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 |
1,845.9 |
1,867.3 |
21.4 |
1.2% |
1,835.4 |
High |
1,869.3 |
1,875.9 |
6.6 |
0.4% |
1,847.1 |
Low |
1,841.1 |
1,863.5 |
22.4 |
1.2% |
1,808.4 |
Close |
1,867.6 |
1,868.0 |
0.4 |
0.0% |
1,838.1 |
Range |
28.2 |
12.4 |
-15.8 |
-56.0% |
38.7 |
ATR |
25.3 |
24.3 |
-0.9 |
-3.6% |
0.0 |
Volume |
267,705 |
229,016 |
-38,689 |
-14.5% |
1,394,326 |
|
Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,906.3 |
1,899.6 |
1,874.8 |
|
R3 |
1,893.9 |
1,887.2 |
1,871.4 |
|
R2 |
1,881.5 |
1,881.5 |
1,870.3 |
|
R1 |
1,874.8 |
1,874.8 |
1,869.1 |
1,878.2 |
PP |
1,869.1 |
1,869.1 |
1,869.1 |
1,870.8 |
S1 |
1,862.4 |
1,862.4 |
1,866.9 |
1,865.8 |
S2 |
1,856.7 |
1,856.7 |
1,865.7 |
|
S3 |
1,844.3 |
1,850.0 |
1,864.6 |
|
S4 |
1,831.9 |
1,837.6 |
1,861.2 |
|
|
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 |
1,875.9 |
1,808.4 |
67.5 |
3.6% |
24.2 |
1.3% |
88% |
True |
False |
262,047 |
10 |
1,875.9 |
1,769.3 |
106.6 |
5.7% |
24.8 |
1.3% |
93% |
True |
False |
272,518 |
20 |
1,875.9 |
1,754.6 |
121.3 |
6.5% |
23.7 |
1.3% |
93% |
True |
False |
228,928 |
40 |
1,875.9 |
1,677.3 |
198.6 |
10.6% |
23.6 |
1.3% |
96% |
True |
False |
188,522 |
60 |
1,875.9 |
1,676.2 |
199.7 |
10.7% |
25.7 |
1.4% |
96% |
True |
False |
135,019 |
80 |
1,881.0 |
1,676.2 |
204.8 |
11.0% |
26.0 |
1.4% |
94% |
False |
False |
102,867 |
100 |
1,969.3 |
1,676.2 |
293.1 |
15.7% |
26.9 |
1.4% |
65% |
False |
False |
83,364 |
120 |
1,969.3 |
1,676.2 |
293.1 |
15.7% |
27.2 |
1.5% |
65% |
False |
False |
69,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,928.6 |
2.618 |
1,908.4 |
1.618 |
1,896.0 |
1.000 |
1,888.3 |
0.618 |
1,883.6 |
HIGH |
1,875.9 |
0.618 |
1,871.2 |
0.500 |
1,869.7 |
0.382 |
1,868.2 |
LOW |
1,863.5 |
0.618 |
1,855.8 |
1.000 |
1,851.1 |
1.618 |
1,843.4 |
2.618 |
1,831.0 |
4.250 |
1,810.8 |
|
|
Fisher Pivots for day following 18-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,869.7 |
1,861.2 |
PP |
1,869.1 |
1,854.3 |
S1 |
1,868.6 |
1,847.5 |
|