Trading Metrics calculated at close of trading on 24-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,152.50 |
4,151.50 |
-1.00 |
0.0% |
4,169.00 |
High |
4,185.00 |
4,206.25 |
21.25 |
0.5% |
4,185.00 |
Low |
4,147.00 |
4,142.50 |
-4.50 |
-0.1% |
4,055.50 |
Close |
4,151.75 |
4,193.75 |
42.00 |
1.0% |
4,151.75 |
Range |
38.00 |
63.75 |
25.75 |
67.8% |
129.50 |
ATR |
56.94 |
57.42 |
0.49 |
0.9% |
0.00 |
Volume |
1,466,725 |
1,046,500 |
-420,225 |
-28.7% |
8,032,693 |
|
Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,372.00 |
4,346.75 |
4,228.75 |
|
R3 |
4,308.25 |
4,283.00 |
4,211.25 |
|
R2 |
4,244.50 |
4,244.50 |
4,205.50 |
|
R1 |
4,219.25 |
4,219.25 |
4,199.50 |
4,232.00 |
PP |
4,180.75 |
4,180.75 |
4,180.75 |
4,187.25 |
S1 |
4,155.50 |
4,155.50 |
4,188.00 |
4,168.00 |
S2 |
4,117.00 |
4,117.00 |
4,182.00 |
|
S3 |
4,053.25 |
4,091.75 |
4,176.25 |
|
S4 |
3,989.50 |
4,028.00 |
4,158.75 |
|
|
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 |
4,206.25 |
4,055.50 |
150.75 |
3.6% |
64.50 |
1.5% |
92% |
True |
False |
1,519,692 |
10 |
4,206.25 |
4,029.25 |
177.00 |
4.2% |
71.50 |
1.7% |
93% |
True |
False |
1,812,425 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
55.75 |
1.3% |
79% |
False |
False |
1,689,457 |
40 |
4,238.25 |
3,928.75 |
309.50 |
7.4% |
47.50 |
1.1% |
86% |
False |
False |
1,538,385 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
53.75 |
1.3% |
92% |
False |
False |
1,393,946 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.1% |
55.00 |
1.3% |
92% |
False |
False |
1,046,985 |
100 |
4,238.25 |
3,642.75 |
595.50 |
14.2% |
55.75 |
1.3% |
93% |
False |
False |
838,056 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.5% |
53.25 |
1.3% |
93% |
False |
False |
698,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,477.25 |
2.618 |
4,373.25 |
1.618 |
4,309.50 |
1.000 |
4,270.00 |
0.618 |
4,245.75 |
HIGH |
4,206.25 |
0.618 |
4,182.00 |
0.500 |
4,174.50 |
0.382 |
4,166.75 |
LOW |
4,142.50 |
0.618 |
4,103.00 |
1.000 |
4,078.75 |
1.618 |
4,039.25 |
2.618 |
3,975.50 |
4.250 |
3,871.50 |
|
|
Fisher Pivots for day following 24-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,187.25 |
4,177.50 |
PP |
4,180.75 |
4,161.50 |
S1 |
4,174.50 |
4,145.50 |
|