| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,202.9 |
2,210.2 |
7.3 |
0.3% |
2,222.4 |
| High |
2,236.3 |
2,237.4 |
1.1 |
0.0% |
2,245.1 |
| Low |
2,202.2 |
2,200.5 |
-1.7 |
-0.1% |
2,152.3 |
| Close |
2,212.3 |
2,226.1 |
13.8 |
0.6% |
2,212.3 |
| Range |
34.1 |
36.9 |
2.8 |
8.2% |
92.8 |
| ATR |
50.2 |
49.3 |
-1.0 |
-1.9% |
0.0 |
| Volume |
132,064 |
123,164 |
-8,900 |
-6.7% |
824,769 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.0 |
2,316.0 |
2,246.4 |
|
| R3 |
2,295.1 |
2,279.1 |
2,236.2 |
|
| R2 |
2,258.2 |
2,258.2 |
2,232.9 |
|
| R1 |
2,242.2 |
2,242.2 |
2,229.5 |
2,250.2 |
| PP |
2,221.3 |
2,221.3 |
2,221.3 |
2,225.4 |
| S1 |
2,205.3 |
2,205.3 |
2,222.7 |
2,213.3 |
| S2 |
2,184.4 |
2,184.4 |
2,219.3 |
|
| S3 |
2,147.5 |
2,168.4 |
2,216.0 |
|
| S4 |
2,110.6 |
2,131.5 |
2,205.8 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.6 |
2,439.8 |
2,263.3 |
|
| R3 |
2,388.8 |
2,347.0 |
2,237.8 |
|
| R2 |
2,296.0 |
2,296.0 |
2,229.3 |
|
| R1 |
2,254.2 |
2,254.2 |
2,220.8 |
2,228.7 |
| PP |
2,203.2 |
2,203.2 |
2,203.2 |
2,190.5 |
| S1 |
2,161.4 |
2,161.4 |
2,203.8 |
2,135.9 |
| S2 |
2,110.4 |
2,110.4 |
2,195.3 |
|
| S3 |
2,017.6 |
2,068.6 |
2,186.8 |
|
| S4 |
1,924.8 |
1,975.8 |
2,161.3 |
|
|
| 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% |
42.7 |
1.9% |
80% |
False |
False |
156,416 |
| 10 |
2,245.1 |
2,112.6 |
132.5 |
6.0% |
53.3 |
2.4% |
86% |
False |
False |
189,905 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.4% |
47.7 |
2.1% |
54% |
False |
False |
181,039 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.4% |
46.8 |
2.1% |
54% |
False |
False |
178,967 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.8% |
54.2 |
2.4% |
51% |
False |
False |
162,650 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.3% |
55.2 |
2.5% |
59% |
False |
False |
122,069 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
20.1% |
54.2 |
2.4% |
69% |
False |
False |
97,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,394.2 |
|
2.618 |
2,334.0 |
|
1.618 |
2,297.1 |
|
1.000 |
2,274.3 |
|
0.618 |
2,260.2 |
|
HIGH |
2,237.4 |
|
0.618 |
2,223.3 |
|
0.500 |
2,219.0 |
|
0.382 |
2,214.6 |
|
LOW |
2,200.5 |
|
0.618 |
2,177.7 |
|
1.000 |
2,163.6 |
|
1.618 |
2,140.8 |
|
2.618 |
2,103.9 |
|
4.250 |
2,043.7 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,223.7 |
2,218.7 |
| PP |
2,221.3 |
2,211.2 |
| S1 |
2,219.0 |
2,203.8 |
|