| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,896.8 |
1,897.5 |
0.7 |
0.0% |
1,883.5 |
| High |
1,903.9 |
1,905.4 |
1.5 |
0.1% |
1,913.3 |
| Low |
1,888.2 |
1,881.9 |
-6.3 |
-0.3% |
1,873.2 |
| Close |
1,895.7 |
1,902.5 |
6.8 |
0.4% |
1,902.5 |
| Range |
15.7 |
23.5 |
7.8 |
49.7% |
40.1 |
| ATR |
23.4 |
23.4 |
0.0 |
0.0% |
0.0 |
| Volume |
35,794 |
2,415 |
-33,379 |
-93.3% |
708,720 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,967.1 |
1,958.3 |
1,915.4 |
|
| R3 |
1,943.6 |
1,934.8 |
1,909.0 |
|
| R2 |
1,920.1 |
1,920.1 |
1,906.8 |
|
| R1 |
1,911.3 |
1,911.3 |
1,904.7 |
1,915.7 |
| PP |
1,896.6 |
1,896.6 |
1,896.6 |
1,898.8 |
| S1 |
1,887.8 |
1,887.8 |
1,900.3 |
1,892.2 |
| S2 |
1,873.1 |
1,873.1 |
1,898.2 |
|
| S3 |
1,849.6 |
1,864.3 |
1,896.0 |
|
| S4 |
1,826.1 |
1,840.8 |
1,889.6 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.6 |
1,999.7 |
1,924.6 |
|
| R3 |
1,976.5 |
1,959.6 |
1,913.5 |
|
| R2 |
1,936.4 |
1,936.4 |
1,909.9 |
|
| R1 |
1,919.5 |
1,919.5 |
1,906.2 |
1,928.0 |
| PP |
1,896.3 |
1,896.3 |
1,896.3 |
1,900.6 |
| S1 |
1,879.4 |
1,879.4 |
1,898.8 |
1,887.9 |
| S2 |
1,856.2 |
1,856.2 |
1,895.1 |
|
| S3 |
1,816.1 |
1,839.3 |
1,891.5 |
|
| S4 |
1,776.0 |
1,799.2 |
1,880.4 |
|
|
| 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 |
1,873.2 |
40.1 |
2.1% |
20.4 |
1.1% |
73% |
False |
False |
141,744 |
| 10 |
1,913.3 |
1,841.1 |
72.2 |
3.8% |
22.3 |
1.2% |
85% |
False |
False |
206,151 |
| 20 |
1,913.3 |
1,765.6 |
147.7 |
7.8% |
24.7 |
1.3% |
93% |
False |
False |
237,055 |
| 40 |
1,913.3 |
1,721.6 |
191.7 |
10.1% |
23.0 |
1.2% |
94% |
False |
False |
200,102 |
| 60 |
1,913.3 |
1,676.2 |
237.1 |
12.5% |
23.9 |
1.3% |
95% |
False |
False |
159,546 |
| 80 |
1,913.3 |
1,676.2 |
237.1 |
12.5% |
25.8 |
1.4% |
95% |
False |
False |
121,697 |
| 100 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
27.1 |
1.4% |
77% |
False |
False |
98,835 |
| 120 |
1,969.3 |
1,676.2 |
293.1 |
15.4% |
26.8 |
1.4% |
77% |
False |
False |
82,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,005.3 |
|
2.618 |
1,966.9 |
|
1.618 |
1,943.4 |
|
1.000 |
1,928.9 |
|
0.618 |
1,919.9 |
|
HIGH |
1,905.4 |
|
0.618 |
1,896.4 |
|
0.500 |
1,893.7 |
|
0.382 |
1,890.9 |
|
LOW |
1,881.9 |
|
0.618 |
1,867.4 |
|
1.000 |
1,858.4 |
|
1.618 |
1,843.9 |
|
2.618 |
1,820.4 |
|
4.250 |
1,782.0 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,899.6 |
1,900.9 |
| PP |
1,896.6 |
1,899.2 |
| S1 |
1,893.7 |
1,897.6 |
|