Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
1,900.0 |
1,896.8 |
-3.2 |
-0.2% |
1,845.9 |
High |
1,913.3 |
1,903.9 |
-9.4 |
-0.5% |
1,891.3 |
Low |
1,890.7 |
1,888.2 |
-2.5 |
-0.1% |
1,841.1 |
Close |
1,901.2 |
1,895.7 |
-5.5 |
-0.3% |
1,876.7 |
Range |
22.6 |
15.7 |
-6.9 |
-30.5% |
50.2 |
ATR |
24.0 |
23.4 |
-0.6 |
-2.5% |
0.0 |
Volume |
170,526 |
35,794 |
-134,732 |
-79.0% |
1,352,792 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.0 |
1,935.1 |
1,904.3 |
|
R3 |
1,927.3 |
1,919.4 |
1,900.0 |
|
R2 |
1,911.6 |
1,911.6 |
1,898.6 |
|
R1 |
1,903.7 |
1,903.7 |
1,897.1 |
1,899.8 |
PP |
1,895.9 |
1,895.9 |
1,895.9 |
1,894.0 |
S1 |
1,888.0 |
1,888.0 |
1,894.3 |
1,884.1 |
S2 |
1,880.2 |
1,880.2 |
1,892.8 |
|
S3 |
1,864.5 |
1,872.3 |
1,891.4 |
|
S4 |
1,848.8 |
1,856.6 |
1,887.1 |
|
|
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 |
1,870.3 |
43.0 |
2.3% |
19.7 |
1.0% |
59% |
False |
False |
188,119 |
10 |
1,913.3 |
1,819.0 |
94.3 |
5.0% |
22.7 |
1.2% |
81% |
False |
False |
228,347 |
20 |
1,913.3 |
1,763.3 |
150.0 |
7.9% |
24.0 |
1.3% |
88% |
False |
False |
245,298 |
40 |
1,913.3 |
1,706.4 |
206.9 |
10.9% |
23.1 |
1.2% |
91% |
False |
False |
204,302 |
60 |
1,913.3 |
1,676.2 |
237.1 |
12.5% |
24.1 |
1.3% |
93% |
False |
False |
159,865 |
80 |
1,913.3 |
1,676.2 |
237.1 |
12.5% |
25.7 |
1.4% |
93% |
False |
False |
121,751 |
100 |
1,969.3 |
1,676.2 |
293.1 |
15.5% |
27.0 |
1.4% |
75% |
False |
False |
98,858 |
120 |
1,969.3 |
1,676.2 |
293.1 |
15.5% |
26.8 |
1.4% |
75% |
False |
False |
82,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,970.6 |
2.618 |
1,945.0 |
1.618 |
1,929.3 |
1.000 |
1,919.6 |
0.618 |
1,913.6 |
HIGH |
1,903.9 |
0.618 |
1,897.9 |
0.500 |
1,896.1 |
0.382 |
1,894.2 |
LOW |
1,888.2 |
0.618 |
1,878.5 |
1.000 |
1,872.5 |
1.618 |
1,862.8 |
2.618 |
1,847.1 |
4.250 |
1,821.5 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,896.1 |
1,894.9 |
PP |
1,895.9 |
1,894.1 |
S1 |
1,895.8 |
1,893.3 |
|