,852.1 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.3 |
1,931.4 |
1,859.4 |
|
| R3 |
1,908.6 |
1,892.7 |
1,848.7 |
|
| R2 |
1,869.9 |
1,869.9 |
1,845.2 |
|
| R1 |
1,854.0 |
1,854.0 |
1,841.6 |
1,862.0 |
| PP |
1,831.2 |
1,831.2 |
1,831.2 |
1,835.2 |
| S1 |
1,815.3 |
1,815.3 |
1,834.6 |
1,823.3 |
| S2 |
1,792.5 |
1,792.5 |
1,831.0 |
|
| S3 |
1,753.8 |
1,776.6 |
1,827.5 |
|
| S4 |
1,715.1 |
1,737.9 |
1,816.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,869.3 |
1,808.4 |
60.9 |
3.3% |
26.7 |
1.4% |
97% |
True |
False |
278,464 |
| 10 |
1,869.3 |
1,769.2 |
100.1 |
5.4% |
26.6 |
1.4% |
98% |
True |
False |
274,275 |
| 20 |
1,869.3 |
1,754.6 |
114.7 |
6.1% |
24.0 |
1.3% |
99% |
True |
False |
225,929 |
| 40 |
1,869.3 |
1,677.3 |
192.0 |
10.3% |
23.8 |
1.3% |
99% |
True |
False |
183,755 |
| 60 |
1,869.3 |
1,676.2 |
193.1 |
10.3% |
26.1 |
1.4% |
99% |
True |
False |
131,304 |
| 80 |
1,881.0 |
1,676.2 |
204.8 |
11.0% |
26.2 |
1.4% |
93% |
False |
False |
100,065 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
15.7% |
27.0 |
1.4% |
65% |
False |
False |
81,094 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.7% |
27.5 |
1.5% |
65% |
False |
False |
67,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,989.2 |
|
2.618 |
1,943.1 |
|
1.618 |
1,914.9 |
|
1.000 |
1,897.5 |
|
0.618 |
1,886.7 |
|
HIGH |
1,869.3 |
|
0.618 |
1,858.5 |
|
0.500 |
1,855.2 |
|
0.382 |
1,851.9 |
|
LOW |
1,841.1 |
|
0.618 |
1,823.7 |
|
1.000 |
1,812.9 |
|
1.618 |
1,795.5 |
|
2.618 |
1,767.3 |
|
4.250 |
1,721.3 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,863.5 |
1,858.0 |
| PP |
1,859.3 |
1,848.4 |
| S1 |
1,855.2 |
1,838.9 |
|