Trading Metrics calculated at close of trading on 25-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,151.50 |
4,199.25 |
47.75 |
1.2% |
4,169.00 |
High |
4,206.25 |
4,212.75 |
6.50 |
0.2% |
4,185.00 |
Low |
4,142.50 |
4,179.25 |
36.75 |
0.9% |
4,055.50 |
Close |
4,193.75 |
4,185.50 |
-8.25 |
-0.2% |
4,151.75 |
Range |
63.75 |
33.50 |
-30.25 |
-47.5% |
129.50 |
ATR |
57.42 |
55.72 |
-1.71 |
-3.0% |
0.00 |
Volume |
1,046,500 |
1,221,701 |
175,201 |
16.7% |
8,032,693 |
|
Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,293.00 |
4,272.75 |
4,204.00 |
|
R3 |
4,259.50 |
4,239.25 |
4,194.75 |
|
R2 |
4,226.00 |
4,226.00 |
4,191.75 |
|
R1 |
4,205.75 |
4,205.75 |
4,188.50 |
4,199.00 |
PP |
4,192.50 |
4,192.50 |
4,192.50 |
4,189.25 |
S1 |
4,172.25 |
4,172.25 |
4,182.50 |
4,165.50 |
S2 |
4,159.00 |
4,159.00 |
4,179.25 |
|
S3 |
4,125.50 |
4,138.75 |
4,176.25 |
|
S4 |
4,092.00 |
4,105.25 |
4,167.00 |
|
|
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 |
4,212.75 |
4,055.50 |
157.25 |
3.8% |
57.50 |
1.4% |
83% |
True |
False |
1,506,928 |
10 |
4,212.75 |
4,029.25 |
183.50 |
4.4% |
66.75 |
1.6% |
85% |
True |
False |
1,682,509 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
56.25 |
1.3% |
75% |
False |
False |
1,700,941 |
40 |
4,238.25 |
3,933.75 |
304.50 |
7.3% |
47.25 |
1.1% |
83% |
False |
False |
1,518,851 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
52.75 |
1.3% |
90% |
False |
False |
1,414,005 |
80 |
4,238.25 |
3,647.50 |
590.75 |
14.1% |
54.25 |
1.3% |
91% |
False |
False |
1,062,154 |
100 |
4,238.25 |
3,642.75 |
595.50 |
14.2% |
55.75 |
1.3% |
91% |
False |
False |
850,270 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.6% |
53.50 |
1.3% |
92% |
False |
False |
708,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,355.00 |
2.618 |
4,300.50 |
1.618 |
4,267.00 |
1.000 |
4,246.25 |
0.618 |
4,233.50 |
HIGH |
4,212.75 |
0.618 |
4,200.00 |
0.500 |
4,196.00 |
0.382 |
4,192.00 |
LOW |
4,179.25 |
0.618 |
4,158.50 |
1.000 |
4,145.75 |
1.618 |
4,125.00 |
2.618 |
4,091.50 |
4.250 |
4,037.00 |
|
|
Fisher Pivots for day following 25-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,196.00 |
4,183.00 |
PP |
4,192.50 |
4,180.25 |
S1 |
4,189.00 |
4,177.50 |
|