Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,188.00 |
4,193.00 |
5.00 |
0.1% |
4,169.00 |
High |
4,204.25 |
4,211.50 |
7.25 |
0.2% |
4,185.00 |
Low |
4,180.50 |
4,177.75 |
-2.75 |
-0.1% |
4,055.50 |
Close |
4,193.00 |
4,199.00 |
6.00 |
0.1% |
4,151.75 |
Range |
23.75 |
33.75 |
10.00 |
42.1% |
129.50 |
ATR |
53.43 |
52.03 |
-1.41 |
-2.6% |
0.00 |
Volume |
1,051,147 |
1,179,928 |
128,781 |
12.3% |
8,032,693 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,297.25 |
4,282.00 |
4,217.50 |
|
R3 |
4,263.50 |
4,248.25 |
4,208.25 |
|
R2 |
4,229.75 |
4,229.75 |
4,205.25 |
|
R1 |
4,214.50 |
4,214.50 |
4,202.00 |
4,222.00 |
PP |
4,196.00 |
4,196.00 |
4,196.00 |
4,200.00 |
S1 |
4,180.75 |
4,180.75 |
4,196.00 |
4,188.50 |
S2 |
4,162.25 |
4,162.25 |
4,192.75 |
|
S3 |
4,128.50 |
4,147.00 |
4,189.75 |
|
S4 |
4,094.75 |
4,113.25 |
4,180.50 |
|
|
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 |
4,142.50 |
70.25 |
1.7% |
38.50 |
0.9% |
80% |
False |
False |
1,193,200 |
10 |
4,212.75 |
4,055.50 |
157.25 |
3.7% |
52.75 |
1.3% |
91% |
False |
False |
1,404,514 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
56.00 |
1.3% |
81% |
False |
False |
1,660,997 |
40 |
4,238.25 |
3,964.50 |
273.75 |
6.5% |
46.75 |
1.1% |
86% |
False |
False |
1,493,811 |
60 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
51.50 |
1.2% |
93% |
False |
False |
1,450,292 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
52.50 |
1.2% |
93% |
False |
False |
1,089,970 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.1% |
54.75 |
1.3% |
93% |
False |
False |
872,555 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.5% |
53.50 |
1.3% |
94% |
False |
False |
727,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,355.00 |
2.618 |
4,299.75 |
1.618 |
4,266.00 |
1.000 |
4,245.25 |
0.618 |
4,232.25 |
HIGH |
4,211.50 |
0.618 |
4,198.50 |
0.500 |
4,194.50 |
0.382 |
4,190.75 |
LOW |
4,177.75 |
0.618 |
4,157.00 |
1.000 |
4,144.00 |
1.618 |
4,123.25 |
2.618 |
4,089.50 |
4.250 |
4,034.25 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,197.50 |
4,197.75 |
PP |
4,196.00 |
4,196.50 |
S1 |
4,194.50 |
4,195.25 |
|