| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,881.2 |
1,900.0 |
18.8 |
1.0% |
1,845.9 |
| High |
1,901.2 |
1,913.3 |
12.1 |
0.6% |
1,891.3 |
| Low |
1,873.2 |
1,890.7 |
17.5 |
0.9% |
1,841.1 |
| Close |
1,898.0 |
1,901.2 |
3.2 |
0.2% |
1,876.7 |
| Range |
28.0 |
22.6 |
-5.4 |
-19.3% |
50.2 |
| ATR |
24.1 |
24.0 |
-0.1 |
-0.5% |
0.0 |
| Volume |
316,673 |
170,526 |
-146,147 |
-46.2% |
1,352,792 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,969.5 |
1,958.0 |
1,913.6 |
|
| R3 |
1,946.9 |
1,935.4 |
1,907.4 |
|
| R2 |
1,924.3 |
1,924.3 |
1,905.3 |
|
| R1 |
1,912.8 |
1,912.8 |
1,903.3 |
1,918.6 |
| PP |
1,901.7 |
1,901.7 |
1,901.7 |
1,904.6 |
| S1 |
1,890.2 |
1,890.2 |
1,899.1 |
1,896.0 |
| S2 |
1,879.1 |
1,879.1 |
1,897.1 |
|
| S3 |
1,856.5 |
1,867.6 |
1,895.0 |
|
| S4 |
1,833.9 |
1,845.0 |
1,888.8 |
|
|
| 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 |
1,913.3 |
1,864.2 |
49.1 |
2.6% |
20.8 |
1.1% |
75% |
True |
False |
225,674 |
| 10 |
1,913.3 |
1,808.4 |
104.9 |
5.5% |
23.2 |
1.2% |
88% |
True |
False |
249,761 |
| 20 |
1,913.3 |
1,754.6 |
158.7 |
8.3% |
25.0 |
1.3% |
92% |
True |
False |
255,085 |
| 40 |
1,913.3 |
1,677.3 |
236.0 |
12.4% |
23.7 |
1.2% |
95% |
True |
False |
208,677 |
| 60 |
1,913.3 |
1,676.2 |
237.1 |
12.5% |
24.5 |
1.3% |
95% |
True |
False |
159,472 |
| 80 |
1,913.3 |
1,676.2 |
237.1 |
12.5% |
26.0 |
1.4% |
95% |
True |
False |
121,374 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
27.3 |
1.4% |
77% |
False |
False |
98,542 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
26.8 |
1.4% |
77% |
False |
False |
82,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,009.4 |
|
2.618 |
1,972.5 |
|
1.618 |
1,949.9 |
|
1.000 |
1,935.9 |
|
0.618 |
1,927.3 |
|
HIGH |
1,913.3 |
|
0.618 |
1,904.7 |
|
0.500 |
1,902.0 |
|
0.382 |
1,899.3 |
|
LOW |
1,890.7 |
|
0.618 |
1,876.7 |
|
1.000 |
1,868.1 |
|
1.618 |
1,854.1 |
|
2.618 |
1,831.5 |
|
4.250 |
1,794.7 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,902.0 |
1,898.6 |
| PP |
1,901.7 |
1,895.9 |
| S1 |
1,901.5 |
1,893.3 |
|