Trading Metrics calculated at close of trading on 28-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
Open |
13,702.50 |
13,694.75 |
-7.75 |
-0.1% |
13,383.25 |
High |
13,720.75 |
13,763.50 |
42.75 |
0.3% |
13,763.50 |
Low |
13,620.25 |
13,662.75 |
42.50 |
0.3% |
13,356.50 |
Close |
13,665.50 |
13,686.50 |
21.00 |
0.2% |
13,686.50 |
Range |
100.50 |
100.75 |
0.25 |
0.2% |
407.00 |
ATR |
238.32 |
228.49 |
-9.83 |
-4.1% |
0.00 |
Volume |
388,603 |
366,218 |
-22,385 |
-5.8% |
1,902,658 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,006.50 |
13,947.25 |
13,742.00 |
|
R3 |
13,905.75 |
13,846.50 |
13,714.25 |
|
R2 |
13,805.00 |
13,805.00 |
13,705.00 |
|
R1 |
13,745.75 |
13,745.75 |
13,695.75 |
13,725.00 |
PP |
13,704.25 |
13,704.25 |
13,704.25 |
13,694.00 |
S1 |
13,645.00 |
13,645.00 |
13,677.25 |
13,624.25 |
S2 |
13,603.50 |
13,603.50 |
13,668.00 |
|
S3 |
13,502.75 |
13,544.25 |
13,658.75 |
|
S4 |
13,402.00 |
13,443.50 |
13,631.00 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,823.25 |
14,661.75 |
13,910.25 |
|
R3 |
14,416.25 |
14,254.75 |
13,798.50 |
|
R2 |
14,009.25 |
14,009.25 |
13,761.00 |
|
R1 |
13,847.75 |
13,847.75 |
13,723.75 |
13,928.50 |
PP |
13,602.25 |
13,602.25 |
13,602.25 |
13,642.50 |
S1 |
13,440.75 |
13,440.75 |
13,649.25 |
13,521.50 |
S2 |
13,195.25 |
13,195.25 |
13,612.00 |
|
S3 |
12,788.25 |
13,033.75 |
13,574.50 |
|
S4 |
12,381.25 |
12,626.75 |
13,462.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,763.50 |
13,356.50 |
407.00 |
3.0% |
147.00 |
1.1% |
81% |
True |
False |
380,531 |
10 |
13,763.50 |
12,954.25 |
809.25 |
5.9% |
209.00 |
1.5% |
90% |
True |
False |
442,591 |
20 |
13,947.50 |
12,915.00 |
1,032.50 |
7.5% |
257.25 |
1.9% |
75% |
False |
False |
527,715 |
40 |
14,064.00 |
12,915.00 |
1,149.00 |
8.4% |
224.50 |
1.6% |
67% |
False |
False |
515,848 |
60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
257.50 |
1.9% |
80% |
False |
False |
484,824 |
80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
267.75 |
2.0% |
80% |
False |
False |
364,125 |
100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
271.50 |
2.0% |
80% |
False |
False |
291,450 |
120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
255.25 |
1.9% |
80% |
False |
False |
242,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,191.75 |
2.618 |
14,027.25 |
1.618 |
13,926.50 |
1.000 |
13,864.25 |
0.618 |
13,825.75 |
HIGH |
13,763.50 |
0.618 |
13,725.00 |
0.500 |
13,713.00 |
0.382 |
13,701.25 |
LOW |
13,662.75 |
0.618 |
13,600.50 |
1.000 |
13,562.00 |
1.618 |
13,499.75 |
2.618 |
13,399.00 |
4.250 |
13,234.50 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,713.00 |
13,692.00 |
PP |
13,704.25 |
13,690.00 |
S1 |
13,695.50 |
13,688.25 |
|