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 |
34,295 |
34,556 |
261 |
0.8% |
34,150 |
High |
34,577 |
34,639 |
62 |
0.2% |
34,639 |
Low |
34,170 |
34,495 |
325 |
1.0% |
34,101 |
Close |
34,437 |
34,513 |
76 |
0.2% |
34,513 |
Range |
407 |
144 |
-263 |
-64.6% |
538 |
ATR |
408 |
393 |
-15 |
-3.6% |
0 |
Volume |
142,115 |
111,041 |
-31,074 |
-21.9% |
576,540 |
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,981 |
34,891 |
34,592 |
|
R3 |
34,837 |
34,747 |
34,553 |
|
R2 |
34,693 |
34,693 |
34,540 |
|
R1 |
34,603 |
34,603 |
34,526 |
34,576 |
PP |
34,549 |
34,549 |
34,549 |
34,536 |
S1 |
34,459 |
34,459 |
34,500 |
34,432 |
S2 |
34,405 |
34,405 |
34,487 |
|
S3 |
34,261 |
34,315 |
34,474 |
|
S4 |
34,117 |
34,171 |
34,434 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,032 |
35,810 |
34,809 |
|
R3 |
35,494 |
35,272 |
34,661 |
|
R2 |
34,956 |
34,956 |
34,612 |
|
R1 |
34,734 |
34,734 |
34,562 |
34,845 |
PP |
34,418 |
34,418 |
34,418 |
34,473 |
S1 |
34,196 |
34,196 |
34,464 |
34,307 |
S2 |
33,880 |
33,880 |
34,414 |
|
S3 |
33,342 |
33,658 |
34,365 |
|
S4 |
32,804 |
33,120 |
34,217 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,639 |
34,101 |
538 |
1.6% |
265 |
0.8% |
77% |
True |
False |
115,308 |
10 |
34,639 |
33,402 |
1,237 |
3.6% |
368 |
1.1% |
90% |
True |
False |
140,268 |
20 |
35,000 |
33,200 |
1,800 |
5.2% |
433 |
1.3% |
73% |
False |
False |
171,643 |
40 |
35,000 |
33,157 |
1,843 |
5.3% |
360 |
1.0% |
74% |
False |
False |
155,052 |
60 |
35,000 |
30,533 |
4,467 |
12.9% |
383 |
1.1% |
89% |
False |
False |
148,831 |
80 |
35,000 |
30,409 |
4,591 |
13.3% |
391 |
1.1% |
89% |
False |
False |
111,763 |
100 |
35,000 |
29,447 |
5,553 |
16.1% |
404 |
1.2% |
91% |
False |
False |
89,438 |
120 |
35,000 |
29,198 |
5,802 |
16.8% |
392 |
1.1% |
92% |
False |
False |
74,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,251 |
2.618 |
35,016 |
1.618 |
34,872 |
1.000 |
34,783 |
0.618 |
34,728 |
HIGH |
34,639 |
0.618 |
34,584 |
0.500 |
34,567 |
0.382 |
34,550 |
LOW |
34,495 |
0.618 |
34,406 |
1.000 |
34,351 |
1.618 |
34,262 |
2.618 |
34,118 |
4.250 |
33,883 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
34,567 |
34,477 |
PP |
34,549 |
34,441 |
S1 |
34,531 |
34,405 |
|