Trading Metrics calculated at close of trading on 21-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,134.0 |
15,400.0 |
266.0 |
1.8% |
15,432.0 |
High |
15,393.0 |
15,462.0 |
69.0 |
0.4% |
15,538.0 |
Low |
15,095.0 |
15,347.0 |
252.0 |
1.7% |
14,954.0 |
Close |
15,337.0 |
15,431.0 |
94.0 |
0.6% |
15,431.0 |
Range |
298.0 |
115.0 |
-183.0 |
-61.4% |
584.0 |
ATR |
246.5 |
237.8 |
-8.7 |
-3.5% |
0.0 |
Volume |
56,397 |
49,725 |
-6,672 |
-11.8% |
297,631 |
|
Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,758.3 |
15,709.7 |
15,494.3 |
|
R3 |
15,643.3 |
15,594.7 |
15,462.6 |
|
R2 |
15,528.3 |
15,528.3 |
15,452.1 |
|
R1 |
15,479.7 |
15,479.7 |
15,441.5 |
15,504.0 |
PP |
15,413.3 |
15,413.3 |
15,413.3 |
15,425.5 |
S1 |
15,364.7 |
15,364.7 |
15,420.5 |
15,389.0 |
S2 |
15,298.3 |
15,298.3 |
15,409.9 |
|
S3 |
15,183.3 |
15,249.7 |
15,399.4 |
|
S4 |
15,068.3 |
15,134.7 |
15,367.8 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,059.7 |
16,829.3 |
15,752.2 |
|
R3 |
16,475.7 |
16,245.3 |
15,591.6 |
|
R2 |
15,891.7 |
15,891.7 |
15,538.1 |
|
R1 |
15,661.3 |
15,661.3 |
15,484.5 |
15,484.5 |
PP |
15,307.7 |
15,307.7 |
15,307.7 |
15,219.3 |
S1 |
15,077.3 |
15,077.3 |
15,377.5 |
14,900.5 |
S2 |
14,723.7 |
14,723.7 |
15,323.9 |
|
S3 |
14,139.7 |
14,493.3 |
15,270.4 |
|
S4 |
13,555.7 |
13,909.3 |
15,109.8 |
|
|
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% |
227.8 |
1.5% |
82% |
False |
False |
59,526 |
10 |
15,538.0 |
14,806.0 |
732.0 |
4.7% |
255.7 |
1.7% |
85% |
False |
False |
66,062 |
20 |
15,538.0 |
14,806.0 |
732.0 |
4.7% |
227.7 |
1.5% |
85% |
False |
False |
62,697 |
40 |
15,538.0 |
14,430.0 |
1,108.0 |
7.2% |
193.3 |
1.3% |
90% |
False |
False |
56,785 |
60 |
15,538.0 |
13,682.0 |
1,856.0 |
12.0% |
187.8 |
1.2% |
94% |
False |
False |
44,390 |
80 |
15,538.0 |
13,333.0 |
2,205.0 |
14.3% |
173.4 |
1.1% |
95% |
False |
False |
33,308 |
100 |
15,538.0 |
13,333.0 |
2,205.0 |
14.3% |
166.3 |
1.1% |
95% |
False |
False |
26,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,950.8 |
2.618 |
15,763.1 |
1.618 |
15,648.1 |
1.000 |
15,577.0 |
0.618 |
15,533.1 |
HIGH |
15,462.0 |
0.618 |
15,418.1 |
0.500 |
15,404.5 |
0.382 |
15,390.9 |
LOW |
15,347.0 |
0.618 |
15,275.9 |
1.000 |
15,232.0 |
1.618 |
15,160.9 |
2.618 |
15,045.9 |
4.250 |
14,858.3 |
|
|
Fisher Pivots for day following 21-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,422.2 |
15,356.7 |
PP |
15,413.3 |
15,282.3 |
S1 |
15,404.5 |
15,208.0 |
|