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 |
13,637.50 |
13,652.50 |
15.00 |
0.1% |
13,372.75 |
High |
13,726.25 |
13,716.00 |
-10.25 |
-0.1% |
13,556.25 |
Low |
13,597.50 |
13,647.00 |
49.50 |
0.4% |
12,944.50 |
Close |
13,645.25 |
13,688.75 |
43.50 |
0.3% |
13,394.00 |
Range |
128.75 |
69.00 |
-59.75 |
-46.4% |
611.75 |
ATR |
258.59 |
245.17 |
-13.42 |
-5.2% |
0.00 |
Volume |
1,319 |
755 |
-564 |
-42.8% |
5,533 |
|
Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,891.00 |
13,858.75 |
13,726.75 |
|
R3 |
13,822.00 |
13,789.75 |
13,707.75 |
|
R2 |
13,753.00 |
13,753.00 |
13,701.50 |
|
R1 |
13,720.75 |
13,720.75 |
13,695.00 |
13,737.00 |
PP |
13,684.00 |
13,684.00 |
13,684.00 |
13,692.00 |
S1 |
13,651.75 |
13,651.75 |
13,682.50 |
13,668.00 |
S2 |
13,615.00 |
13,615.00 |
13,676.00 |
|
S3 |
13,546.00 |
13,582.75 |
13,669.75 |
|
S4 |
13,477.00 |
13,513.75 |
13,650.75 |
|
|
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 |
13,726.25 |
13,140.00 |
586.25 |
4.3% |
212.50 |
1.6% |
94% |
False |
False |
993 |
10 |
13,726.25 |
12,906.00 |
820.25 |
6.0% |
251.75 |
1.8% |
95% |
False |
False |
1,116 |
20 |
14,050.25 |
12,906.00 |
1,144.25 |
8.4% |
262.50 |
1.9% |
68% |
False |
False |
1,192 |
40 |
14,050.25 |
12,848.25 |
1,202.00 |
8.8% |
228.25 |
1.7% |
70% |
False |
False |
861 |
60 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
263.50 |
1.9% |
81% |
False |
False |
673 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
258.00 |
1.9% |
81% |
False |
False |
507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,009.25 |
2.618 |
13,896.75 |
1.618 |
13,827.75 |
1.000 |
13,785.00 |
0.618 |
13,758.75 |
HIGH |
13,716.00 |
0.618 |
13,689.75 |
0.500 |
13,681.50 |
0.382 |
13,673.25 |
LOW |
13,647.00 |
0.618 |
13,604.25 |
1.000 |
13,578.00 |
1.618 |
13,535.25 |
2.618 |
13,466.25 |
4.250 |
13,353.75 |
|
|
Fisher Pivots for day following 26-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,686.25 |
13,638.25 |
PP |
13,684.00 |
13,588.00 |
S1 |
13,681.50 |
13,537.50 |
|