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 |
1,869.1 |
1,872.2 |
3.1 |
0.2% |
1,836.1 |
High |
1,877.8 |
1,893.2 |
15.4 |
0.8% |
1,849.0 |
Low |
1,865.6 |
1,854.4 |
-11.2 |
-0.6% |
1,810.7 |
Close |
1,870.1 |
1,883.4 |
13.3 |
0.7% |
1,840.0 |
Range |
12.2 |
38.8 |
26.6 |
218.0% |
38.3 |
ATR |
23.9 |
24.9 |
1.1 |
4.5% |
0.0 |
Volume |
49,548 |
58,808 |
9,260 |
18.7% |
257,700 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.4 |
1,977.2 |
1,904.7 |
|
R3 |
1,954.6 |
1,938.4 |
1,894.1 |
|
R2 |
1,915.8 |
1,915.8 |
1,890.5 |
|
R1 |
1,899.6 |
1,899.6 |
1,887.0 |
1,907.7 |
PP |
1,877.0 |
1,877.0 |
1,877.0 |
1,881.1 |
S1 |
1,860.8 |
1,860.8 |
1,879.8 |
1,868.9 |
S2 |
1,838.2 |
1,838.2 |
1,876.3 |
|
S3 |
1,799.4 |
1,822.0 |
1,872.7 |
|
S4 |
1,760.6 |
1,783.2 |
1,862.1 |
|
|
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 |
1,893.2 |
1,810.7 |
82.5 |
4.4% |
25.4 |
1.3% |
88% |
True |
False |
43,282 |
10 |
1,893.2 |
1,784.1 |
109.1 |
5.8% |
26.6 |
1.4% |
91% |
True |
False |
45,770 |
20 |
1,893.2 |
1,756.8 |
136.4 |
7.2% |
24.2 |
1.3% |
93% |
True |
False |
27,338 |
40 |
1,893.2 |
1,679.4 |
213.8 |
11.4% |
23.5 |
1.2% |
95% |
True |
False |
15,197 |
60 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
25.1 |
1.3% |
95% |
True |
False |
11,165 |
80 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
25.1 |
1.3% |
95% |
True |
False |
8,769 |
100 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
25.8 |
1.4% |
70% |
False |
False |
7,323 |
120 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
25.9 |
1.4% |
70% |
False |
False |
6,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.1 |
2.618 |
1,994.8 |
1.618 |
1,956.0 |
1.000 |
1,932.0 |
0.618 |
1,917.2 |
HIGH |
1,893.2 |
0.618 |
1,878.4 |
0.500 |
1,873.8 |
0.382 |
1,869.2 |
LOW |
1,854.4 |
0.618 |
1,830.4 |
1.000 |
1,815.6 |
1.618 |
1,791.6 |
2.618 |
1,752.8 |
4.250 |
1,689.5 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,880.2 |
1,878.3 |
PP |
1,877.0 |
1,873.2 |
S1 |
1,873.8 |
1,868.2 |
|