Trading Metrics calculated at close of trading on 28-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,030.0 |
4,052.0 |
22.0 |
0.5% |
4,023.0 |
High |
4,054.0 |
4,074.0 |
20.0 |
0.5% |
4,074.0 |
Low |
4,016.0 |
4,045.0 |
29.0 |
0.7% |
4,016.0 |
Close |
4,038.0 |
4,066.0 |
28.0 |
0.7% |
4,066.0 |
Range |
38.0 |
29.0 |
-9.0 |
-23.7% |
58.0 |
ATR |
55.7 |
54.3 |
-1.4 |
-2.5% |
0.0 |
Volume |
754,802 |
710,983 |
-43,819 |
-5.8% |
3,173,986 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,148.7 |
4,136.3 |
4,082.0 |
|
R3 |
4,119.7 |
4,107.3 |
4,074.0 |
|
R2 |
4,090.7 |
4,090.7 |
4,071.3 |
|
R1 |
4,078.3 |
4,078.3 |
4,068.7 |
4,084.5 |
PP |
4,061.7 |
4,061.7 |
4,061.7 |
4,064.8 |
S1 |
4,049.3 |
4,049.3 |
4,063.3 |
4,055.5 |
S2 |
4,032.7 |
4,032.7 |
4,060.7 |
|
S3 |
4,003.7 |
4,020.3 |
4,058.0 |
|
S4 |
3,974.7 |
3,991.3 |
4,050.1 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,226.0 |
4,204.0 |
4,097.9 |
|
R3 |
4,168.0 |
4,146.0 |
4,082.0 |
|
R2 |
4,110.0 |
4,110.0 |
4,076.6 |
|
R1 |
4,088.0 |
4,088.0 |
4,071.3 |
4,099.0 |
PP |
4,052.0 |
4,052.0 |
4,052.0 |
4,057.5 |
S1 |
4,030.0 |
4,030.0 |
4,060.7 |
4,041.0 |
S2 |
3,994.0 |
3,994.0 |
4,055.4 |
|
S3 |
3,936.0 |
3,972.0 |
4,050.1 |
|
S4 |
3,878.0 |
3,914.0 |
4,034.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,074.0 |
4,016.0 |
58.0 |
1.4% |
32.6 |
0.8% |
86% |
True |
False |
634,797 |
10 |
4,074.0 |
3,882.0 |
192.0 |
4.7% |
47.3 |
1.2% |
96% |
True |
False |
760,538 |
20 |
4,074.0 |
3,844.0 |
230.0 |
5.7% |
58.7 |
1.4% |
97% |
True |
False |
820,568 |
40 |
4,074.0 |
3,844.0 |
230.0 |
5.7% |
48.0 |
1.2% |
97% |
True |
False |
746,507 |
60 |
4,074.0 |
3,587.0 |
487.0 |
12.0% |
47.0 |
1.2% |
98% |
True |
False |
714,262 |
80 |
4,074.0 |
3,539.0 |
535.0 |
13.2% |
45.7 |
1.1% |
99% |
True |
False |
538,833 |
100 |
4,074.0 |
3,360.0 |
714.0 |
17.6% |
46.3 |
1.1% |
99% |
True |
False |
431,689 |
120 |
4,074.0 |
3,335.0 |
739.0 |
18.2% |
43.7 |
1.1% |
99% |
True |
False |
359,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,197.3 |
2.618 |
4,149.9 |
1.618 |
4,120.9 |
1.000 |
4,103.0 |
0.618 |
4,091.9 |
HIGH |
4,074.0 |
0.618 |
4,062.9 |
0.500 |
4,059.5 |
0.382 |
4,056.1 |
LOW |
4,045.0 |
0.618 |
4,027.1 |
1.000 |
4,016.0 |
1.618 |
3,998.1 |
2.618 |
3,969.1 |
4.250 |
3,921.8 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,063.8 |
4,059.0 |
PP |
4,061.7 |
4,052.0 |
S1 |
4,059.5 |
4,045.0 |
|