| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,210.4 |
2,247.5 |
37.1 |
1.7% |
2,222.4 |
| High |
2,249.8 |
2,279.1 |
29.3 |
1.3% |
2,245.1 |
| Low |
2,208.8 |
2,239.3 |
30.5 |
1.4% |
2,152.3 |
| Close |
2,247.1 |
2,271.0 |
23.9 |
1.1% |
2,212.3 |
| Range |
41.0 |
39.8 |
-1.2 |
-2.9% |
92.8 |
| ATR |
48.7 |
48.0 |
-0.6 |
-1.3% |
0.0 |
| Volume |
139,276 |
160,567 |
21,291 |
15.3% |
824,769 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,382.5 |
2,366.6 |
2,292.9 |
|
| R3 |
2,342.7 |
2,326.8 |
2,281.9 |
|
| R2 |
2,302.9 |
2,302.9 |
2,278.3 |
|
| R1 |
2,287.0 |
2,287.0 |
2,274.6 |
2,295.0 |
| PP |
2,263.1 |
2,263.1 |
2,263.1 |
2,267.1 |
| S1 |
2,247.2 |
2,247.2 |
2,267.4 |
2,255.2 |
| S2 |
2,223.3 |
2,223.3 |
2,263.7 |
|
| S3 |
2,183.5 |
2,207.4 |
2,260.1 |
|
| S4 |
2,143.7 |
2,167.6 |
2,249.1 |
|
|
| 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 |
2,279.1 |
2,200.5 |
78.6 |
3.5% |
39.5 |
1.7% |
90% |
True |
False |
139,160 |
| 10 |
2,279.1 |
2,152.3 |
126.8 |
5.6% |
43.7 |
1.9% |
94% |
True |
False |
157,386 |
| 20 |
2,291.8 |
2,112.6 |
179.2 |
7.9% |
49.1 |
2.2% |
88% |
False |
False |
179,842 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.3% |
45.6 |
2.0% |
75% |
False |
False |
173,987 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
52.9 |
2.3% |
67% |
False |
False |
169,943 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
54.4 |
2.4% |
67% |
False |
False |
127,573 |
| 100 |
2,366.0 |
1,929.3 |
436.7 |
19.2% |
54.1 |
2.4% |
78% |
False |
False |
102,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,448.3 |
|
2.618 |
2,383.3 |
|
1.618 |
2,343.5 |
|
1.000 |
2,318.9 |
|
0.618 |
2,303.7 |
|
HIGH |
2,279.1 |
|
0.618 |
2,263.9 |
|
0.500 |
2,259.2 |
|
0.382 |
2,254.5 |
|
LOW |
2,239.3 |
|
0.618 |
2,214.7 |
|
1.000 |
2,199.5 |
|
1.618 |
2,174.9 |
|
2.618 |
2,135.1 |
|
4.250 |
2,070.2 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,267.1 |
2,261.3 |
| PP |
2,263.1 |
2,251.6 |
| S1 |
2,259.2 |
2,241.9 |
|