Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,299.0 |
15,134.0 |
-165.0 |
-1.1% |
15,439.0 |
High |
15,328.0 |
15,393.0 |
65.0 |
0.4% |
15,472.0 |
Low |
14,954.0 |
15,095.0 |
141.0 |
0.9% |
14,806.0 |
Close |
15,123.0 |
15,337.0 |
214.0 |
1.4% |
15,407.0 |
Range |
374.0 |
298.0 |
-76.0 |
-20.3% |
666.0 |
ATR |
242.5 |
246.5 |
4.0 |
1.6% |
0.0 |
Volume |
90,728 |
56,397 |
-34,331 |
-37.8% |
362,992 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,169.0 |
16,051.0 |
15,500.9 |
|
R3 |
15,871.0 |
15,753.0 |
15,419.0 |
|
R2 |
15,573.0 |
15,573.0 |
15,391.6 |
|
R1 |
15,455.0 |
15,455.0 |
15,364.3 |
15,514.0 |
PP |
15,275.0 |
15,275.0 |
15,275.0 |
15,304.5 |
S1 |
15,157.0 |
15,157.0 |
15,309.7 |
15,216.0 |
S2 |
14,977.0 |
14,977.0 |
15,282.4 |
|
S3 |
14,679.0 |
14,859.0 |
15,255.1 |
|
S4 |
14,381.0 |
14,561.0 |
15,173.1 |
|
|
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 |
14,954.0 |
584.0 |
3.8% |
255.6 |
1.7% |
66% |
False |
False |
61,083 |
10 |
15,538.0 |
14,806.0 |
732.0 |
4.8% |
262.6 |
1.7% |
73% |
False |
False |
67,435 |
20 |
15,538.0 |
14,806.0 |
732.0 |
4.8% |
230.1 |
1.5% |
73% |
False |
False |
62,572 |
40 |
15,538.0 |
14,430.0 |
1,108.0 |
7.2% |
193.0 |
1.3% |
82% |
False |
False |
57,040 |
60 |
15,538.0 |
13,682.0 |
1,856.0 |
12.1% |
187.4 |
1.2% |
89% |
False |
False |
43,567 |
80 |
15,538.0 |
13,333.0 |
2,205.0 |
14.4% |
176.5 |
1.2% |
91% |
False |
False |
32,693 |
100 |
15,538.0 |
13,333.0 |
2,205.0 |
14.4% |
166.4 |
1.1% |
91% |
False |
False |
26,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,659.5 |
2.618 |
16,173.2 |
1.618 |
15,875.2 |
1.000 |
15,691.0 |
0.618 |
15,577.2 |
HIGH |
15,393.0 |
0.618 |
15,279.2 |
0.500 |
15,244.0 |
0.382 |
15,208.8 |
LOW |
15,095.0 |
0.618 |
14,910.8 |
1.000 |
14,797.0 |
1.618 |
14,612.8 |
2.618 |
14,314.8 |
4.250 |
13,828.5 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,306.0 |
15,306.7 |
PP |
15,275.0 |
15,276.3 |
S1 |
15,244.0 |
15,246.0 |
|