| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,227.2 |
2,210.4 |
-16.8 |
-0.8% |
2,222.4 |
| High |
2,250.2 |
2,249.8 |
-0.4 |
0.0% |
2,245.1 |
| Low |
2,204.6 |
2,208.8 |
4.2 |
0.2% |
2,152.3 |
| Close |
2,205.5 |
2,247.1 |
41.6 |
1.9% |
2,212.3 |
| Range |
45.6 |
41.0 |
-4.6 |
-10.1% |
92.8 |
| ATR |
49.0 |
48.7 |
-0.3 |
-0.7% |
0.0 |
| Volume |
140,731 |
139,276 |
-1,455 |
-1.0% |
824,769 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.2 |
2,343.7 |
2,269.7 |
|
| R3 |
2,317.2 |
2,302.7 |
2,258.4 |
|
| R2 |
2,276.2 |
2,276.2 |
2,254.6 |
|
| R1 |
2,261.7 |
2,261.7 |
2,250.9 |
2,269.0 |
| PP |
2,235.2 |
2,235.2 |
2,235.2 |
2,238.9 |
| S1 |
2,220.7 |
2,220.7 |
2,243.3 |
2,228.0 |
| S2 |
2,194.2 |
2,194.2 |
2,239.6 |
|
| S3 |
2,153.2 |
2,179.7 |
2,235.8 |
|
| S4 |
2,112.2 |
2,138.7 |
2,224.6 |
|
|
| 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 |
2,250.2 |
2,170.2 |
80.0 |
3.6% |
39.7 |
1.8% |
96% |
False |
False |
138,347 |
| 10 |
2,250.2 |
2,112.6 |
137.6 |
6.1% |
47.1 |
2.1% |
98% |
False |
False |
166,606 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.3% |
49.7 |
2.2% |
64% |
False |
False |
181,341 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.3% |
45.8 |
2.0% |
64% |
False |
False |
175,290 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.7% |
53.3 |
2.4% |
58% |
False |
False |
167,277 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.7% |
54.4 |
2.4% |
58% |
False |
False |
125,567 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
19.9% |
54.5 |
2.4% |
73% |
False |
False |
100,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.1 |
|
2.618 |
2,357.1 |
|
1.618 |
2,316.1 |
|
1.000 |
2,290.8 |
|
0.618 |
2,275.1 |
|
HIGH |
2,249.8 |
|
0.618 |
2,234.1 |
|
0.500 |
2,229.3 |
|
0.382 |
2,224.5 |
|
LOW |
2,208.8 |
|
0.618 |
2,183.5 |
|
1.000 |
2,167.8 |
|
1.618 |
2,142.5 |
|
2.618 |
2,101.5 |
|
4.250 |
2,034.6 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.2 |
2,239.9 |
| PP |
2,235.2 |
2,232.6 |
| S1 |
2,229.3 |
2,225.4 |
|