| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,872.2 |
1,872.2 |
0.0 |
0.0% |
1,836.1 |
| High |
1,893.2 |
1,887.2 |
-6.0 |
-0.3% |
1,849.0 |
| Low |
1,854.4 |
1,866.1 |
11.7 |
0.6% |
1,810.7 |
| Close |
1,883.4 |
1,883.9 |
0.5 |
0.0% |
1,840.0 |
| Range |
38.8 |
21.1 |
-17.7 |
-45.6% |
38.3 |
| ATR |
24.9 |
24.7 |
-0.3 |
-1.1% |
0.0 |
| Volume |
58,808 |
44,907 |
-13,901 |
-23.6% |
257,700 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.4 |
1,934.2 |
1,895.5 |
|
| R3 |
1,921.3 |
1,913.1 |
1,889.7 |
|
| R2 |
1,900.2 |
1,900.2 |
1,887.8 |
|
| R1 |
1,892.0 |
1,892.0 |
1,885.8 |
1,896.1 |
| PP |
1,879.1 |
1,879.1 |
1,879.1 |
1,881.1 |
| S1 |
1,870.9 |
1,870.9 |
1,882.0 |
1,875.0 |
| S2 |
1,858.0 |
1,858.0 |
1,880.0 |
|
| S3 |
1,836.9 |
1,849.8 |
1,878.1 |
|
| S4 |
1,815.8 |
1,828.7 |
1,872.3 |
|
|
| 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 |
1,821.3 |
71.9 |
3.8% |
25.6 |
1.4% |
87% |
False |
False |
43,903 |
| 10 |
1,893.2 |
1,810.7 |
82.5 |
4.4% |
25.0 |
1.3% |
89% |
False |
False |
47,951 |
| 20 |
1,893.2 |
1,756.8 |
136.4 |
7.2% |
24.2 |
1.3% |
93% |
False |
False |
29,477 |
| 40 |
1,893.2 |
1,679.4 |
213.8 |
11.3% |
23.7 |
1.3% |
96% |
False |
False |
16,221 |
| 60 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
25.0 |
1.3% |
96% |
False |
False |
11,898 |
| 80 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
25.2 |
1.3% |
96% |
False |
False |
9,309 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
25.9 |
1.4% |
70% |
False |
False |
7,770 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
26.0 |
1.4% |
70% |
False |
False |
6,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.9 |
|
2.618 |
1,942.4 |
|
1.618 |
1,921.3 |
|
1.000 |
1,908.3 |
|
0.618 |
1,900.2 |
|
HIGH |
1,887.2 |
|
0.618 |
1,879.1 |
|
0.500 |
1,876.7 |
|
0.382 |
1,874.2 |
|
LOW |
1,866.1 |
|
0.618 |
1,853.1 |
|
1.000 |
1,845.0 |
|
1.618 |
1,832.0 |
|
2.618 |
1,810.9 |
|
4.250 |
1,776.4 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,881.5 |
1,880.5 |
| PP |
1,879.1 |
1,877.2 |
| S1 |
1,876.7 |
1,873.8 |
|