Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,501.0 |
15,449.0 |
-52.0 |
-0.3% |
15,432.0 |
High |
15,540.0 |
15,487.0 |
-53.0 |
-0.3% |
15,538.0 |
Low |
15,399.0 |
15,345.0 |
-54.0 |
-0.4% |
14,954.0 |
Close |
15,446.0 |
15,420.0 |
-26.0 |
-0.2% |
15,431.0 |
Range |
141.0 |
142.0 |
1.0 |
0.7% |
584.0 |
ATR |
220.1 |
214.5 |
-5.6 |
-2.5% |
0.0 |
Volume |
39,618 |
47,726 |
8,108 |
20.5% |
297,631 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,843.3 |
15,773.7 |
15,498.1 |
|
R3 |
15,701.3 |
15,631.7 |
15,459.1 |
|
R2 |
15,559.3 |
15,559.3 |
15,446.0 |
|
R1 |
15,489.7 |
15,489.7 |
15,433.0 |
15,453.5 |
PP |
15,417.3 |
15,417.3 |
15,417.3 |
15,399.3 |
S1 |
15,347.7 |
15,347.7 |
15,407.0 |
15,311.5 |
S2 |
15,275.3 |
15,275.3 |
15,394.0 |
|
S3 |
15,133.3 |
15,205.7 |
15,381.0 |
|
S4 |
14,991.3 |
15,063.7 |
15,341.9 |
|
|
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 |
15,345.0 |
255.0 |
1.7% |
141.0 |
0.9% |
29% |
False |
True |
41,584 |
10 |
15,600.0 |
14,954.0 |
646.0 |
4.2% |
198.3 |
1.3% |
72% |
False |
False |
51,333 |
20 |
15,600.0 |
14,806.0 |
794.0 |
5.1% |
227.4 |
1.5% |
77% |
False |
False |
61,387 |
40 |
15,600.0 |
14,806.0 |
794.0 |
5.1% |
187.7 |
1.2% |
77% |
False |
False |
54,884 |
60 |
15,600.0 |
13,890.0 |
1,710.0 |
11.1% |
185.0 |
1.2% |
89% |
False |
False |
47,021 |
80 |
15,600.0 |
13,682.0 |
1,918.0 |
12.4% |
169.9 |
1.1% |
91% |
False |
False |
35,284 |
100 |
15,600.0 |
13,333.0 |
2,267.0 |
14.7% |
167.1 |
1.1% |
92% |
False |
False |
28,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,090.5 |
2.618 |
15,858.8 |
1.618 |
15,716.8 |
1.000 |
15,629.0 |
0.618 |
15,574.8 |
HIGH |
15,487.0 |
0.618 |
15,432.8 |
0.500 |
15,416.0 |
0.382 |
15,399.2 |
LOW |
15,345.0 |
0.618 |
15,257.2 |
1.000 |
15,203.0 |
1.618 |
15,115.2 |
2.618 |
14,973.2 |
4.250 |
14,741.5 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,418.7 |
15,472.5 |
PP |
15,417.3 |
15,455.0 |
S1 |
15,416.0 |
15,437.5 |
|