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 |
13,485.00 |
13,360.50 |
-124.50 |
-0.9% |
13,372.75 |
High |
13,556.25 |
13,673.50 |
117.25 |
0.9% |
13,556.25 |
Low |
13,386.75 |
13,348.75 |
-38.00 |
-0.3% |
12,944.50 |
Close |
13,394.00 |
13,623.75 |
229.75 |
1.7% |
13,394.00 |
Range |
169.50 |
324.75 |
155.25 |
91.6% |
611.75 |
ATR |
264.26 |
268.58 |
4.32 |
1.6% |
0.00 |
Volume |
799 |
1,025 |
226 |
28.3% |
5,533 |
|
Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,523.00 |
14,398.00 |
13,802.25 |
|
R3 |
14,198.25 |
14,073.25 |
13,713.00 |
|
R2 |
13,873.50 |
13,873.50 |
13,683.25 |
|
R1 |
13,748.50 |
13,748.50 |
13,653.50 |
13,811.00 |
PP |
13,548.75 |
13,548.75 |
13,548.75 |
13,580.00 |
S1 |
13,423.75 |
13,423.75 |
13,594.00 |
13,486.25 |
S2 |
13,224.00 |
13,224.00 |
13,564.25 |
|
S3 |
12,899.25 |
13,099.00 |
13,534.50 |
|
S4 |
12,574.50 |
12,774.25 |
13,445.25 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,133.50 |
14,875.50 |
13,730.50 |
|
R3 |
14,521.75 |
14,263.75 |
13,562.25 |
|
R2 |
13,910.00 |
13,910.00 |
13,506.25 |
|
R1 |
13,652.00 |
13,652.00 |
13,450.00 |
13,781.00 |
PP |
13,298.25 |
13,298.25 |
13,298.25 |
13,362.75 |
S1 |
13,040.25 |
13,040.25 |
13,338.00 |
13,169.25 |
S2 |
12,686.50 |
12,686.50 |
13,281.75 |
|
S3 |
12,074.75 |
12,428.50 |
13,225.75 |
|
S4 |
11,463.00 |
11,816.75 |
13,057.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,673.50 |
12,944.50 |
729.00 |
5.4% |
280.00 |
2.1% |
93% |
True |
False |
1,111 |
10 |
13,673.50 |
12,906.00 |
767.50 |
5.6% |
301.25 |
2.2% |
94% |
True |
False |
1,331 |
20 |
14,050.25 |
12,906.00 |
1,144.25 |
8.4% |
264.75 |
1.9% |
63% |
False |
False |
1,141 |
40 |
14,050.25 |
12,769.00 |
1,281.25 |
9.4% |
233.25 |
1.7% |
67% |
False |
False |
829 |
60 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
268.25 |
2.0% |
77% |
False |
False |
639 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
264.25 |
1.9% |
77% |
False |
False |
481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,053.75 |
2.618 |
14,523.75 |
1.618 |
14,199.00 |
1.000 |
13,998.25 |
0.618 |
13,874.25 |
HIGH |
13,673.50 |
0.618 |
13,549.50 |
0.500 |
13,511.00 |
0.382 |
13,472.75 |
LOW |
13,348.75 |
0.618 |
13,148.00 |
1.000 |
13,024.00 |
1.618 |
12,823.25 |
2.618 |
12,498.50 |
4.250 |
11,968.50 |
|
|
Fisher Pivots for day following 24-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,586.25 |
13,551.50 |
PP |
13,548.75 |
13,479.00 |
S1 |
13,511.00 |
13,406.75 |
|