| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,247.5 |
2,279.2 |
31.7 |
1.4% |
2,210.2 |
| High |
2,279.1 |
2,286.7 |
7.6 |
0.3% |
2,286.7 |
| Low |
2,239.3 |
2,263.5 |
24.2 |
1.1% |
2,200.5 |
| Close |
2,271.0 |
2,268.6 |
-2.4 |
-0.1% |
2,268.6 |
| Range |
39.8 |
23.2 |
-16.6 |
-41.7% |
86.2 |
| ATR |
48.0 |
46.3 |
-1.8 |
-3.7% |
0.0 |
| Volume |
160,567 |
141,815 |
-18,752 |
-11.7% |
705,553 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.5 |
2,328.8 |
2,281.4 |
|
| R3 |
2,319.3 |
2,305.6 |
2,275.0 |
|
| R2 |
2,296.1 |
2,296.1 |
2,272.9 |
|
| R1 |
2,282.4 |
2,282.4 |
2,270.7 |
2,277.7 |
| PP |
2,272.9 |
2,272.9 |
2,272.9 |
2,270.6 |
| S1 |
2,259.2 |
2,259.2 |
2,266.5 |
2,254.5 |
| S2 |
2,249.7 |
2,249.7 |
2,264.3 |
|
| S3 |
2,226.5 |
2,236.0 |
2,262.2 |
|
| S4 |
2,203.3 |
2,212.8 |
2,255.8 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.5 |
2,475.8 |
2,316.0 |
|
| R3 |
2,424.3 |
2,389.6 |
2,292.3 |
|
| R2 |
2,338.1 |
2,338.1 |
2,284.4 |
|
| R1 |
2,303.4 |
2,303.4 |
2,276.5 |
2,320.8 |
| PP |
2,251.9 |
2,251.9 |
2,251.9 |
2,260.6 |
| S1 |
2,217.2 |
2,217.2 |
2,260.7 |
2,234.6 |
| S2 |
2,165.7 |
2,165.7 |
2,252.8 |
|
| S3 |
2,079.5 |
2,131.0 |
2,244.9 |
|
| S4 |
1,993.3 |
2,044.8 |
2,221.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,286.7 |
2,200.5 |
86.2 |
3.8% |
37.3 |
1.6% |
79% |
True |
False |
141,110 |
| 10 |
2,286.7 |
2,152.3 |
134.4 |
5.9% |
40.2 |
1.8% |
87% |
True |
False |
153,032 |
| 20 |
2,291.0 |
2,112.6 |
178.4 |
7.9% |
48.4 |
2.1% |
87% |
False |
False |
176,688 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.3% |
45.1 |
2.0% |
74% |
False |
False |
173,571 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
51.4 |
2.3% |
66% |
False |
False |
172,240 |
| 80 |
2,366.0 |
2,081.3 |
284.7 |
12.5% |
54.3 |
2.4% |
66% |
False |
False |
129,344 |
| 100 |
2,366.0 |
1,968.6 |
397.4 |
17.5% |
53.8 |
2.4% |
75% |
False |
False |
103,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,385.3 |
|
2.618 |
2,347.4 |
|
1.618 |
2,324.2 |
|
1.000 |
2,309.9 |
|
0.618 |
2,301.0 |
|
HIGH |
2,286.7 |
|
0.618 |
2,277.8 |
|
0.500 |
2,275.1 |
|
0.382 |
2,272.4 |
|
LOW |
2,263.5 |
|
0.618 |
2,249.2 |
|
1.000 |
2,240.3 |
|
1.618 |
2,226.0 |
|
2.618 |
2,202.8 |
|
4.250 |
2,164.9 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.1 |
2,261.7 |
| PP |
2,272.9 |
2,254.7 |
| S1 |
2,270.8 |
2,247.8 |
|