| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,885.6 |
1,883.4 |
-2.2 |
-0.1% |
1,843.5 |
| High |
1,890.0 |
1,903.7 |
13.7 |
0.7% |
1,893.2 |
| Low |
1,877.9 |
1,875.4 |
-2.5 |
-0.1% |
1,843.1 |
| Close |
1,886.7 |
1,900.5 |
13.8 |
0.7% |
1,878.9 |
| Range |
12.1 |
28.3 |
16.2 |
133.9% |
50.1 |
| ATR |
23.4 |
23.8 |
0.3 |
1.5% |
0.0 |
| Volume |
55,835 |
176,601 |
120,766 |
216.3% |
248,412 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,978.1 |
1,967.6 |
1,916.1 |
|
| R3 |
1,949.8 |
1,939.3 |
1,908.3 |
|
| R2 |
1,921.5 |
1,921.5 |
1,905.7 |
|
| R1 |
1,911.0 |
1,911.0 |
1,903.1 |
1,916.3 |
| PP |
1,893.2 |
1,893.2 |
1,893.2 |
1,895.8 |
| S1 |
1,882.7 |
1,882.7 |
1,897.9 |
1,888.0 |
| S2 |
1,864.9 |
1,864.9 |
1,895.3 |
|
| S3 |
1,836.6 |
1,854.4 |
1,892.7 |
|
| S4 |
1,808.3 |
1,826.1 |
1,884.9 |
|
|
| 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 |
1,903.7 |
1,854.4 |
49.3 |
2.6% |
24.0 |
1.3% |
94% |
True |
False |
77,837 |
| 10 |
1,903.7 |
1,810.7 |
93.0 |
4.9% |
24.0 |
1.3% |
97% |
True |
False |
60,195 |
| 20 |
1,903.7 |
1,756.8 |
146.9 |
7.7% |
24.6 |
1.3% |
98% |
True |
False |
42,919 |
| 40 |
1,903.7 |
1,679.4 |
224.3 |
11.8% |
23.5 |
1.2% |
99% |
True |
False |
23,098 |
| 60 |
1,903.7 |
1,678.4 |
225.3 |
11.9% |
23.8 |
1.3% |
99% |
True |
False |
16,508 |
| 80 |
1,903.7 |
1,678.4 |
225.3 |
11.9% |
24.9 |
1.3% |
99% |
True |
False |
12,827 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.9 |
1.4% |
76% |
False |
False |
10,609 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.6 |
1.3% |
76% |
False |
False |
9,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,024.0 |
|
2.618 |
1,977.8 |
|
1.618 |
1,949.5 |
|
1.000 |
1,932.0 |
|
0.618 |
1,921.2 |
|
HIGH |
1,903.7 |
|
0.618 |
1,892.9 |
|
0.500 |
1,889.6 |
|
0.382 |
1,886.2 |
|
LOW |
1,875.4 |
|
0.618 |
1,857.9 |
|
1.000 |
1,847.1 |
|
1.618 |
1,829.6 |
|
2.618 |
1,801.3 |
|
4.250 |
1,755.1 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,896.9 |
1,896.4 |
| PP |
1,893.2 |
1,892.2 |
| S1 |
1,889.6 |
1,888.1 |
|