| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
13,383.25 |
13,656.50 |
273.25 |
2.0% |
13,380.25 |
| High |
13,686.00 |
13,738.75 |
52.75 |
0.4% |
13,570.00 |
| Low |
13,356.50 |
13,606.75 |
250.25 |
1.9% |
12,954.25 |
| Close |
13,635.25 |
13,656.25 |
21.00 |
0.2% |
13,405.00 |
| Range |
329.50 |
132.00 |
-197.50 |
-59.9% |
615.75 |
| ATR |
272.53 |
262.49 |
-10.04 |
-3.7% |
0.00 |
| Volume |
368,611 |
436,157 |
67,546 |
18.3% |
2,523,255 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,063.25 |
13,991.75 |
13,728.75 |
|
| R3 |
13,931.25 |
13,859.75 |
13,692.50 |
|
| R2 |
13,799.25 |
13,799.25 |
13,680.50 |
|
| R1 |
13,727.75 |
13,727.75 |
13,668.25 |
13,697.50 |
| PP |
13,667.25 |
13,667.25 |
13,667.25 |
13,652.00 |
| S1 |
13,595.75 |
13,595.75 |
13,644.25 |
13,565.50 |
| S2 |
13,535.25 |
13,535.25 |
13,632.00 |
|
| S3 |
13,403.25 |
13,463.75 |
13,620.00 |
|
| S4 |
13,271.25 |
13,331.75 |
13,583.75 |
|
|
| 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 |
13,738.75 |
12,954.25 |
784.50 |
5.7% |
259.25 |
1.9% |
89% |
True |
False |
479,527 |
| 10 |
13,738.75 |
12,915.00 |
823.75 |
6.0% |
287.25 |
2.1% |
90% |
True |
False |
528,504 |
| 20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.4% |
268.50 |
2.0% |
65% |
False |
False |
555,440 |
| 40 |
14,064.00 |
12,776.50 |
1,287.50 |
9.4% |
236.50 |
1.7% |
68% |
False |
False |
524,183 |
| 60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
274.50 |
2.0% |
78% |
False |
False |
466,781 |
| 80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
277.00 |
2.0% |
78% |
False |
False |
350,428 |
| 100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
276.00 |
2.0% |
78% |
False |
False |
280,495 |
| 120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
255.50 |
1.9% |
78% |
False |
False |
233,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,299.75 |
|
2.618 |
14,084.25 |
|
1.618 |
13,952.25 |
|
1.000 |
13,870.75 |
|
0.618 |
13,820.25 |
|
HIGH |
13,738.75 |
|
0.618 |
13,688.25 |
|
0.500 |
13,672.75 |
|
0.382 |
13,657.25 |
|
LOW |
13,606.75 |
|
0.618 |
13,525.25 |
|
1.000 |
13,474.75 |
|
1.618 |
13,393.25 |
|
2.618 |
13,261.25 |
|
4.250 |
13,045.75 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,672.75 |
13,620.00 |
| PP |
13,667.25 |
13,583.75 |
| S1 |
13,661.75 |
13,547.50 |
|