| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,880.4 |
1,885.6 |
5.2 |
0.3% |
1,843.5 |
| High |
1,892.3 |
1,890.0 |
-2.3 |
-0.1% |
1,893.2 |
| Low |
1,872.5 |
1,877.9 |
5.4 |
0.3% |
1,843.1 |
| Close |
1,878.9 |
1,886.7 |
7.8 |
0.4% |
1,878.9 |
| Range |
19.8 |
12.1 |
-7.7 |
-38.9% |
50.1 |
| ATR |
24.3 |
23.4 |
-0.9 |
-3.6% |
0.0 |
| Volume |
53,035 |
55,835 |
2,800 |
5.3% |
248,412 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,921.2 |
1,916.0 |
1,893.4 |
|
| R3 |
1,909.1 |
1,903.9 |
1,890.0 |
|
| R2 |
1,897.0 |
1,897.0 |
1,888.9 |
|
| R1 |
1,891.8 |
1,891.8 |
1,887.8 |
1,894.4 |
| PP |
1,884.9 |
1,884.9 |
1,884.9 |
1,886.2 |
| S1 |
1,879.7 |
1,879.7 |
1,885.6 |
1,882.3 |
| S2 |
1,872.8 |
1,872.8 |
1,884.5 |
|
| S3 |
1,860.7 |
1,867.6 |
1,883.4 |
|
| S4 |
1,848.6 |
1,855.5 |
1,880.0 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.0 |
2,000.6 |
1,906.5 |
|
| R3 |
1,971.9 |
1,950.5 |
1,892.7 |
|
| R2 |
1,921.8 |
1,921.8 |
1,888.1 |
|
| R1 |
1,900.4 |
1,900.4 |
1,883.5 |
1,911.1 |
| PP |
1,871.7 |
1,871.7 |
1,871.7 |
1,877.1 |
| S1 |
1,850.3 |
1,850.3 |
1,874.3 |
1,861.0 |
| S2 |
1,821.6 |
1,821.6 |
1,869.7 |
|
| S3 |
1,771.5 |
1,800.2 |
1,865.1 |
|
| S4 |
1,721.4 |
1,750.1 |
1,851.3 |
|
|
| 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 |
1,854.4 |
38.8 |
2.1% |
20.8 |
1.1% |
83% |
False |
False |
52,426 |
| 10 |
1,893.2 |
1,810.7 |
82.5 |
4.4% |
23.6 |
1.3% |
92% |
False |
False |
49,698 |
| 20 |
1,893.2 |
1,756.8 |
136.4 |
7.2% |
23.8 |
1.3% |
95% |
False |
False |
34,478 |
| 40 |
1,893.2 |
1,679.4 |
213.8 |
11.3% |
23.5 |
1.2% |
97% |
False |
False |
18,784 |
| 60 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
24.0 |
1.3% |
97% |
False |
False |
13,595 |
| 80 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
25.0 |
1.3% |
97% |
False |
False |
10,644 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.5% |
25.8 |
1.4% |
71% |
False |
False |
8,850 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.5% |
25.7 |
1.4% |
71% |
False |
False |
7,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,941.4 |
|
2.618 |
1,921.7 |
|
1.618 |
1,909.6 |
|
1.000 |
1,902.1 |
|
0.618 |
1,897.5 |
|
HIGH |
1,890.0 |
|
0.618 |
1,885.4 |
|
0.500 |
1,884.0 |
|
0.382 |
1,882.5 |
|
LOW |
1,877.9 |
|
0.618 |
1,870.4 |
|
1.000 |
1,865.8 |
|
1.618 |
1,858.3 |
|
2.618 |
1,846.2 |
|
4.250 |
1,826.5 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,885.8 |
1,884.2 |
| PP |
1,884.9 |
1,881.7 |
| S1 |
1,884.0 |
1,879.2 |
|