Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,114.00 |
4,107.75 |
-6.25 |
-0.2% |
4,226.75 |
High |
4,123.00 |
4,169.25 |
46.25 |
1.1% |
4,238.25 |
Low |
4,055.50 |
4,084.50 |
29.00 |
0.7% |
4,029.25 |
Close |
4,111.50 |
4,154.25 |
42.75 |
1.0% |
4,169.00 |
Range |
67.50 |
84.75 |
17.25 |
25.6% |
209.00 |
ATR |
56.37 |
58.39 |
2.03 |
3.6% |
0.00 |
Volume |
2,313,119 |
1,486,599 |
-826,520 |
-35.7% |
10,707,274 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,390.25 |
4,357.00 |
4,200.75 |
|
R3 |
4,305.50 |
4,272.25 |
4,177.50 |
|
R2 |
4,220.75 |
4,220.75 |
4,169.75 |
|
R1 |
4,187.50 |
4,187.50 |
4,162.00 |
4,204.00 |
PP |
4,136.00 |
4,136.00 |
4,136.00 |
4,144.25 |
S1 |
4,102.75 |
4,102.75 |
4,146.50 |
4,119.50 |
S2 |
4,051.25 |
4,051.25 |
4,138.75 |
|
S3 |
3,966.50 |
4,018.00 |
4,131.00 |
|
S4 |
3,881.75 |
3,933.25 |
4,107.75 |
|
|
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 |
4,055.50 |
124.00 |
3.0% |
67.00 |
1.6% |
80% |
False |
False |
1,615,827 |
10 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
72.00 |
1.7% |
60% |
False |
False |
1,892,583 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
54.75 |
1.3% |
60% |
False |
False |
1,690,258 |
40 |
4,238.25 |
3,843.25 |
395.00 |
9.5% |
48.25 |
1.2% |
79% |
False |
False |
1,582,143 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.7% |
55.50 |
1.3% |
84% |
False |
False |
1,352,473 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.2% |
57.00 |
1.4% |
86% |
False |
False |
1,015,675 |
100 |
4,238.25 |
3,642.75 |
595.50 |
14.3% |
55.50 |
1.3% |
86% |
False |
False |
812,933 |
120 |
4,238.25 |
3,573.75 |
664.50 |
16.0% |
53.25 |
1.3% |
87% |
False |
False |
677,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,529.50 |
2.618 |
4,391.25 |
1.618 |
4,306.50 |
1.000 |
4,254.00 |
0.618 |
4,221.75 |
HIGH |
4,169.25 |
0.618 |
4,137.00 |
0.500 |
4,127.00 |
0.382 |
4,116.75 |
LOW |
4,084.50 |
0.618 |
4,032.00 |
1.000 |
3,999.75 |
1.618 |
3,947.25 |
2.618 |
3,862.50 |
4.250 |
3,724.25 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,145.00 |
4,142.00 |
PP |
4,136.00 |
4,129.75 |
S1 |
4,127.00 |
4,117.50 |
|