Trading Metrics calculated at close of trading on 25-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,023.0 |
4,045.0 |
22.0 |
0.5% |
4,020.0 |
High |
4,051.0 |
4,059.0 |
8.0 |
0.2% |
4,034.0 |
Low |
4,018.0 |
4,031.0 |
13.0 |
0.3% |
3,882.0 |
Close |
4,043.0 |
4,036.0 |
-7.0 |
-0.2% |
4,017.0 |
Range |
33.0 |
28.0 |
-5.0 |
-15.2% |
152.0 |
ATR |
61.2 |
58.8 |
-2.4 |
-3.9% |
0.0 |
Volume |
379,781 |
678,304 |
298,523 |
78.6% |
4,431,394 |
|
Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,126.0 |
4,109.0 |
4,051.4 |
|
R3 |
4,098.0 |
4,081.0 |
4,043.7 |
|
R2 |
4,070.0 |
4,070.0 |
4,041.1 |
|
R1 |
4,053.0 |
4,053.0 |
4,038.6 |
4,047.5 |
PP |
4,042.0 |
4,042.0 |
4,042.0 |
4,039.3 |
S1 |
4,025.0 |
4,025.0 |
4,033.4 |
4,019.5 |
S2 |
4,014.0 |
4,014.0 |
4,030.9 |
|
S3 |
3,986.0 |
3,997.0 |
4,028.3 |
|
S4 |
3,958.0 |
3,969.0 |
4,020.6 |
|
|
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 |
4,059.0 |
3,882.0 |
177.0 |
4.4% |
54.8 |
1.4% |
87% |
True |
False |
827,313 |
10 |
4,059.0 |
3,844.0 |
215.0 |
5.3% |
62.5 |
1.5% |
89% |
True |
False |
840,018 |
20 |
4,059.0 |
3,844.0 |
215.0 |
5.3% |
59.6 |
1.5% |
89% |
True |
False |
833,425 |
40 |
4,059.0 |
3,804.0 |
255.0 |
6.3% |
48.1 |
1.2% |
91% |
True |
False |
752,663 |
60 |
4,059.0 |
3,587.0 |
472.0 |
11.7% |
47.8 |
1.2% |
95% |
True |
False |
679,852 |
80 |
4,059.0 |
3,360.0 |
699.0 |
17.3% |
47.9 |
1.2% |
97% |
True |
False |
512,536 |
100 |
4,059.0 |
3,360.0 |
699.0 |
17.3% |
46.7 |
1.2% |
97% |
True |
False |
410,591 |
120 |
4,059.0 |
3,335.0 |
724.0 |
17.9% |
42.8 |
1.1% |
97% |
True |
False |
342,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,178.0 |
2.618 |
4,132.3 |
1.618 |
4,104.3 |
1.000 |
4,087.0 |
0.618 |
4,076.3 |
HIGH |
4,059.0 |
0.618 |
4,048.3 |
0.500 |
4,045.0 |
0.382 |
4,041.7 |
LOW |
4,031.0 |
0.618 |
4,013.7 |
1.000 |
4,003.0 |
1.618 |
3,985.7 |
2.618 |
3,957.7 |
4.250 |
3,912.0 |
|
|
Fisher Pivots for day following 25-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,045.0 |
4,032.3 |
PP |
4,042.0 |
4,028.7 |
S1 |
4,039.0 |
4,025.0 |
|