Trading Metrics calculated at close of trading on 21-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,107.75 |
4,152.50 |
44.75 |
1.1% |
4,169.00 |
High |
4,169.25 |
4,185.00 |
15.75 |
0.4% |
4,185.00 |
Low |
4,084.50 |
4,147.00 |
62.50 |
1.5% |
4,055.50 |
Close |
4,154.25 |
4,151.75 |
-2.50 |
-0.1% |
4,151.75 |
Range |
84.75 |
38.00 |
-46.75 |
-55.2% |
129.50 |
ATR |
58.39 |
56.94 |
-1.46 |
-2.5% |
0.00 |
Volume |
1,486,599 |
1,466,725 |
-19,874 |
-1.3% |
8,032,693 |
|
Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,275.25 |
4,251.50 |
4,172.75 |
|
R3 |
4,237.25 |
4,213.50 |
4,162.25 |
|
R2 |
4,199.25 |
4,199.25 |
4,158.75 |
|
R1 |
4,175.50 |
4,175.50 |
4,155.25 |
4,168.50 |
PP |
4,161.25 |
4,161.25 |
4,161.25 |
4,157.75 |
S1 |
4,137.50 |
4,137.50 |
4,148.25 |
4,130.50 |
S2 |
4,123.25 |
4,123.25 |
4,144.75 |
|
S3 |
4,085.25 |
4,099.50 |
4,141.25 |
|
S4 |
4,047.25 |
4,061.50 |
4,130.75 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,519.25 |
4,465.00 |
4,223.00 |
|
R3 |
4,389.75 |
4,335.50 |
4,187.25 |
|
R2 |
4,260.25 |
4,260.25 |
4,175.50 |
|
R1 |
4,206.00 |
4,206.00 |
4,163.50 |
4,168.50 |
PP |
4,130.75 |
4,130.75 |
4,130.75 |
4,112.00 |
S1 |
4,076.50 |
4,076.50 |
4,140.00 |
4,039.00 |
S2 |
4,001.25 |
4,001.25 |
4,128.00 |
|
S3 |
3,871.75 |
3,947.00 |
4,116.25 |
|
S4 |
3,742.25 |
3,817.50 |
4,080.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,185.00 |
4,055.50 |
129.50 |
3.1% |
60.00 |
1.4% |
74% |
True |
False |
1,606,538 |
10 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
71.75 |
1.7% |
59% |
False |
False |
1,873,996 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
53.75 |
1.3% |
59% |
False |
False |
1,688,118 |
40 |
4,238.25 |
3,900.75 |
337.50 |
8.1% |
47.50 |
1.1% |
74% |
False |
False |
1,561,824 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.7% |
54.00 |
1.3% |
84% |
False |
False |
1,376,702 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.2% |
55.50 |
1.3% |
85% |
False |
False |
1,033,969 |
100 |
4,238.25 |
3,642.75 |
595.50 |
14.3% |
55.50 |
1.3% |
85% |
False |
False |
827,596 |
120 |
4,238.25 |
3,573.75 |
664.50 |
16.0% |
53.25 |
1.3% |
87% |
False |
False |
689,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,346.50 |
2.618 |
4,284.50 |
1.618 |
4,246.50 |
1.000 |
4,223.00 |
0.618 |
4,208.50 |
HIGH |
4,185.00 |
0.618 |
4,170.50 |
0.500 |
4,166.00 |
0.382 |
4,161.50 |
LOW |
4,147.00 |
0.618 |
4,123.50 |
1.000 |
4,109.00 |
1.618 |
4,085.50 |
2.618 |
4,047.50 |
4.250 |
3,985.50 |
|
|
Fisher Pivots for day following 21-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,166.00 |
4,141.25 |
PP |
4,161.25 |
4,130.75 |
S1 |
4,156.50 |
4,120.25 |
|