Trading Metrics calculated at close of trading on 26-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,199.25 |
4,188.00 |
-11.25 |
-0.3% |
4,169.00 |
High |
4,212.75 |
4,204.25 |
-8.50 |
-0.2% |
4,185.00 |
Low |
4,179.25 |
4,180.50 |
1.25 |
0.0% |
4,055.50 |
Close |
4,185.50 |
4,193.00 |
7.50 |
0.2% |
4,151.75 |
Range |
33.50 |
23.75 |
-9.75 |
-29.1% |
129.50 |
ATR |
55.72 |
53.43 |
-2.28 |
-4.1% |
0.00 |
Volume |
1,221,701 |
1,051,147 |
-170,554 |
-14.0% |
8,032,693 |
|
Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.75 |
4,252.25 |
4,206.00 |
|
R3 |
4,240.00 |
4,228.50 |
4,199.50 |
|
R2 |
4,216.25 |
4,216.25 |
4,197.25 |
|
R1 |
4,204.75 |
4,204.75 |
4,195.25 |
4,210.50 |
PP |
4,192.50 |
4,192.50 |
4,192.50 |
4,195.50 |
S1 |
4,181.00 |
4,181.00 |
4,190.75 |
4,186.75 |
S2 |
4,168.75 |
4,168.75 |
4,188.75 |
|
S3 |
4,145.00 |
4,157.25 |
4,186.50 |
|
S4 |
4,121.25 |
4,133.50 |
4,180.00 |
|
|
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 |
4,084.50 |
128.25 |
3.1% |
48.75 |
1.2% |
85% |
False |
False |
1,254,534 |
10 |
4,212.75 |
4,029.25 |
183.50 |
4.4% |
59.25 |
1.4% |
89% |
False |
False |
1,524,629 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
56.50 |
1.3% |
78% |
False |
False |
1,689,349 |
40 |
4,238.25 |
3,941.50 |
296.75 |
7.1% |
47.00 |
1.1% |
85% |
False |
False |
1,505,367 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
52.50 |
1.3% |
91% |
False |
False |
1,431,106 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
53.00 |
1.3% |
91% |
False |
False |
1,075,257 |
100 |
4,238.25 |
3,642.75 |
595.50 |
14.2% |
55.75 |
1.3% |
92% |
False |
False |
860,775 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.5% |
53.25 |
1.3% |
93% |
False |
False |
717,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,305.25 |
2.618 |
4,266.50 |
1.618 |
4,242.75 |
1.000 |
4,228.00 |
0.618 |
4,219.00 |
HIGH |
4,204.25 |
0.618 |
4,195.25 |
0.500 |
4,192.50 |
0.382 |
4,189.50 |
LOW |
4,180.50 |
0.618 |
4,165.75 |
1.000 |
4,156.75 |
1.618 |
4,142.00 |
2.618 |
4,118.25 |
4.250 |
4,079.50 |
|
|
Fisher Pivots for day following 26-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,192.75 |
4,188.00 |
PP |
4,192.50 |
4,182.75 |
S1 |
4,192.50 |
4,177.50 |
|