Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
1,902.4 |
1,899.3 |
-3.1 |
-0.2% |
1,843.5 |
High |
1,915.6 |
1,906.5 |
-9.1 |
-0.5% |
1,893.2 |
Low |
1,893.0 |
1,890.8 |
-2.2 |
-0.1% |
1,843.1 |
Close |
1,903.8 |
1,898.5 |
-5.3 |
-0.3% |
1,878.9 |
Range |
22.6 |
15.7 |
-6.9 |
-30.5% |
50.1 |
ATR |
23.7 |
23.1 |
-0.6 |
-2.4% |
0.0 |
Volume |
178,176 |
211,786 |
33,610 |
18.9% |
248,412 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.7 |
1,937.8 |
1,907.1 |
|
R3 |
1,930.0 |
1,922.1 |
1,902.8 |
|
R2 |
1,914.3 |
1,914.3 |
1,901.4 |
|
R1 |
1,906.4 |
1,906.4 |
1,899.9 |
1,902.5 |
PP |
1,898.6 |
1,898.6 |
1,898.6 |
1,896.7 |
S1 |
1,890.7 |
1,890.7 |
1,897.1 |
1,886.8 |
S2 |
1,882.9 |
1,882.9 |
1,895.6 |
|
S3 |
1,867.2 |
1,875.0 |
1,894.2 |
|
S4 |
1,851.5 |
1,859.3 |
1,889.9 |
|
|
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 |
1,915.6 |
1,872.5 |
43.1 |
2.3% |
19.7 |
1.0% |
60% |
False |
False |
135,086 |
10 |
1,915.6 |
1,821.3 |
94.3 |
5.0% |
22.6 |
1.2% |
82% |
False |
False |
89,495 |
20 |
1,915.6 |
1,765.6 |
150.0 |
7.9% |
23.8 |
1.3% |
89% |
False |
False |
61,683 |
40 |
1,915.6 |
1,708.8 |
206.8 |
10.9% |
22.6 |
1.2% |
92% |
False |
False |
32,711 |
60 |
1,915.6 |
1,678.4 |
237.2 |
12.5% |
23.2 |
1.2% |
93% |
False |
False |
22,907 |
80 |
1,915.6 |
1,678.4 |
237.2 |
12.5% |
24.8 |
1.3% |
93% |
False |
False |
17,644 |
100 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.8 |
1.4% |
75% |
False |
False |
14,489 |
120 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.6 |
1.3% |
75% |
False |
False |
12,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,973.2 |
2.618 |
1,947.6 |
1.618 |
1,931.9 |
1.000 |
1,922.2 |
0.618 |
1,916.2 |
HIGH |
1,906.5 |
0.618 |
1,900.5 |
0.500 |
1,898.7 |
0.382 |
1,896.8 |
LOW |
1,890.8 |
0.618 |
1,881.1 |
1.000 |
1,875.1 |
1.618 |
1,865.4 |
2.618 |
1,849.7 |
4.250 |
1,824.1 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,898.7 |
1,897.5 |
PP |
1,898.6 |
1,896.5 |
S1 |
1,898.6 |
1,895.5 |
|