| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,200.6 |
2,191.8 |
-8.8 |
-0.4% |
2,268.1 |
| High |
2,210.3 |
2,211.2 |
0.9 |
0.0% |
2,277.7 |
| Low |
2,152.3 |
2,170.2 |
17.9 |
0.8% |
2,112.6 |
| Close |
2,192.2 |
2,205.7 |
13.5 |
0.6% |
2,222.7 |
| Range |
58.0 |
41.0 |
-17.0 |
-29.3% |
165.1 |
| ATR |
52.2 |
51.4 |
-0.8 |
-1.5% |
0.0 |
| Volume |
197,951 |
156,500 |
-41,451 |
-20.9% |
1,133,725 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.7 |
2,303.2 |
2,228.3 |
|
| R3 |
2,277.7 |
2,262.2 |
2,217.0 |
|
| R2 |
2,236.7 |
2,236.7 |
2,213.2 |
|
| R1 |
2,221.2 |
2,221.2 |
2,209.5 |
2,229.0 |
| PP |
2,195.7 |
2,195.7 |
2,195.7 |
2,199.6 |
| S1 |
2,180.2 |
2,180.2 |
2,201.9 |
2,188.0 |
| S2 |
2,154.7 |
2,154.7 |
2,198.2 |
|
| S3 |
2,113.7 |
2,139.2 |
2,194.4 |
|
| S4 |
2,072.7 |
2,098.2 |
2,183.2 |
|
|
| 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 |
2,152.3 |
92.8 |
4.2% |
47.9 |
2.2% |
58% |
False |
False |
175,612 |
| 10 |
2,277.7 |
2,112.6 |
165.1 |
7.5% |
58.3 |
2.6% |
56% |
False |
False |
199,326 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.5% |
48.2 |
2.2% |
44% |
False |
False |
184,729 |
| 40 |
2,322.7 |
2,092.7 |
230.0 |
10.4% |
48.7 |
2.2% |
49% |
False |
False |
185,668 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.9% |
56.0 |
2.5% |
44% |
False |
False |
158,428 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.4% |
55.9 |
2.5% |
53% |
False |
False |
118,883 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
20.3% |
54.4 |
2.5% |
64% |
False |
False |
95,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.5 |
|
2.618 |
2,318.5 |
|
1.618 |
2,277.5 |
|
1.000 |
2,252.2 |
|
0.618 |
2,236.5 |
|
HIGH |
2,211.2 |
|
0.618 |
2,195.5 |
|
0.500 |
2,190.7 |
|
0.382 |
2,185.9 |
|
LOW |
2,170.2 |
|
0.618 |
2,144.9 |
|
1.000 |
2,129.2 |
|
1.618 |
2,103.9 |
|
2.618 |
2,062.9 |
|
4.250 |
1,996.0 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,200.7 |
2,203.4 |
| PP |
2,195.7 |
2,201.0 |
| S1 |
2,190.7 |
2,198.7 |
|