| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,883.5 |
1,881.2 |
-2.3 |
-0.1% |
1,845.9 |
| High |
1,887.9 |
1,901.2 |
13.3 |
0.7% |
1,891.3 |
| Low |
1,875.7 |
1,873.2 |
-2.5 |
-0.1% |
1,841.1 |
| Close |
1,884.5 |
1,898.0 |
13.5 |
0.7% |
1,876.7 |
| Range |
12.2 |
28.0 |
15.8 |
129.5% |
50.2 |
| ATR |
23.8 |
24.1 |
0.3 |
1.2% |
0.0 |
| Volume |
183,312 |
316,673 |
133,361 |
72.8% |
1,352,792 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,974.8 |
1,964.4 |
1,913.4 |
|
| R3 |
1,946.8 |
1,936.4 |
1,905.7 |
|
| R2 |
1,918.8 |
1,918.8 |
1,903.1 |
|
| R1 |
1,908.4 |
1,908.4 |
1,900.6 |
1,913.6 |
| PP |
1,890.8 |
1,890.8 |
1,890.8 |
1,893.4 |
| S1 |
1,880.4 |
1,880.4 |
1,895.4 |
1,885.6 |
| S2 |
1,862.8 |
1,862.8 |
1,892.9 |
|
| S3 |
1,834.8 |
1,852.4 |
1,890.3 |
|
| S4 |
1,806.8 |
1,824.4 |
1,882.6 |
|
|
| 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 |
1,901.2 |
1,852.2 |
49.0 |
2.6% |
24.1 |
1.3% |
93% |
True |
False |
271,211 |
| 10 |
1,901.2 |
1,808.4 |
92.8 |
4.9% |
24.2 |
1.3% |
97% |
True |
False |
266,629 |
| 20 |
1,901.2 |
1,754.6 |
146.6 |
7.7% |
24.9 |
1.3% |
98% |
True |
False |
256,487 |
| 40 |
1,901.2 |
1,677.3 |
223.9 |
11.8% |
24.0 |
1.3% |
99% |
True |
False |
210,060 |
| 60 |
1,901.2 |
1,676.2 |
225.0 |
11.9% |
24.6 |
1.3% |
99% |
True |
False |
156,814 |
| 80 |
1,901.2 |
1,676.2 |
225.0 |
11.9% |
26.0 |
1.4% |
99% |
True |
False |
119,451 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
27.2 |
1.4% |
76% |
False |
False |
96,851 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
26.8 |
1.4% |
76% |
False |
False |
81,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,020.2 |
|
2.618 |
1,974.5 |
|
1.618 |
1,946.5 |
|
1.000 |
1,929.2 |
|
0.618 |
1,918.5 |
|
HIGH |
1,901.2 |
|
0.618 |
1,890.5 |
|
0.500 |
1,887.2 |
|
0.382 |
1,883.9 |
|
LOW |
1,873.2 |
|
0.618 |
1,855.9 |
|
1.000 |
1,845.2 |
|
1.618 |
1,827.9 |
|
2.618 |
1,799.9 |
|
4.250 |
1,754.2 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.4 |
1,893.9 |
| PP |
1,890.8 |
1,889.8 |
| S1 |
1,887.2 |
1,885.8 |
|