Trading Metrics calculated at close of trading on 18-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,169.00 |
4,159.00 |
-10.00 |
-0.2% |
4,226.75 |
High |
4,178.75 |
4,179.50 |
0.75 |
0.0% |
4,238.25 |
Low |
4,136.50 |
4,111.50 |
-25.00 |
-0.6% |
4,029.25 |
Close |
4,157.75 |
4,123.00 |
-34.75 |
-0.8% |
4,169.00 |
Range |
42.25 |
68.00 |
25.75 |
60.9% |
209.00 |
ATR |
54.55 |
55.51 |
0.96 |
1.8% |
0.00 |
Volume |
1,480,730 |
1,285,520 |
-195,210 |
-13.2% |
10,707,274 |
|
Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,342.00 |
4,300.50 |
4,160.50 |
|
R3 |
4,274.00 |
4,232.50 |
4,141.75 |
|
R2 |
4,206.00 |
4,206.00 |
4,135.50 |
|
R1 |
4,164.50 |
4,164.50 |
4,129.25 |
4,151.25 |
PP |
4,138.00 |
4,138.00 |
4,138.00 |
4,131.50 |
S1 |
4,096.50 |
4,096.50 |
4,116.75 |
4,083.25 |
S2 |
4,070.00 |
4,070.00 |
4,110.50 |
|
S3 |
4,002.00 |
4,028.50 |
4,104.25 |
|
S4 |
3,934.00 |
3,960.50 |
4,085.50 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,772.50 |
4,679.75 |
4,284.00 |
|
R3 |
4,563.50 |
4,470.75 |
4,226.50 |
|
R2 |
4,354.50 |
4,354.50 |
4,207.25 |
|
R1 |
4,261.75 |
4,261.75 |
4,188.25 |
4,203.50 |
PP |
4,145.50 |
4,145.50 |
4,145.50 |
4,116.50 |
S1 |
4,052.75 |
4,052.75 |
4,149.75 |
3,994.50 |
S2 |
3,936.50 |
3,936.50 |
4,130.75 |
|
S3 |
3,727.50 |
3,843.75 |
4,111.50 |
|
S4 |
3,518.50 |
3,634.75 |
4,054.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,179.50 |
4,029.25 |
150.25 |
3.6% |
76.00 |
1.8% |
62% |
True |
False |
1,858,091 |
10 |
4,238.25 |
4,029.25 |
209.00 |
5.1% |
65.25 |
1.6% |
45% |
False |
False |
1,829,597 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.1% |
52.75 |
1.3% |
45% |
False |
False |
1,672,793 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.6% |
47.00 |
1.1% |
71% |
False |
False |
1,585,686 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.8% |
55.75 |
1.4% |
78% |
False |
False |
1,289,622 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.3% |
56.25 |
1.4% |
80% |
False |
False |
968,236 |
100 |
4,238.25 |
3,641.25 |
597.00 |
14.5% |
54.75 |
1.3% |
81% |
False |
False |
774,946 |
120 |
4,238.25 |
3,572.00 |
666.25 |
16.2% |
52.75 |
1.3% |
83% |
False |
False |
645,858 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,468.50 |
2.618 |
4,357.50 |
1.618 |
4,289.50 |
1.000 |
4,247.50 |
0.618 |
4,221.50 |
HIGH |
4,179.50 |
0.618 |
4,153.50 |
0.500 |
4,145.50 |
0.382 |
4,137.50 |
LOW |
4,111.50 |
0.618 |
4,069.50 |
1.000 |
4,043.50 |
1.618 |
4,001.50 |
2.618 |
3,933.50 |
4.250 |
3,822.50 |
|
|
Fisher Pivots for day following 18-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,145.50 |
4,142.50 |
PP |
4,138.00 |
4,136.00 |
S1 |
4,130.50 |
4,129.50 |
|