| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,829.3 |
1,843.5 |
14.2 |
0.8% |
1,836.1 |
| High |
1,849.0 |
1,871.1 |
22.1 |
1.2% |
1,849.0 |
| Low |
1,821.3 |
1,843.1 |
21.8 |
1.2% |
1,810.7 |
| Close |
1,840.0 |
1,869.6 |
29.6 |
1.6% |
1,840.0 |
| Range |
27.7 |
28.0 |
0.3 |
1.1% |
38.3 |
| ATR |
24.3 |
24.8 |
0.5 |
2.0% |
0.0 |
| Volume |
24,141 |
42,114 |
17,973 |
74.5% |
257,700 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,945.3 |
1,935.4 |
1,885.0 |
|
| R3 |
1,917.3 |
1,907.4 |
1,877.3 |
|
| R2 |
1,889.3 |
1,889.3 |
1,874.7 |
|
| R1 |
1,879.4 |
1,879.4 |
1,872.2 |
1,884.4 |
| PP |
1,861.3 |
1,861.3 |
1,861.3 |
1,863.7 |
| S1 |
1,851.4 |
1,851.4 |
1,867.0 |
1,856.4 |
| S2 |
1,833.3 |
1,833.3 |
1,864.5 |
|
| S3 |
1,805.3 |
1,823.4 |
1,861.9 |
|
| S4 |
1,777.3 |
1,795.4 |
1,854.2 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,948.1 |
1,932.4 |
1,861.1 |
|
| R3 |
1,909.8 |
1,894.1 |
1,850.5 |
|
| R2 |
1,871.5 |
1,871.5 |
1,847.0 |
|
| R1 |
1,855.8 |
1,855.8 |
1,843.5 |
1,863.7 |
| PP |
1,833.2 |
1,833.2 |
1,833.2 |
1,837.2 |
| S1 |
1,817.5 |
1,817.5 |
1,836.5 |
1,825.4 |
| S2 |
1,794.9 |
1,794.9 |
1,833.0 |
|
| S3 |
1,756.6 |
1,779.2 |
1,829.5 |
|
| S4 |
1,718.3 |
1,740.9 |
1,818.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,871.1 |
1,810.7 |
60.4 |
3.2% |
26.4 |
1.4% |
98% |
True |
False |
46,969 |
| 10 |
1,871.1 |
1,771.5 |
99.6 |
5.3% |
26.3 |
1.4% |
98% |
True |
False |
37,974 |
| 20 |
1,871.1 |
1,756.8 |
114.3 |
6.1% |
23.5 |
1.3% |
99% |
True |
False |
22,179 |
| 40 |
1,871.1 |
1,679.4 |
191.7 |
10.3% |
23.1 |
1.2% |
99% |
True |
False |
12,641 |
| 60 |
1,871.1 |
1,678.4 |
192.7 |
10.3% |
25.0 |
1.3% |
99% |
True |
False |
9,387 |
| 80 |
1,882.0 |
1,678.4 |
203.6 |
10.9% |
25.0 |
1.3% |
94% |
False |
False |
7,449 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.7% |
25.7 |
1.4% |
65% |
False |
False |
6,251 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.7% |
26.2 |
1.4% |
65% |
False |
False |
5,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,990.1 |
|
2.618 |
1,944.4 |
|
1.618 |
1,916.4 |
|
1.000 |
1,899.1 |
|
0.618 |
1,888.4 |
|
HIGH |
1,871.1 |
|
0.618 |
1,860.4 |
|
0.500 |
1,857.1 |
|
0.382 |
1,853.8 |
|
LOW |
1,843.1 |
|
0.618 |
1,825.8 |
|
1.000 |
1,815.1 |
|
1.618 |
1,797.8 |
|
2.618 |
1,769.8 |
|
4.250 |
1,724.1 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,865.4 |
1,860.0 |
| PP |
1,861.3 |
1,850.5 |
| S1 |
1,857.1 |
1,840.9 |
|