| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,222.4 |
2,227.8 |
5.4 |
0.2% |
2,268.1 |
| High |
2,229.4 |
2,245.1 |
15.7 |
0.7% |
2,277.7 |
| Low |
2,191.0 |
2,201.4 |
10.4 |
0.5% |
2,112.6 |
| Close |
2,225.5 |
2,207.9 |
-17.6 |
-0.8% |
2,222.7 |
| Range |
38.4 |
43.7 |
5.3 |
13.8% |
165.1 |
| ATR |
52.4 |
51.8 |
-0.6 |
-1.2% |
0.0 |
| Volume |
165,852 |
172,402 |
6,550 |
3.9% |
1,133,725 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.2 |
2,322.3 |
2,231.9 |
|
| R3 |
2,305.5 |
2,278.6 |
2,219.9 |
|
| R2 |
2,261.8 |
2,261.8 |
2,215.9 |
|
| R1 |
2,234.9 |
2,234.9 |
2,211.9 |
2,226.5 |
| PP |
2,218.1 |
2,218.1 |
2,218.1 |
2,214.0 |
| S1 |
2,191.2 |
2,191.2 |
2,203.9 |
2,182.8 |
| S2 |
2,174.4 |
2,174.4 |
2,199.9 |
|
| S3 |
2,130.7 |
2,147.5 |
2,195.9 |
|
| S4 |
2,087.0 |
2,103.8 |
2,183.9 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.6 |
2,626.3 |
2,313.5 |
|
| R3 |
2,534.5 |
2,461.2 |
2,268.1 |
|
| R2 |
2,369.4 |
2,369.4 |
2,253.0 |
|
| R1 |
2,296.1 |
2,296.1 |
2,237.8 |
2,250.2 |
| PP |
2,204.3 |
2,204.3 |
2,204.3 |
2,181.4 |
| S1 |
2,131.0 |
2,131.0 |
2,207.6 |
2,085.1 |
| S2 |
2,039.2 |
2,039.2 |
2,192.4 |
|
| S3 |
1,874.1 |
1,965.9 |
2,177.3 |
|
| S4 |
1,709.0 |
1,800.8 |
2,131.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,245.1 |
2,112.6 |
132.5 |
6.0% |
59.7 |
2.7% |
72% |
True |
False |
205,994 |
| 10 |
2,277.7 |
2,112.6 |
165.1 |
7.5% |
57.0 |
2.6% |
58% |
False |
False |
199,125 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.5% |
49.1 |
2.2% |
45% |
False |
False |
188,626 |
| 40 |
2,322.7 |
2,092.7 |
230.0 |
10.4% |
51.1 |
2.3% |
50% |
False |
False |
188,144 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.9% |
57.3 |
2.6% |
44% |
False |
False |
152,532 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.4% |
56.0 |
2.5% |
54% |
False |
False |
114,455 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
20.3% |
54.0 |
2.4% |
65% |
False |
False |
91,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.8 |
|
2.618 |
2,359.5 |
|
1.618 |
2,315.8 |
|
1.000 |
2,288.8 |
|
0.618 |
2,272.1 |
|
HIGH |
2,245.1 |
|
0.618 |
2,228.4 |
|
0.500 |
2,223.3 |
|
0.382 |
2,218.1 |
|
LOW |
2,201.4 |
|
0.618 |
2,174.4 |
|
1.000 |
2,157.7 |
|
1.618 |
2,130.7 |
|
2.618 |
2,087.0 |
|
4.250 |
2,015.7 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,223.3 |
2,207.7 |
| PP |
2,218.1 |
2,207.4 |
| S1 |
2,213.0 |
2,207.2 |
|