Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,308.50 |
13,182.00 |
-126.50 |
-1.0% |
13,718.00 |
High |
13,432.25 |
13,243.00 |
-189.25 |
-1.4% |
13,752.00 |
Low |
13,178.50 |
12,954.25 |
-224.25 |
-1.7% |
12,915.00 |
Close |
13,212.00 |
13,233.50 |
21.50 |
0.2% |
13,387.00 |
Range |
253.75 |
288.75 |
35.00 |
13.8% |
837.00 |
ATR |
266.33 |
267.93 |
1.60 |
0.6% |
0.00 |
Volume |
442,088 |
669,351 |
227,263 |
51.4% |
3,348,386 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,009.75 |
13,910.50 |
13,392.25 |
|
R3 |
13,721.00 |
13,621.75 |
13,313.00 |
|
R2 |
13,432.25 |
13,432.25 |
13,286.50 |
|
R1 |
13,333.00 |
13,333.00 |
13,260.00 |
13,382.50 |
PP |
13,143.50 |
13,143.50 |
13,143.50 |
13,168.50 |
S1 |
13,044.25 |
13,044.25 |
13,207.00 |
13,094.00 |
S2 |
12,854.75 |
12,854.75 |
13,180.50 |
|
S3 |
12,566.00 |
12,755.50 |
13,154.00 |
|
S4 |
12,277.25 |
12,466.75 |
13,074.75 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,862.25 |
15,461.75 |
13,847.25 |
|
R3 |
15,025.25 |
14,624.75 |
13,617.25 |
|
R2 |
14,188.25 |
14,188.25 |
13,540.50 |
|
R1 |
13,787.75 |
13,787.75 |
13,463.75 |
13,569.50 |
PP |
13,351.25 |
13,351.25 |
13,351.25 |
13,242.25 |
S1 |
12,950.75 |
12,950.75 |
13,310.25 |
12,732.50 |
S2 |
12,514.25 |
12,514.25 |
13,233.50 |
|
S3 |
11,677.25 |
12,113.75 |
13,156.75 |
|
S4 |
10,840.25 |
11,276.75 |
12,926.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,448.50 |
12,915.00 |
533.50 |
4.0% |
294.50 |
2.2% |
60% |
False |
False |
559,168 |
10 |
13,818.00 |
12,915.00 |
903.00 |
6.8% |
307.50 |
2.3% |
35% |
False |
False |
606,620 |
20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.7% |
258.00 |
1.9% |
28% |
False |
False |
563,590 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
11.0% |
239.25 |
1.8% |
43% |
False |
False |
545,195 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
14.1% |
286.75 |
2.2% |
55% |
False |
False |
438,173 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
14.1% |
286.25 |
2.2% |
55% |
False |
False |
328,881 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
14.1% |
270.50 |
2.0% |
55% |
False |
False |
263,222 |
120 |
14,064.00 |
12,068.25 |
1,995.75 |
15.1% |
252.25 |
1.9% |
58% |
False |
False |
219,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,470.25 |
2.618 |
13,999.00 |
1.618 |
13,710.25 |
1.000 |
13,531.75 |
0.618 |
13,421.50 |
HIGH |
13,243.00 |
0.618 |
13,132.75 |
0.500 |
13,098.50 |
0.382 |
13,064.50 |
LOW |
12,954.25 |
0.618 |
12,775.75 |
1.000 |
12,665.50 |
1.618 |
12,487.00 |
2.618 |
12,198.25 |
4.250 |
11,727.00 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,188.50 |
13,222.75 |
PP |
13,143.50 |
13,212.00 |
S1 |
13,098.50 |
13,201.50 |
|