Trading Metrics calculated at close of trading on 24-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,492.50 |
13,383.25 |
-109.25 |
-0.8% |
13,380.25 |
High |
13,570.00 |
13,686.00 |
116.00 |
0.9% |
13,570.00 |
Low |
13,395.75 |
13,356.50 |
-39.25 |
-0.3% |
12,954.25 |
Close |
13,405.00 |
13,635.25 |
230.25 |
1.7% |
13,405.00 |
Range |
174.25 |
329.50 |
155.25 |
89.1% |
615.75 |
ATR |
268.14 |
272.53 |
4.38 |
1.6% |
0.00 |
Volume |
457,735 |
368,611 |
-89,124 |
-19.5% |
2,523,255 |
|
Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,547.75 |
14,421.00 |
13,816.50 |
|
R3 |
14,218.25 |
14,091.50 |
13,725.75 |
|
R2 |
13,888.75 |
13,888.75 |
13,695.75 |
|
R1 |
13,762.00 |
13,762.00 |
13,665.50 |
13,825.50 |
PP |
13,559.25 |
13,559.25 |
13,559.25 |
13,591.00 |
S1 |
13,432.50 |
13,432.50 |
13,605.00 |
13,496.00 |
S2 |
13,229.75 |
13,229.75 |
13,574.75 |
|
S3 |
12,900.25 |
13,103.00 |
13,544.75 |
|
S4 |
12,570.75 |
12,773.50 |
13,454.00 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,157.00 |
14,896.75 |
13,743.75 |
|
R3 |
14,541.25 |
14,281.00 |
13,574.25 |
|
R2 |
13,925.50 |
13,925.50 |
13,518.00 |
|
R1 |
13,665.25 |
13,665.25 |
13,461.50 |
13,795.50 |
PP |
13,309.75 |
13,309.75 |
13,309.75 |
13,374.75 |
S1 |
13,049.50 |
13,049.50 |
13,348.50 |
13,179.50 |
S2 |
12,694.00 |
12,694.00 |
13,292.00 |
|
S3 |
12,078.25 |
12,433.75 |
13,235.75 |
|
S4 |
11,462.50 |
11,818.00 |
13,066.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,686.00 |
12,954.25 |
731.75 |
5.4% |
283.75 |
2.1% |
93% |
True |
False |
480,713 |
10 |
13,686.00 |
12,915.00 |
771.00 |
5.7% |
305.00 |
2.2% |
93% |
True |
False |
563,652 |
20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.4% |
268.75 |
2.0% |
63% |
False |
False |
554,272 |
40 |
14,064.00 |
12,776.50 |
1,287.50 |
9.4% |
238.00 |
1.7% |
67% |
False |
False |
527,634 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.7% |
278.25 |
2.0% |
77% |
False |
False |
459,554 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.7% |
279.75 |
2.1% |
77% |
False |
False |
344,995 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.7% |
275.50 |
2.0% |
77% |
False |
False |
276,135 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.7% |
255.50 |
1.9% |
77% |
False |
False |
230,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,086.50 |
2.618 |
14,548.75 |
1.618 |
14,219.25 |
1.000 |
14,015.50 |
0.618 |
13,889.75 |
HIGH |
13,686.00 |
0.618 |
13,560.25 |
0.500 |
13,521.25 |
0.382 |
13,482.25 |
LOW |
13,356.50 |
0.618 |
13,152.75 |
1.000 |
13,027.00 |
1.618 |
12,823.25 |
2.618 |
12,493.75 |
4.250 |
11,956.00 |
|
|
Fisher Pivots for day following 24-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,597.25 |
13,563.00 |
PP |
13,559.25 |
13,490.75 |
S1 |
13,521.25 |
13,418.50 |
|