| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,899.3 |
1,899.8 |
0.5 |
0.0% |
1,885.6 |
| High |
1,906.5 |
1,908.8 |
2.3 |
0.1% |
1,915.6 |
| Low |
1,890.8 |
1,884.3 |
-6.5 |
-0.3% |
1,875.4 |
| Close |
1,898.5 |
1,905.3 |
6.8 |
0.4% |
1,905.3 |
| Range |
15.7 |
24.5 |
8.8 |
56.1% |
40.2 |
| ATR |
23.1 |
23.2 |
0.1 |
0.4% |
0.0 |
| Volume |
211,786 |
198,141 |
-13,645 |
-6.4% |
820,539 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.0 |
1,963.6 |
1,918.8 |
|
| R3 |
1,948.5 |
1,939.1 |
1,912.0 |
|
| R2 |
1,924.0 |
1,924.0 |
1,909.8 |
|
| R1 |
1,914.6 |
1,914.6 |
1,907.5 |
1,919.3 |
| PP |
1,899.5 |
1,899.5 |
1,899.5 |
1,901.8 |
| S1 |
1,890.1 |
1,890.1 |
1,903.1 |
1,894.8 |
| S2 |
1,875.0 |
1,875.0 |
1,900.8 |
|
| S3 |
1,850.5 |
1,865.6 |
1,898.6 |
|
| S4 |
1,826.0 |
1,841.1 |
1,891.8 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.4 |
2,002.5 |
1,927.4 |
|
| R3 |
1,979.2 |
1,962.3 |
1,916.4 |
|
| R2 |
1,939.0 |
1,939.0 |
1,912.7 |
|
| R1 |
1,922.1 |
1,922.1 |
1,909.0 |
1,930.6 |
| PP |
1,898.8 |
1,898.8 |
1,898.8 |
1,903.0 |
| S1 |
1,881.9 |
1,881.9 |
1,901.6 |
1,890.4 |
| S2 |
1,858.6 |
1,858.6 |
1,897.9 |
|
| S3 |
1,818.4 |
1,841.7 |
1,894.2 |
|
| S4 |
1,778.2 |
1,801.5 |
1,883.2 |
|
|
| 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 |
1,875.4 |
40.2 |
2.1% |
20.6 |
1.1% |
74% |
False |
False |
164,107 |
| 10 |
1,915.6 |
1,843.1 |
72.5 |
3.8% |
22.3 |
1.2% |
86% |
False |
False |
106,895 |
| 20 |
1,915.6 |
1,768.5 |
147.1 |
7.7% |
24.5 |
1.3% |
93% |
False |
False |
70,725 |
| 40 |
1,915.6 |
1,723.6 |
192.0 |
10.1% |
22.6 |
1.2% |
95% |
False |
False |
37,610 |
| 60 |
1,915.6 |
1,678.4 |
237.2 |
12.4% |
23.1 |
1.2% |
96% |
False |
False |
26,141 |
| 80 |
1,915.6 |
1,678.4 |
237.2 |
12.4% |
24.9 |
1.3% |
96% |
False |
False |
20,105 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.9 |
1.4% |
77% |
False |
False |
16,448 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.4% |
25.6 |
1.3% |
77% |
False |
False |
13,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,012.9 |
|
2.618 |
1,972.9 |
|
1.618 |
1,948.4 |
|
1.000 |
1,933.3 |
|
0.618 |
1,923.9 |
|
HIGH |
1,908.8 |
|
0.618 |
1,899.4 |
|
0.500 |
1,896.6 |
|
0.382 |
1,893.7 |
|
LOW |
1,884.3 |
|
0.618 |
1,869.2 |
|
1.000 |
1,859.8 |
|
1.618 |
1,844.7 |
|
2.618 |
1,820.2 |
|
4.250 |
1,780.2 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,902.4 |
1,903.5 |
| PP |
1,899.5 |
1,901.7 |
| S1 |
1,896.6 |
1,900.0 |
|