| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,878.1 |
1,883.5 |
5.4 |
0.3% |
1,845.9 |
| High |
1,890.3 |
1,887.9 |
-2.4 |
-0.1% |
1,891.3 |
| Low |
1,870.3 |
1,875.7 |
5.4 |
0.3% |
1,841.1 |
| Close |
1,876.7 |
1,884.5 |
7.8 |
0.4% |
1,876.7 |
| Range |
20.0 |
12.2 |
-7.8 |
-39.0% |
50.2 |
| ATR |
24.7 |
23.8 |
-0.9 |
-3.6% |
0.0 |
| Volume |
234,291 |
183,312 |
-50,979 |
-21.8% |
1,352,792 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,919.3 |
1,914.1 |
1,891.2 |
|
| R3 |
1,907.1 |
1,901.9 |
1,887.9 |
|
| R2 |
1,894.9 |
1,894.9 |
1,886.7 |
|
| R1 |
1,889.7 |
1,889.7 |
1,885.6 |
1,892.3 |
| PP |
1,882.7 |
1,882.7 |
1,882.7 |
1,884.0 |
| S1 |
1,877.5 |
1,877.5 |
1,883.4 |
1,880.1 |
| S2 |
1,870.5 |
1,870.5 |
1,882.3 |
|
| S3 |
1,858.3 |
1,865.3 |
1,881.1 |
|
| S4 |
1,846.1 |
1,853.1 |
1,877.8 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.3 |
1,998.7 |
1,904.3 |
|
| R3 |
1,970.1 |
1,948.5 |
1,890.5 |
|
| R2 |
1,919.9 |
1,919.9 |
1,885.9 |
|
| R1 |
1,898.3 |
1,898.3 |
1,881.3 |
1,909.1 |
| PP |
1,869.7 |
1,869.7 |
1,869.7 |
1,875.1 |
| S1 |
1,848.1 |
1,848.1 |
1,872.1 |
1,858.9 |
| S2 |
1,819.5 |
1,819.5 |
1,867.5 |
|
| S3 |
1,769.3 |
1,797.9 |
1,862.9 |
|
| S4 |
1,719.1 |
1,747.7 |
1,849.1 |
|
|
| 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 |
1,852.2 |
39.1 |
2.1% |
21.0 |
1.1% |
83% |
False |
False |
253,679 |
| 10 |
1,891.3 |
1,808.4 |
82.9 |
4.4% |
23.8 |
1.3% |
92% |
False |
False |
266,072 |
| 20 |
1,891.3 |
1,754.6 |
136.7 |
7.3% |
24.1 |
1.3% |
95% |
False |
False |
248,051 |
| 40 |
1,891.3 |
1,677.3 |
214.0 |
11.4% |
24.0 |
1.3% |
97% |
False |
False |
206,712 |
| 60 |
1,891.3 |
1,676.2 |
215.1 |
11.4% |
24.8 |
1.3% |
97% |
False |
False |
151,713 |
| 80 |
1,891.3 |
1,676.2 |
215.1 |
11.4% |
26.1 |
1.4% |
97% |
False |
False |
115,577 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
15.6% |
27.1 |
1.4% |
71% |
False |
False |
93,702 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.6% |
26.9 |
1.4% |
71% |
False |
False |
78,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,939.8 |
|
2.618 |
1,919.8 |
|
1.618 |
1,907.6 |
|
1.000 |
1,900.1 |
|
0.618 |
1,895.4 |
|
HIGH |
1,887.9 |
|
0.618 |
1,883.2 |
|
0.500 |
1,881.8 |
|
0.382 |
1,880.4 |
|
LOW |
1,875.7 |
|
0.618 |
1,868.2 |
|
1.000 |
1,863.5 |
|
1.618 |
1,856.0 |
|
2.618 |
1,843.8 |
|
4.250 |
1,823.9 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,883.6 |
1,882.1 |
| PP |
1,882.7 |
1,879.7 |
| S1 |
1,881.8 |
1,877.3 |
|