Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,439.0 |
15,299.0 |
-140.0 |
-0.9% |
15,439.0 |
High |
15,538.0 |
15,328.0 |
-210.0 |
-1.4% |
15,472.0 |
Low |
15,319.0 |
14,954.0 |
-365.0 |
-2.4% |
14,806.0 |
Close |
15,405.0 |
15,123.0 |
-282.0 |
-1.8% |
15,407.0 |
Range |
219.0 |
374.0 |
155.0 |
70.8% |
666.0 |
ATR |
226.5 |
242.5 |
16.0 |
7.1% |
0.0 |
Volume |
51,211 |
90,728 |
39,517 |
77.2% |
362,992 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,257.0 |
16,064.0 |
15,328.7 |
|
R3 |
15,883.0 |
15,690.0 |
15,225.9 |
|
R2 |
15,509.0 |
15,509.0 |
15,191.6 |
|
R1 |
15,316.0 |
15,316.0 |
15,157.3 |
15,225.5 |
PP |
15,135.0 |
15,135.0 |
15,135.0 |
15,089.8 |
S1 |
14,942.0 |
14,942.0 |
15,088.7 |
14,851.5 |
S2 |
14,761.0 |
14,761.0 |
15,054.4 |
|
S3 |
14,387.0 |
14,568.0 |
15,020.2 |
|
S4 |
14,013.0 |
14,194.0 |
14,917.3 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,226.3 |
16,982.7 |
15,773.3 |
|
R3 |
16,560.3 |
16,316.7 |
15,590.2 |
|
R2 |
15,894.3 |
15,894.3 |
15,529.1 |
|
R1 |
15,650.7 |
15,650.7 |
15,468.1 |
15,439.5 |
PP |
15,228.3 |
15,228.3 |
15,228.3 |
15,122.8 |
S1 |
14,984.7 |
14,984.7 |
15,346.0 |
14,773.5 |
S2 |
14,562.3 |
14,562.3 |
15,284.9 |
|
S3 |
13,896.3 |
14,318.7 |
15,223.9 |
|
S4 |
13,230.3 |
13,652.7 |
15,040.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,538.0 |
14,806.0 |
732.0 |
4.8% |
287.4 |
1.9% |
43% |
False |
False |
67,602 |
10 |
15,538.0 |
14,806.0 |
732.0 |
4.8% |
251.9 |
1.7% |
43% |
False |
False |
68,933 |
20 |
15,538.0 |
14,806.0 |
732.0 |
4.8% |
221.5 |
1.5% |
43% |
False |
False |
62,165 |
40 |
15,538.0 |
14,430.0 |
1,108.0 |
7.3% |
190.4 |
1.3% |
63% |
False |
False |
57,079 |
60 |
15,538.0 |
13,682.0 |
1,856.0 |
12.3% |
187.5 |
1.2% |
78% |
False |
False |
42,628 |
80 |
15,538.0 |
13,333.0 |
2,205.0 |
14.6% |
177.0 |
1.2% |
81% |
False |
False |
31,996 |
100 |
15,538.0 |
13,333.0 |
2,205.0 |
14.6% |
165.0 |
1.1% |
81% |
False |
False |
25,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,917.5 |
2.618 |
16,307.1 |
1.618 |
15,933.1 |
1.000 |
15,702.0 |
0.618 |
15,559.1 |
HIGH |
15,328.0 |
0.618 |
15,185.1 |
0.500 |
15,141.0 |
0.382 |
15,096.9 |
LOW |
14,954.0 |
0.618 |
14,722.9 |
1.000 |
14,580.0 |
1.618 |
14,348.9 |
2.618 |
13,974.9 |
4.250 |
13,364.5 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,141.0 |
15,246.0 |
PP |
15,135.0 |
15,205.0 |
S1 |
15,129.0 |
15,164.0 |
|