Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
1,867.3 |
1,870.2 |
2.9 |
0.2% |
1,835.4 |
High |
1,875.9 |
1,891.3 |
15.4 |
0.8% |
1,847.1 |
Low |
1,863.5 |
1,852.2 |
-11.3 |
-0.6% |
1,808.4 |
Close |
1,868.0 |
1,881.5 |
13.5 |
0.7% |
1,838.1 |
Range |
12.4 |
39.1 |
26.7 |
215.3% |
38.7 |
ATR |
24.3 |
25.4 |
1.1 |
4.3% |
0.0 |
Volume |
229,016 |
398,212 |
169,196 |
73.9% |
1,394,326 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.3 |
1,976.0 |
1,903.0 |
|
R3 |
1,953.2 |
1,936.9 |
1,892.3 |
|
R2 |
1,914.1 |
1,914.1 |
1,888.7 |
|
R1 |
1,897.8 |
1,897.8 |
1,885.1 |
1,906.0 |
PP |
1,875.0 |
1,875.0 |
1,875.0 |
1,879.1 |
S1 |
1,858.7 |
1,858.7 |
1,877.9 |
1,866.9 |
S2 |
1,835.9 |
1,835.9 |
1,874.3 |
|
S3 |
1,796.8 |
1,819.6 |
1,870.7 |
|
S4 |
1,757.7 |
1,780.5 |
1,860.0 |
|
|
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 |
1,891.3 |
1,808.4 |
82.9 |
4.4% |
25.7 |
1.4% |
88% |
True |
False |
273,848 |
10 |
1,891.3 |
1,781.8 |
109.5 |
5.8% |
26.9 |
1.4% |
91% |
True |
False |
294,458 |
20 |
1,891.3 |
1,754.6 |
136.7 |
7.3% |
24.6 |
1.3% |
93% |
True |
False |
240,140 |
40 |
1,891.3 |
1,677.3 |
214.0 |
11.4% |
24.1 |
1.3% |
95% |
True |
False |
196,842 |
60 |
1,891.3 |
1,676.2 |
215.1 |
11.4% |
26.1 |
1.4% |
95% |
True |
False |
141,564 |
80 |
1,891.3 |
1,676.2 |
215.1 |
11.4% |
26.2 |
1.4% |
95% |
True |
False |
107,793 |
100 |
1,969.3 |
1,676.2 |
293.1 |
15.6% |
27.1 |
1.4% |
70% |
False |
False |
87,326 |
120 |
1,969.3 |
1,676.2 |
293.1 |
15.6% |
27.2 |
1.4% |
70% |
False |
False |
73,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,057.5 |
2.618 |
1,993.7 |
1.618 |
1,954.6 |
1.000 |
1,930.4 |
0.618 |
1,915.5 |
HIGH |
1,891.3 |
0.618 |
1,876.4 |
0.500 |
1,871.8 |
0.382 |
1,867.1 |
LOW |
1,852.2 |
0.618 |
1,828.0 |
1.000 |
1,813.1 |
1.618 |
1,788.9 |
2.618 |
1,749.8 |
4.250 |
1,686.0 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,878.3 |
1,876.4 |
PP |
1,875.0 |
1,871.3 |
S1 |
1,871.8 |
1,866.2 |
|