Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,670.25 |
13,702.50 |
32.25 |
0.2% |
13,380.25 |
High |
13,728.50 |
13,720.75 |
-7.75 |
-0.1% |
13,570.00 |
Low |
13,656.00 |
13,620.25 |
-35.75 |
-0.3% |
12,954.25 |
Close |
13,700.25 |
13,665.50 |
-34.75 |
-0.3% |
13,405.00 |
Range |
72.50 |
100.50 |
28.00 |
38.6% |
615.75 |
ATR |
248.92 |
238.32 |
-10.60 |
-4.3% |
0.00 |
Volume |
343,069 |
388,603 |
45,534 |
13.3% |
2,523,255 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,970.25 |
13,918.50 |
13,720.75 |
|
R3 |
13,869.75 |
13,818.00 |
13,693.25 |
|
R2 |
13,769.25 |
13,769.25 |
13,684.00 |
|
R1 |
13,717.50 |
13,717.50 |
13,674.75 |
13,693.00 |
PP |
13,668.75 |
13,668.75 |
13,668.75 |
13,656.75 |
S1 |
13,617.00 |
13,617.00 |
13,656.25 |
13,592.50 |
S2 |
13,568.25 |
13,568.25 |
13,647.00 |
|
S3 |
13,467.75 |
13,516.50 |
13,637.75 |
|
S4 |
13,367.25 |
13,416.00 |
13,610.25 |
|
|
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 |
13,356.50 |
382.25 |
2.8% |
161.75 |
1.2% |
81% |
False |
False |
398,835 |
10 |
13,738.75 |
12,954.25 |
784.50 |
5.7% |
234.50 |
1.7% |
91% |
False |
False |
452,845 |
20 |
13,956.75 |
12,915.00 |
1,041.75 |
7.6% |
259.00 |
1.9% |
72% |
False |
False |
537,166 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.4% |
228.00 |
1.7% |
65% |
False |
False |
517,605 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
264.00 |
1.9% |
79% |
False |
False |
478,859 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
268.75 |
2.0% |
79% |
False |
False |
359,553 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
272.25 |
2.0% |
79% |
False |
False |
287,796 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
255.00 |
1.9% |
79% |
False |
False |
239,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,148.00 |
2.618 |
13,983.75 |
1.618 |
13,883.25 |
1.000 |
13,821.25 |
0.618 |
13,782.75 |
HIGH |
13,720.75 |
0.618 |
13,682.25 |
0.500 |
13,670.50 |
0.382 |
13,658.75 |
LOW |
13,620.25 |
0.618 |
13,558.25 |
1.000 |
13,519.75 |
1.618 |
13,457.75 |
2.618 |
13,357.25 |
4.250 |
13,193.00 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,670.50 |
13,672.75 |
PP |
13,668.75 |
13,670.25 |
S1 |
13,667.25 |
13,668.00 |
|