Trading Metrics calculated at close of trading on 26-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,554.0 |
15,501.0 |
-53.0 |
-0.3% |
15,432.0 |
High |
15,600.0 |
15,540.0 |
-60.0 |
-0.4% |
15,538.0 |
Low |
15,451.0 |
15,399.0 |
-52.0 |
-0.3% |
14,954.0 |
Close |
15,467.0 |
15,446.0 |
-21.0 |
-0.1% |
15,431.0 |
Range |
149.0 |
141.0 |
-8.0 |
-5.4% |
584.0 |
ATR |
226.2 |
220.1 |
-6.1 |
-2.7% |
0.0 |
Volume |
47,509 |
39,618 |
-7,891 |
-16.6% |
297,631 |
|
Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,884.7 |
15,806.3 |
15,523.6 |
|
R3 |
15,743.7 |
15,665.3 |
15,484.8 |
|
R2 |
15,602.7 |
15,602.7 |
15,471.9 |
|
R1 |
15,524.3 |
15,524.3 |
15,458.9 |
15,493.0 |
PP |
15,461.7 |
15,461.7 |
15,461.7 |
15,446.0 |
S1 |
15,383.3 |
15,383.3 |
15,433.1 |
15,352.0 |
S2 |
15,320.7 |
15,320.7 |
15,420.2 |
|
S3 |
15,179.7 |
15,242.3 |
15,407.2 |
|
S4 |
15,038.7 |
15,101.3 |
15,368.5 |
|
|
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 |
15,600.0 |
15,095.0 |
505.0 |
3.3% |
172.2 |
1.1% |
70% |
False |
False |
43,318 |
10 |
15,600.0 |
14,806.0 |
794.0 |
5.1% |
229.8 |
1.5% |
81% |
False |
False |
55,460 |
20 |
15,600.0 |
14,806.0 |
794.0 |
5.1% |
233.0 |
1.5% |
81% |
False |
False |
62,095 |
40 |
15,600.0 |
14,806.0 |
794.0 |
5.1% |
188.6 |
1.2% |
81% |
False |
False |
55,007 |
60 |
15,600.0 |
13,890.0 |
1,710.0 |
11.1% |
184.9 |
1.2% |
91% |
False |
False |
46,228 |
80 |
15,600.0 |
13,682.0 |
1,918.0 |
12.4% |
169.1 |
1.1% |
92% |
False |
False |
34,688 |
100 |
15,600.0 |
13,333.0 |
2,267.0 |
14.7% |
167.1 |
1.1% |
93% |
False |
False |
27,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,139.3 |
2.618 |
15,909.1 |
1.618 |
15,768.1 |
1.000 |
15,681.0 |
0.618 |
15,627.1 |
HIGH |
15,540.0 |
0.618 |
15,486.1 |
0.500 |
15,469.5 |
0.382 |
15,452.9 |
LOW |
15,399.0 |
0.618 |
15,311.9 |
1.000 |
15,258.0 |
1.618 |
15,170.9 |
2.618 |
15,029.9 |
4.250 |
14,799.8 |
|
|
Fisher Pivots for day following 26-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,469.5 |
15,499.5 |
PP |
15,461.7 |
15,481.7 |
S1 |
15,453.8 |
15,463.8 |
|