Trading Metrics calculated at close of trading on 18-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,020.0 |
4,013.0 |
-7.0 |
-0.2% |
4,027.0 |
High |
4,025.0 |
4,034.0 |
9.0 |
0.2% |
4,036.0 |
Low |
3,984.0 |
3,978.0 |
-6.0 |
-0.2% |
3,844.0 |
Close |
4,000.0 |
4,005.0 |
5.0 |
0.1% |
4,006.0 |
Range |
41.0 |
56.0 |
15.0 |
36.6% |
192.0 |
ATR |
59.8 |
59.5 |
-0.3 |
-0.5% |
0.0 |
Volume |
630,610 |
722,303 |
91,693 |
14.5% |
4,688,763 |
|
Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,173.7 |
4,145.3 |
4,035.8 |
|
R3 |
4,117.7 |
4,089.3 |
4,020.4 |
|
R2 |
4,061.7 |
4,061.7 |
4,015.3 |
|
R1 |
4,033.3 |
4,033.3 |
4,010.1 |
4,019.5 |
PP |
4,005.7 |
4,005.7 |
4,005.7 |
3,998.8 |
S1 |
3,977.3 |
3,977.3 |
3,999.9 |
3,963.5 |
S2 |
3,949.7 |
3,949.7 |
3,994.7 |
|
S3 |
3,893.7 |
3,921.3 |
3,989.6 |
|
S4 |
3,837.7 |
3,865.3 |
3,974.2 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,538.0 |
4,464.0 |
4,111.6 |
|
R3 |
4,346.0 |
4,272.0 |
4,058.8 |
|
R2 |
4,154.0 |
4,154.0 |
4,041.2 |
|
R1 |
4,080.0 |
4,080.0 |
4,023.6 |
4,021.0 |
PP |
3,962.0 |
3,962.0 |
3,962.0 |
3,932.5 |
S1 |
3,888.0 |
3,888.0 |
3,988.4 |
3,829.0 |
S2 |
3,770.0 |
3,770.0 |
3,970.8 |
|
S3 |
3,578.0 |
3,696.0 |
3,953.2 |
|
S4 |
3,386.0 |
3,504.0 |
3,900.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,034.0 |
3,844.0 |
190.0 |
4.7% |
70.2 |
1.8% |
85% |
True |
False |
852,724 |
10 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
64.6 |
1.6% |
84% |
False |
False |
849,214 |
20 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
55.0 |
1.4% |
84% |
False |
False |
795,222 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.7% |
46.9 |
1.2% |
90% |
False |
False |
747,793 |
60 |
4,036.0 |
3,559.0 |
477.0 |
11.9% |
48.6 |
1.2% |
94% |
False |
False |
611,915 |
80 |
4,036.0 |
3,360.0 |
676.0 |
16.9% |
49.2 |
1.2% |
95% |
False |
False |
461,050 |
100 |
4,036.0 |
3,360.0 |
676.0 |
16.9% |
45.5 |
1.1% |
95% |
False |
False |
369,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,272.0 |
2.618 |
4,180.6 |
1.618 |
4,124.6 |
1.000 |
4,090.0 |
0.618 |
4,068.6 |
HIGH |
4,034.0 |
0.618 |
4,012.6 |
0.500 |
4,006.0 |
0.382 |
3,999.4 |
LOW |
3,978.0 |
0.618 |
3,943.4 |
1.000 |
3,922.0 |
1.618 |
3,887.4 |
2.618 |
3,831.4 |
4.250 |
3,740.0 |
|
|
Fisher Pivots for day following 18-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,006.0 |
4,000.7 |
PP |
4,005.7 |
3,996.3 |
S1 |
4,005.3 |
3,992.0 |
|