Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,182.00 |
13,220.50 |
38.50 |
0.3% |
13,718.00 |
High |
13,243.00 |
13,522.75 |
279.75 |
2.1% |
13,752.00 |
Low |
12,954.25 |
13,150.75 |
196.50 |
1.5% |
12,915.00 |
Close |
13,233.50 |
13,486.50 |
253.00 |
1.9% |
13,387.00 |
Range |
288.75 |
372.00 |
83.25 |
28.8% |
837.00 |
ATR |
267.93 |
275.37 |
7.43 |
2.8% |
0.00 |
Volume |
669,351 |
465,782 |
-203,569 |
-30.4% |
3,348,386 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,502.75 |
14,366.50 |
13,691.00 |
|
R3 |
14,130.75 |
13,994.50 |
13,588.75 |
|
R2 |
13,758.75 |
13,758.75 |
13,554.75 |
|
R1 |
13,622.50 |
13,622.50 |
13,520.50 |
13,690.50 |
PP |
13,386.75 |
13,386.75 |
13,386.75 |
13,420.75 |
S1 |
13,250.50 |
13,250.50 |
13,452.50 |
13,318.50 |
S2 |
13,014.75 |
13,014.75 |
13,418.25 |
|
S3 |
12,642.75 |
12,878.50 |
13,384.25 |
|
S4 |
12,270.75 |
12,506.50 |
13,282.00 |
|
|
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 |
13,522.75 |
12,954.25 |
568.50 |
4.2% |
307.00 |
2.3% |
94% |
True |
False |
506,855 |
10 |
13,818.00 |
12,915.00 |
903.00 |
6.7% |
322.25 |
2.4% |
63% |
False |
False |
596,453 |
20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.5% |
264.50 |
2.0% |
50% |
False |
False |
555,682 |
40 |
14,064.00 |
12,609.75 |
1,454.25 |
10.8% |
239.50 |
1.8% |
60% |
False |
False |
541,176 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.8% |
286.75 |
2.1% |
69% |
False |
False |
445,898 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.8% |
288.25 |
2.1% |
69% |
False |
False |
334,697 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.8% |
273.50 |
2.0% |
69% |
False |
False |
267,878 |
120 |
14,064.00 |
12,075.75 |
1,988.25 |
14.7% |
254.75 |
1.9% |
71% |
False |
False |
223,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,103.75 |
2.618 |
14,496.75 |
1.618 |
14,124.75 |
1.000 |
13,894.75 |
0.618 |
13,752.75 |
HIGH |
13,522.75 |
0.618 |
13,380.75 |
0.500 |
13,336.75 |
0.382 |
13,292.75 |
LOW |
13,150.75 |
0.618 |
12,920.75 |
1.000 |
12,778.75 |
1.618 |
12,548.75 |
2.618 |
12,176.75 |
4.250 |
11,569.75 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,436.50 |
13,403.75 |
PP |
13,386.75 |
13,321.25 |
S1 |
13,336.75 |
13,238.50 |
|