Trading Metrics calculated at close of trading on 28-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,193.00 |
4,211.25 |
18.25 |
0.4% |
4,151.50 |
High |
4,211.50 |
4,217.50 |
6.00 |
0.1% |
4,217.50 |
Low |
4,177.75 |
4,201.00 |
23.25 |
0.6% |
4,142.50 |
Close |
4,199.00 |
4,202.50 |
3.50 |
0.1% |
4,202.50 |
Range |
33.75 |
16.50 |
-17.25 |
-51.1% |
75.00 |
ATR |
52.03 |
49.63 |
-2.39 |
-4.6% |
0.00 |
Volume |
1,179,928 |
1,110,833 |
-69,095 |
-5.9% |
5,610,109 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,256.50 |
4,246.00 |
4,211.50 |
|
R3 |
4,240.00 |
4,229.50 |
4,207.00 |
|
R2 |
4,223.50 |
4,223.50 |
4,205.50 |
|
R1 |
4,213.00 |
4,213.00 |
4,204.00 |
4,210.00 |
PP |
4,207.00 |
4,207.00 |
4,207.00 |
4,205.50 |
S1 |
4,196.50 |
4,196.50 |
4,201.00 |
4,193.50 |
S2 |
4,190.50 |
4,190.50 |
4,199.50 |
|
S3 |
4,174.00 |
4,180.00 |
4,198.00 |
|
S4 |
4,157.50 |
4,163.50 |
4,193.50 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,412.50 |
4,382.50 |
4,243.75 |
|
R3 |
4,337.50 |
4,307.50 |
4,223.00 |
|
R2 |
4,262.50 |
4,262.50 |
4,216.25 |
|
R1 |
4,232.50 |
4,232.50 |
4,209.50 |
4,247.50 |
PP |
4,187.50 |
4,187.50 |
4,187.50 |
4,195.00 |
S1 |
4,157.50 |
4,157.50 |
4,195.50 |
4,172.50 |
S2 |
4,112.50 |
4,112.50 |
4,188.75 |
|
S3 |
4,037.50 |
4,082.50 |
4,182.00 |
|
S4 |
3,962.50 |
4,007.50 |
4,161.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,217.50 |
4,142.50 |
75.00 |
1.8% |
34.25 |
0.8% |
80% |
True |
False |
1,122,021 |
10 |
4,217.50 |
4,055.50 |
162.00 |
3.9% |
47.25 |
1.1% |
91% |
True |
False |
1,364,280 |
20 |
4,238.25 |
4,029.25 |
209.00 |
5.0% |
55.00 |
1.3% |
83% |
False |
False |
1,621,617 |
40 |
4,238.25 |
4,021.00 |
217.25 |
5.2% |
45.75 |
1.1% |
84% |
False |
False |
1,490,436 |
60 |
4,238.25 |
3,718.50 |
519.75 |
12.4% |
49.75 |
1.2% |
93% |
False |
False |
1,468,074 |
80 |
4,238.25 |
3,710.50 |
527.75 |
12.6% |
52.25 |
1.2% |
93% |
False |
False |
1,103,815 |
100 |
4,238.25 |
3,647.50 |
590.75 |
14.1% |
54.50 |
1.3% |
94% |
False |
False |
883,651 |
120 |
4,238.25 |
3,586.50 |
651.75 |
15.5% |
53.25 |
1.3% |
95% |
False |
False |
736,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,287.50 |
2.618 |
4,260.75 |
1.618 |
4,244.25 |
1.000 |
4,234.00 |
0.618 |
4,227.75 |
HIGH |
4,217.50 |
0.618 |
4,211.25 |
0.500 |
4,209.25 |
0.382 |
4,207.25 |
LOW |
4,201.00 |
0.618 |
4,190.75 |
1.000 |
4,184.50 |
1.618 |
4,174.25 |
2.618 |
4,157.75 |
4.250 |
4,131.00 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,209.25 |
4,201.00 |
PP |
4,207.00 |
4,199.25 |
S1 |
4,204.75 |
4,197.50 |
|