Trading Metrics calculated at close of trading on 24-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,400.0 |
15,460.0 |
60.0 |
0.4% |
15,432.0 |
High |
15,462.0 |
15,585.0 |
123.0 |
0.8% |
15,538.0 |
Low |
15,347.0 |
15,427.0 |
80.0 |
0.5% |
14,954.0 |
Close |
15,431.0 |
15,560.0 |
129.0 |
0.8% |
15,431.0 |
Range |
115.0 |
158.0 |
43.0 |
37.4% |
584.0 |
ATR |
237.8 |
232.1 |
-5.7 |
-2.4% |
0.0 |
Volume |
49,725 |
23,344 |
-26,381 |
-53.1% |
297,631 |
|
Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,998.0 |
15,937.0 |
15,646.9 |
|
R3 |
15,840.0 |
15,779.0 |
15,603.5 |
|
R2 |
15,682.0 |
15,682.0 |
15,589.0 |
|
R1 |
15,621.0 |
15,621.0 |
15,574.5 |
15,651.5 |
PP |
15,524.0 |
15,524.0 |
15,524.0 |
15,539.3 |
S1 |
15,463.0 |
15,463.0 |
15,545.5 |
15,493.5 |
S2 |
15,366.0 |
15,366.0 |
15,531.0 |
|
S3 |
15,208.0 |
15,305.0 |
15,516.6 |
|
S4 |
15,050.0 |
15,147.0 |
15,473.1 |
|
|
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 |
15,585.0 |
14,954.0 |
631.0 |
4.1% |
232.8 |
1.5% |
96% |
True |
False |
54,281 |
10 |
15,585.0 |
14,806.0 |
779.0 |
5.0% |
255.1 |
1.6% |
97% |
True |
False |
63,672 |
20 |
15,585.0 |
14,806.0 |
779.0 |
5.0% |
230.9 |
1.5% |
97% |
True |
False |
61,979 |
40 |
15,585.0 |
14,687.0 |
898.0 |
5.8% |
190.3 |
1.2% |
97% |
True |
False |
55,455 |
60 |
15,585.0 |
13,682.0 |
1,903.0 |
12.2% |
185.5 |
1.2% |
99% |
True |
False |
44,778 |
80 |
15,585.0 |
13,366.0 |
2,219.0 |
14.3% |
170.9 |
1.1% |
99% |
True |
False |
33,599 |
100 |
15,585.0 |
13,333.0 |
2,252.0 |
14.5% |
166.8 |
1.1% |
99% |
True |
False |
26,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,256.5 |
2.618 |
15,998.6 |
1.618 |
15,840.6 |
1.000 |
15,743.0 |
0.618 |
15,682.6 |
HIGH |
15,585.0 |
0.618 |
15,524.6 |
0.500 |
15,506.0 |
0.382 |
15,487.4 |
LOW |
15,427.0 |
0.618 |
15,329.4 |
1.000 |
15,269.0 |
1.618 |
15,171.4 |
2.618 |
15,013.4 |
4.250 |
14,755.5 |
|
|
Fisher Pivots for day following 24-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,542.0 |
15,486.7 |
PP |
15,524.0 |
15,413.3 |
S1 |
15,506.0 |
15,340.0 |
|