| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,870.2 |
1,869.9 |
-0.3 |
0.0% |
1,835.4 |
| High |
1,891.3 |
1,885.3 |
-6.0 |
-0.3% |
1,847.1 |
| Low |
1,852.2 |
1,864.2 |
12.0 |
0.6% |
1,808.4 |
| Close |
1,881.5 |
1,881.9 |
0.4 |
0.0% |
1,838.1 |
| Range |
39.1 |
21.1 |
-18.0 |
-46.0% |
38.7 |
| ATR |
25.4 |
25.1 |
-0.3 |
-1.2% |
0.0 |
| Volume |
398,212 |
223,568 |
-174,644 |
-43.9% |
1,394,326 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.4 |
1,932.3 |
1,893.5 |
|
| R3 |
1,919.3 |
1,911.2 |
1,887.7 |
|
| R2 |
1,898.2 |
1,898.2 |
1,885.8 |
|
| R1 |
1,890.1 |
1,890.1 |
1,883.8 |
1,894.2 |
| PP |
1,877.1 |
1,877.1 |
1,877.1 |
1,879.2 |
| S1 |
1,869.0 |
1,869.0 |
1,880.0 |
1,873.1 |
| S2 |
1,856.0 |
1,856.0 |
1,878.0 |
|
| S3 |
1,834.9 |
1,847.9 |
1,876.1 |
|
| S4 |
1,813.8 |
1,826.8 |
1,870.3 |
|
|
| 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 |
1,819.0 |
72.3 |
3.8% |
25.8 |
1.4% |
87% |
False |
False |
268,576 |
| 10 |
1,891.3 |
1,808.4 |
82.9 |
4.4% |
25.3 |
1.3% |
89% |
False |
False |
288,052 |
| 20 |
1,891.3 |
1,754.6 |
136.7 |
7.3% |
24.6 |
1.3% |
93% |
False |
False |
243,131 |
| 40 |
1,891.3 |
1,677.3 |
214.0 |
11.4% |
24.3 |
1.3% |
96% |
False |
False |
200,620 |
| 60 |
1,891.3 |
1,676.2 |
215.1 |
11.4% |
25.9 |
1.4% |
96% |
False |
False |
145,182 |
| 80 |
1,891.3 |
1,676.2 |
215.1 |
11.4% |
26.3 |
1.4% |
96% |
False |
False |
110,535 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
15.6% |
27.2 |
1.4% |
70% |
False |
False |
89,555 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.6% |
27.2 |
1.4% |
70% |
False |
False |
74,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,975.0 |
|
2.618 |
1,940.5 |
|
1.618 |
1,919.4 |
|
1.000 |
1,906.4 |
|
0.618 |
1,898.3 |
|
HIGH |
1,885.3 |
|
0.618 |
1,877.2 |
|
0.500 |
1,874.8 |
|
0.382 |
1,872.3 |
|
LOW |
1,864.2 |
|
0.618 |
1,851.2 |
|
1.000 |
1,843.1 |
|
1.618 |
1,830.1 |
|
2.618 |
1,809.0 |
|
4.250 |
1,774.5 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,879.5 |
1,878.5 |
| PP |
1,877.1 |
1,875.1 |
| S1 |
1,874.8 |
1,871.8 |
|