Trading Metrics calculated at close of trading on 28-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
Open |
15,449.0 |
15,482.0 |
33.0 |
0.2% |
15,460.0 |
High |
15,487.0 |
15,545.0 |
58.0 |
0.4% |
15,600.0 |
Low |
15,345.0 |
15,427.0 |
82.0 |
0.5% |
15,345.0 |
Close |
15,420.0 |
15,512.0 |
92.0 |
0.6% |
15,512.0 |
Range |
142.0 |
118.0 |
-24.0 |
-16.9% |
255.0 |
ATR |
214.5 |
208.1 |
-6.4 |
-3.0% |
0.0 |
Volume |
47,726 |
42,151 |
-5,575 |
-11.7% |
200,348 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,848.7 |
15,798.3 |
15,576.9 |
|
R3 |
15,730.7 |
15,680.3 |
15,544.5 |
|
R2 |
15,612.7 |
15,612.7 |
15,533.6 |
|
R1 |
15,562.3 |
15,562.3 |
15,522.8 |
15,587.5 |
PP |
15,494.7 |
15,494.7 |
15,494.7 |
15,507.3 |
S1 |
15,444.3 |
15,444.3 |
15,501.2 |
15,469.5 |
S2 |
15,376.7 |
15,376.7 |
15,490.4 |
|
S3 |
15,258.7 |
15,326.3 |
15,479.6 |
|
S4 |
15,140.7 |
15,208.3 |
15,447.1 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,250.7 |
16,136.3 |
15,652.3 |
|
R3 |
15,995.7 |
15,881.3 |
15,582.1 |
|
R2 |
15,740.7 |
15,740.7 |
15,558.8 |
|
R1 |
15,626.3 |
15,626.3 |
15,535.4 |
15,683.5 |
PP |
15,485.7 |
15,485.7 |
15,485.7 |
15,514.3 |
S1 |
15,371.3 |
15,371.3 |
15,488.6 |
15,428.5 |
S2 |
15,230.7 |
15,230.7 |
15,465.3 |
|
S3 |
14,975.7 |
15,116.3 |
15,441.9 |
|
S4 |
14,720.7 |
14,861.3 |
15,371.8 |
|
|
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 |
1.6% |
141.6 |
0.9% |
65% |
False |
False |
40,069 |
10 |
15,600.0 |
14,954.0 |
646.0 |
4.2% |
184.7 |
1.2% |
86% |
False |
False |
49,797 |
20 |
15,600.0 |
14,806.0 |
794.0 |
5.1% |
225.8 |
1.5% |
89% |
False |
False |
60,420 |
40 |
15,600.0 |
14,806.0 |
794.0 |
5.1% |
188.4 |
1.2% |
89% |
False |
False |
54,565 |
60 |
15,600.0 |
13,890.0 |
1,710.0 |
11.0% |
183.3 |
1.2% |
95% |
False |
False |
47,720 |
80 |
15,600.0 |
13,682.0 |
1,918.0 |
12.4% |
170.7 |
1.1% |
95% |
False |
False |
35,809 |
100 |
15,600.0 |
13,333.0 |
2,267.0 |
14.6% |
166.6 |
1.1% |
96% |
False |
False |
28,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,046.5 |
2.618 |
15,853.9 |
1.618 |
15,735.9 |
1.000 |
15,663.0 |
0.618 |
15,617.9 |
HIGH |
15,545.0 |
0.618 |
15,499.9 |
0.500 |
15,486.0 |
0.382 |
15,472.1 |
LOW |
15,427.0 |
0.618 |
15,354.1 |
1.000 |
15,309.0 |
1.618 |
15,236.1 |
2.618 |
15,118.1 |
4.250 |
14,925.5 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
15,503.3 |
15,489.7 |
PP |
15,494.7 |
15,467.3 |
S1 |
15,486.0 |
15,445.0 |
|