Trading Metrics calculated at close of trading on 26-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,045.0 |
4,046.0 |
1.0 |
0.0% |
4,020.0 |
High |
4,059.0 |
4,053.0 |
-6.0 |
-0.1% |
4,034.0 |
Low |
4,031.0 |
4,018.0 |
-13.0 |
-0.3% |
3,882.0 |
Close |
4,036.0 |
4,028.0 |
-8.0 |
-0.2% |
4,017.0 |
Range |
28.0 |
35.0 |
7.0 |
25.0% |
152.0 |
ATR |
58.8 |
57.1 |
-1.7 |
-2.9% |
0.0 |
Volume |
678,304 |
650,116 |
-28,188 |
-4.2% |
4,431,394 |
|
Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,138.0 |
4,118.0 |
4,047.3 |
|
R3 |
4,103.0 |
4,083.0 |
4,037.6 |
|
R2 |
4,068.0 |
4,068.0 |
4,034.4 |
|
R1 |
4,048.0 |
4,048.0 |
4,031.2 |
4,040.5 |
PP |
4,033.0 |
4,033.0 |
4,033.0 |
4,029.3 |
S1 |
4,013.0 |
4,013.0 |
4,024.8 |
4,005.5 |
S2 |
3,998.0 |
3,998.0 |
4,021.6 |
|
S3 |
3,963.0 |
3,978.0 |
4,018.4 |
|
S4 |
3,928.0 |
3,943.0 |
4,008.8 |
|
|
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 |
3,927.0 |
132.0 |
3.3% |
41.6 |
1.0% |
77% |
False |
False |
695,570 |
10 |
4,059.0 |
3,844.0 |
215.0 |
5.3% |
60.3 |
1.5% |
86% |
False |
False |
799,674 |
20 |
4,059.0 |
3,844.0 |
215.0 |
5.3% |
60.2 |
1.5% |
86% |
False |
False |
836,915 |
40 |
4,059.0 |
3,835.0 |
224.0 |
5.6% |
47.9 |
1.2% |
86% |
False |
False |
752,320 |
60 |
4,059.0 |
3,587.0 |
472.0 |
11.7% |
47.5 |
1.2% |
93% |
False |
False |
690,244 |
80 |
4,059.0 |
3,360.0 |
699.0 |
17.4% |
47.9 |
1.2% |
96% |
False |
False |
520,618 |
100 |
4,059.0 |
3,360.0 |
699.0 |
17.4% |
46.5 |
1.2% |
96% |
False |
False |
417,032 |
120 |
4,059.0 |
3,335.0 |
724.0 |
18.0% |
43.1 |
1.1% |
96% |
False |
False |
347,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,201.8 |
2.618 |
4,144.6 |
1.618 |
4,109.6 |
1.000 |
4,088.0 |
0.618 |
4,074.6 |
HIGH |
4,053.0 |
0.618 |
4,039.6 |
0.500 |
4,035.5 |
0.382 |
4,031.4 |
LOW |
4,018.0 |
0.618 |
3,996.4 |
1.000 |
3,983.0 |
1.618 |
3,961.4 |
2.618 |
3,926.4 |
4.250 |
3,869.3 |
|
|
Fisher Pivots for day following 26-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,035.5 |
4,038.5 |
PP |
4,033.0 |
4,035.0 |
S1 |
4,030.5 |
4,031.5 |
|