| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
7,039.5 |
6,976.5 |
-63.0 |
-0.9% |
7,121.0 |
| High |
7,084.5 |
6,993.5 |
-91.0 |
-1.3% |
7,143.5 |
| Low |
6,988.0 |
6,876.5 |
-111.5 |
-1.6% |
6,799.0 |
| Close |
7,026.5 |
6,929.0 |
-97.5 |
-1.4% |
7,024.5 |
| Range |
96.5 |
117.0 |
20.5 |
21.2% |
344.5 |
| ATR |
101.7 |
105.1 |
3.5 |
3.4% |
0.0 |
| Volume |
77,984 |
119,515 |
41,531 |
53.3% |
521,900 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,284.0 |
7,223.5 |
6,993.5 |
|
| R3 |
7,167.0 |
7,106.5 |
6,961.0 |
|
| R2 |
7,050.0 |
7,050.0 |
6,950.5 |
|
| R1 |
6,989.5 |
6,989.5 |
6,939.5 |
6,961.0 |
| PP |
6,933.0 |
6,933.0 |
6,933.0 |
6,919.0 |
| S1 |
6,872.5 |
6,872.5 |
6,918.5 |
6,844.0 |
| S2 |
6,816.0 |
6,816.0 |
6,907.5 |
|
| S3 |
6,699.0 |
6,755.5 |
6,897.0 |
|
| S4 |
6,582.0 |
6,638.5 |
6,864.5 |
|
|
| 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% |
113.0 |
1.6% |
46% |
False |
False |
93,859 |
| 10 |
7,143.5 |
6,799.0 |
344.5 |
5.0% |
111.5 |
1.6% |
38% |
False |
False |
96,013 |
| 20 |
7,143.5 |
6,799.0 |
344.5 |
5.0% |
93.5 |
1.4% |
38% |
False |
False |
87,622 |
| 40 |
7,143.5 |
6,567.5 |
576.0 |
8.3% |
85.0 |
1.2% |
63% |
False |
False |
86,955 |
| 60 |
7,143.5 |
6,380.0 |
763.5 |
11.0% |
86.0 |
1.2% |
72% |
False |
False |
77,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,491.0 |
|
2.618 |
7,300.0 |
|
1.618 |
7,183.0 |
|
1.000 |
7,110.5 |
|
0.618 |
7,066.0 |
|
HIGH |
6,993.5 |
|
0.618 |
6,949.0 |
|
0.500 |
6,935.0 |
|
0.382 |
6,921.0 |
|
LOW |
6,876.5 |
|
0.618 |
6,804.0 |
|
1.000 |
6,759.5 |
|
1.618 |
6,687.0 |
|
2.618 |
6,570.0 |
|
4.250 |
6,379.0 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,935.0 |
6,980.5 |
| PP |
6,933.0 |
6,963.5 |
| S1 |
6,931.0 |
6,946.0 |
|