| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
7,043.0 |
7,039.5 |
-3.5 |
0.0% |
7,121.0 |
| High |
7,052.0 |
7,084.5 |
32.5 |
0.5% |
7,143.5 |
| Low |
6,964.5 |
6,988.0 |
23.5 |
0.3% |
6,799.0 |
| Close |
7,014.5 |
7,026.5 |
12.0 |
0.2% |
7,024.5 |
| Range |
87.5 |
96.5 |
9.0 |
10.3% |
344.5 |
| ATR |
102.1 |
101.7 |
-0.4 |
-0.4% |
0.0 |
| Volume |
80,420 |
77,984 |
-2,436 |
-3.0% |
521,900 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.5 |
7,271.0 |
7,079.5 |
|
| R3 |
7,226.0 |
7,174.5 |
7,053.0 |
|
| R2 |
7,129.5 |
7,129.5 |
7,044.0 |
|
| R1 |
7,078.0 |
7,078.0 |
7,035.5 |
7,055.5 |
| PP |
7,033.0 |
7,033.0 |
7,033.0 |
7,022.0 |
| S1 |
6,981.5 |
6,981.5 |
7,017.5 |
6,959.0 |
| S2 |
6,936.5 |
6,936.5 |
7,009.0 |
|
| S3 |
6,840.0 |
6,885.0 |
7,000.0 |
|
| S4 |
6,743.5 |
6,788.5 |
6,973.5 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,022.5 |
7,868.0 |
7,214.0 |
|
| R3 |
7,678.0 |
7,523.5 |
7,119.0 |
|
| R2 |
7,333.5 |
7,333.5 |
7,087.5 |
|
| R1 |
7,179.0 |
7,179.0 |
7,056.0 |
7,084.0 |
| PP |
6,989.0 |
6,989.0 |
6,989.0 |
6,941.5 |
| S1 |
6,834.5 |
6,834.5 |
6,993.0 |
6,739.5 |
| S2 |
6,644.5 |
6,644.5 |
6,961.5 |
|
| S3 |
6,300.0 |
6,490.0 |
6,930.0 |
|
| S4 |
5,955.5 |
6,145.5 |
6,835.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,084.5 |
6,799.0 |
285.5 |
4.1% |
116.5 |
1.7% |
80% |
True |
False |
90,606 |
| 10 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
111.0 |
1.6% |
66% |
False |
False |
92,678 |
| 20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
95.5 |
1.4% |
66% |
False |
False |
87,026 |
| 40 |
7,143.5 |
6,567.5 |
576.0 |
8.2% |
84.5 |
1.2% |
80% |
False |
False |
87,731 |
| 60 |
7,143.5 |
6,380.0 |
763.5 |
10.9% |
84.5 |
1.2% |
85% |
False |
False |
75,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,494.5 |
|
2.618 |
7,337.0 |
|
1.618 |
7,240.5 |
|
1.000 |
7,181.0 |
|
0.618 |
7,144.0 |
|
HIGH |
7,084.5 |
|
0.618 |
7,047.5 |
|
0.500 |
7,036.0 |
|
0.382 |
7,025.0 |
|
LOW |
6,988.0 |
|
0.618 |
6,928.5 |
|
1.000 |
6,891.5 |
|
1.618 |
6,832.0 |
|
2.618 |
6,735.5 |
|
4.250 |
6,578.0 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,036.0 |
7,025.0 |
| PP |
7,033.0 |
7,023.0 |
| S1 |
7,030.0 |
7,021.0 |
|