Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,159.00 |
4,114.00 |
-45.00 |
-1.1% |
4,226.75 |
High |
4,179.50 |
4,123.00 |
-56.50 |
-1.4% |
4,238.25 |
Low |
4,111.50 |
4,055.50 |
-56.00 |
-1.4% |
4,029.25 |
Close |
4,123.00 |
4,111.50 |
-11.50 |
-0.3% |
4,169.00 |
Range |
68.00 |
67.50 |
-0.50 |
-0.7% |
209.00 |
ATR |
55.51 |
56.37 |
0.86 |
1.5% |
0.00 |
Volume |
1,285,520 |
2,313,119 |
1,027,599 |
79.9% |
10,707,274 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,299.25 |
4,272.75 |
4,148.50 |
|
R3 |
4,231.75 |
4,205.25 |
4,130.00 |
|
R2 |
4,164.25 |
4,164.25 |
4,124.00 |
|
R1 |
4,137.75 |
4,137.75 |
4,117.75 |
4,117.25 |
PP |
4,096.75 |
4,096.75 |
4,096.75 |
4,086.50 |
S1 |
4,070.25 |
4,070.25 |
4,105.25 |
4,049.75 |
S2 |
4,029.25 |
4,029.25 |
4,099.00 |
|
S3 |
3,961.75 |
4,002.75 |
4,093.00 |
|
S4 |
3,894.25 |
3,935.25 |
4,074.50 |
|
|
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 |
3.7% |
69.75 |
1.7% |
55% |
False |
False |
1,794,724 |
10 |
4,238.25 |
4,029.25 |
209.00 |
5.1% |
69.25 |
1.7% |
39% |
False |
False |
1,919,085 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.1% |
53.50 |
1.3% |
39% |
False |
False |
1,713,175 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.6% |
47.50 |
1.2% |
68% |
False |
False |
1,596,565 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.8% |
55.25 |
1.3% |
76% |
False |
False |
1,327,879 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.4% |
56.25 |
1.4% |
79% |
False |
False |
997,102 |
100 |
4,238.25 |
3,642.75 |
595.50 |
14.5% |
55.00 |
1.3% |
79% |
False |
False |
798,069 |
120 |
4,238.25 |
3,573.75 |
664.50 |
16.2% |
52.75 |
1.3% |
81% |
False |
False |
665,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,410.00 |
2.618 |
4,299.75 |
1.618 |
4,232.25 |
1.000 |
4,190.50 |
0.618 |
4,164.75 |
HIGH |
4,123.00 |
0.618 |
4,097.25 |
0.500 |
4,089.25 |
0.382 |
4,081.25 |
LOW |
4,055.50 |
0.618 |
4,013.75 |
1.000 |
3,988.00 |
1.618 |
3,946.25 |
2.618 |
3,878.75 |
4.250 |
3,768.50 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,104.00 |
4,117.50 |
PP |
4,096.75 |
4,115.50 |
S1 |
4,089.25 |
4,113.50 |
|