Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
3,972.0 |
3,937.0 |
-35.0 |
-0.9% |
4,027.0 |
High |
3,983.0 |
4,003.0 |
20.0 |
0.5% |
4,036.0 |
Low |
3,882.0 |
3,927.0 |
45.0 |
1.2% |
3,844.0 |
Close |
3,930.0 |
3,985.0 |
55.0 |
1.4% |
4,006.0 |
Range |
101.0 |
76.0 |
-25.0 |
-24.8% |
192.0 |
ATR |
64.0 |
64.9 |
0.9 |
1.3% |
0.0 |
Volume |
1,308,832 |
910,622 |
-398,210 |
-30.4% |
4,688,763 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,199.7 |
4,168.3 |
4,026.8 |
|
R3 |
4,123.7 |
4,092.3 |
4,005.9 |
|
R2 |
4,047.7 |
4,047.7 |
3,998.9 |
|
R1 |
4,016.3 |
4,016.3 |
3,992.0 |
4,032.0 |
PP |
3,971.7 |
3,971.7 |
3,971.7 |
3,979.5 |
S1 |
3,940.3 |
3,940.3 |
3,978.0 |
3,956.0 |
S2 |
3,895.7 |
3,895.7 |
3,971.1 |
|
S3 |
3,819.7 |
3,864.3 |
3,964.1 |
|
S4 |
3,743.7 |
3,788.3 |
3,943.2 |
|
|
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 |
3,882.0 |
152.0 |
3.8% |
70.8 |
1.8% |
68% |
False |
False |
877,986 |
10 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
70.2 |
1.8% |
73% |
False |
False |
907,937 |
20 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
59.2 |
1.5% |
73% |
False |
False |
828,744 |
40 |
4,036.0 |
3,727.0 |
309.0 |
7.8% |
49.6 |
1.2% |
83% |
False |
False |
769,538 |
60 |
4,036.0 |
3,559.0 |
477.0 |
12.0% |
49.3 |
1.2% |
89% |
False |
False |
648,514 |
80 |
4,036.0 |
3,360.0 |
676.0 |
17.0% |
49.5 |
1.2% |
92% |
False |
False |
488,685 |
100 |
4,036.0 |
3,360.0 |
676.0 |
17.0% |
46.7 |
1.2% |
92% |
False |
False |
391,442 |
120 |
4,036.0 |
3,335.0 |
701.0 |
17.6% |
42.0 |
1.1% |
93% |
False |
False |
326,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,326.0 |
2.618 |
4,202.0 |
1.618 |
4,126.0 |
1.000 |
4,079.0 |
0.618 |
4,050.0 |
HIGH |
4,003.0 |
0.618 |
3,974.0 |
0.500 |
3,965.0 |
0.382 |
3,956.0 |
LOW |
3,927.0 |
0.618 |
3,880.0 |
1.000 |
3,851.0 |
1.618 |
3,804.0 |
2.618 |
3,728.0 |
4.250 |
3,604.0 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
3,978.3 |
3,976.0 |
PP |
3,971.7 |
3,967.0 |
S1 |
3,965.0 |
3,958.0 |
|