Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,046.0 |
4,030.0 |
-16.0 |
-0.4% |
4,020.0 |
High |
4,053.0 |
4,054.0 |
1.0 |
0.0% |
4,034.0 |
Low |
4,018.0 |
4,016.0 |
-2.0 |
0.0% |
3,882.0 |
Close |
4,028.0 |
4,038.0 |
10.0 |
0.2% |
4,017.0 |
Range |
35.0 |
38.0 |
3.0 |
8.6% |
152.0 |
ATR |
57.1 |
55.7 |
-1.4 |
-2.4% |
0.0 |
Volume |
650,116 |
754,802 |
104,686 |
16.1% |
4,431,394 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,150.0 |
4,132.0 |
4,058.9 |
|
R3 |
4,112.0 |
4,094.0 |
4,048.5 |
|
R2 |
4,074.0 |
4,074.0 |
4,045.0 |
|
R1 |
4,056.0 |
4,056.0 |
4,041.5 |
4,065.0 |
PP |
4,036.0 |
4,036.0 |
4,036.0 |
4,040.5 |
S1 |
4,018.0 |
4,018.0 |
4,034.5 |
4,027.0 |
S2 |
3,998.0 |
3,998.0 |
4,031.0 |
|
S3 |
3,960.0 |
3,980.0 |
4,027.6 |
|
S4 |
3,922.0 |
3,942.0 |
4,017.1 |
|
|
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 |
3,991.0 |
68.0 |
1.7% |
34.0 |
0.8% |
69% |
False |
False |
664,406 |
10 |
4,059.0 |
3,882.0 |
177.0 |
4.4% |
52.4 |
1.3% |
88% |
False |
False |
771,196 |
20 |
4,059.0 |
3,844.0 |
215.0 |
5.3% |
59.6 |
1.5% |
90% |
False |
False |
834,666 |
40 |
4,059.0 |
3,844.0 |
215.0 |
5.3% |
47.9 |
1.2% |
90% |
False |
False |
753,529 |
60 |
4,059.0 |
3,587.0 |
472.0 |
11.7% |
47.4 |
1.2% |
96% |
False |
False |
702,537 |
80 |
4,059.0 |
3,360.0 |
699.0 |
17.3% |
47.9 |
1.2% |
97% |
False |
False |
530,017 |
100 |
4,059.0 |
3,360.0 |
699.0 |
17.3% |
46.5 |
1.2% |
97% |
False |
False |
424,580 |
120 |
4,059.0 |
3,335.0 |
724.0 |
17.9% |
43.4 |
1.1% |
97% |
False |
False |
354,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,215.5 |
2.618 |
4,153.5 |
1.618 |
4,115.5 |
1.000 |
4,092.0 |
0.618 |
4,077.5 |
HIGH |
4,054.0 |
0.618 |
4,039.5 |
0.500 |
4,035.0 |
0.382 |
4,030.5 |
LOW |
4,016.0 |
0.618 |
3,992.5 |
1.000 |
3,978.0 |
1.618 |
3,954.5 |
2.618 |
3,916.5 |
4.250 |
3,854.5 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,037.0 |
4,037.8 |
PP |
4,036.0 |
4,037.7 |
S1 |
4,035.0 |
4,037.5 |
|