| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,883.4 |
1,902.4 |
19.0 |
1.0% |
1,843.5 |
| High |
1,903.7 |
1,915.6 |
11.9 |
0.6% |
1,893.2 |
| Low |
1,875.4 |
1,893.0 |
17.6 |
0.9% |
1,843.1 |
| Close |
1,900.5 |
1,903.8 |
3.3 |
0.2% |
1,878.9 |
| Range |
28.3 |
22.6 |
-5.7 |
-20.1% |
50.1 |
| ATR |
23.8 |
23.7 |
-0.1 |
-0.4% |
0.0 |
| Volume |
176,601 |
178,176 |
1,575 |
0.9% |
248,412 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,971.9 |
1,960.5 |
1,916.2 |
|
| R3 |
1,949.3 |
1,937.9 |
1,910.0 |
|
| R2 |
1,926.7 |
1,926.7 |
1,907.9 |
|
| R1 |
1,915.3 |
1,915.3 |
1,905.9 |
1,921.0 |
| PP |
1,904.1 |
1,904.1 |
1,904.1 |
1,907.0 |
| S1 |
1,892.7 |
1,892.7 |
1,901.7 |
1,898.4 |
| S2 |
1,881.5 |
1,881.5 |
1,899.7 |
|
| S3 |
1,858.9 |
1,870.1 |
1,897.6 |
|
| S4 |
1,836.3 |
1,847.5 |
1,891.4 |
|
|
| 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 |
1,915.6 |
1,866.1 |
49.5 |
2.6% |
20.8 |
1.1% |
76% |
True |
False |
101,710 |
| 10 |
1,915.6 |
1,810.7 |
104.9 |
5.5% |
23.1 |
1.2% |
89% |
True |
False |
72,496 |
| 20 |
1,915.6 |
1,756.8 |
158.8 |
8.3% |
24.7 |
1.3% |
93% |
True |
False |
51,528 |
| 40 |
1,915.6 |
1,679.4 |
236.2 |
12.4% |
23.2 |
1.2% |
95% |
True |
False |
27,484 |
| 60 |
1,915.6 |
1,678.4 |
237.2 |
12.5% |
23.6 |
1.2% |
95% |
True |
False |
19,413 |
| 80 |
1,915.6 |
1,678.4 |
237.2 |
12.5% |
25.0 |
1.3% |
95% |
True |
False |
15,011 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
26.0 |
1.4% |
77% |
False |
False |
12,384 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.6 |
1.3% |
77% |
False |
False |
10,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,011.7 |
|
2.618 |
1,974.8 |
|
1.618 |
1,952.2 |
|
1.000 |
1,938.2 |
|
0.618 |
1,929.6 |
|
HIGH |
1,915.6 |
|
0.618 |
1,907.0 |
|
0.500 |
1,904.3 |
|
0.382 |
1,901.6 |
|
LOW |
1,893.0 |
|
0.618 |
1,879.0 |
|
1.000 |
1,870.4 |
|
1.618 |
1,856.4 |
|
2.618 |
1,833.8 |
|
4.250 |
1,797.0 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,904.3 |
1,901.0 |
| PP |
1,904.1 |
1,898.3 |
| S1 |
1,904.0 |
1,895.5 |
|