Trading Metrics calculated at close of trading on 24-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,005.0 |
4,023.0 |
18.0 |
0.4% |
4,020.0 |
High |
4,027.0 |
4,051.0 |
24.0 |
0.6% |
4,034.0 |
Low |
3,991.0 |
4,018.0 |
27.0 |
0.7% |
3,882.0 |
Close |
4,017.0 |
4,043.0 |
26.0 |
0.6% |
4,017.0 |
Range |
36.0 |
33.0 |
-3.0 |
-8.3% |
152.0 |
ATR |
63.3 |
61.2 |
-2.1 |
-3.3% |
0.0 |
Volume |
859,027 |
379,781 |
-479,246 |
-55.8% |
4,431,394 |
|
Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,136.3 |
4,122.7 |
4,061.2 |
|
R3 |
4,103.3 |
4,089.7 |
4,052.1 |
|
R2 |
4,070.3 |
4,070.3 |
4,049.1 |
|
R1 |
4,056.7 |
4,056.7 |
4,046.0 |
4,063.5 |
PP |
4,037.3 |
4,037.3 |
4,037.3 |
4,040.8 |
S1 |
4,023.7 |
4,023.7 |
4,040.0 |
4,030.5 |
S2 |
4,004.3 |
4,004.3 |
4,037.0 |
|
S3 |
3,971.3 |
3,990.7 |
4,033.9 |
|
S4 |
3,938.3 |
3,957.7 |
4,024.9 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,433.7 |
4,377.3 |
4,100.6 |
|
R3 |
4,281.7 |
4,225.3 |
4,058.8 |
|
R2 |
4,129.7 |
4,129.7 |
4,044.9 |
|
R1 |
4,073.3 |
4,073.3 |
4,030.9 |
4,025.5 |
PP |
3,977.7 |
3,977.7 |
3,977.7 |
3,953.8 |
S1 |
3,921.3 |
3,921.3 |
4,003.1 |
3,873.5 |
S2 |
3,825.7 |
3,825.7 |
3,989.1 |
|
S3 |
3,673.7 |
3,769.3 |
3,975.2 |
|
S4 |
3,521.7 |
3,617.3 |
3,933.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,051.0 |
3,882.0 |
169.0 |
4.2% |
60.4 |
1.5% |
95% |
True |
False |
836,113 |
10 |
4,051.0 |
3,844.0 |
207.0 |
5.1% |
68.0 |
1.7% |
96% |
True |
False |
892,033 |
20 |
4,051.0 |
3,844.0 |
207.0 |
5.1% |
59.5 |
1.5% |
96% |
True |
False |
831,439 |
40 |
4,051.0 |
3,788.0 |
263.0 |
6.5% |
48.6 |
1.2% |
97% |
True |
False |
754,313 |
60 |
4,051.0 |
3,559.0 |
492.0 |
12.2% |
48.2 |
1.2% |
98% |
True |
False |
668,551 |
80 |
4,051.0 |
3,360.0 |
691.0 |
17.1% |
48.3 |
1.2% |
99% |
True |
False |
504,109 |
100 |
4,051.0 |
3,360.0 |
691.0 |
17.1% |
46.8 |
1.2% |
99% |
True |
False |
403,829 |
120 |
4,051.0 |
3,335.0 |
716.0 |
17.7% |
42.6 |
1.1% |
99% |
True |
False |
336,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,191.3 |
2.618 |
4,137.4 |
1.618 |
4,104.4 |
1.000 |
4,084.0 |
0.618 |
4,071.4 |
HIGH |
4,051.0 |
0.618 |
4,038.4 |
0.500 |
4,034.5 |
0.382 |
4,030.6 |
LOW |
4,018.0 |
0.618 |
3,997.6 |
1.000 |
3,985.0 |
1.618 |
3,964.6 |
2.618 |
3,931.6 |
4.250 |
3,877.8 |
|
|
Fisher Pivots for day following 24-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,040.2 |
4,025.0 |
PP |
4,037.3 |
4,007.0 |
S1 |
4,034.5 |
3,989.0 |
|