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 |
13,652.50 |
13,695.75 |
43.25 |
0.3% |
13,372.75 |
High |
13,716.00 |
13,708.00 |
-8.00 |
-0.1% |
13,556.25 |
Low |
13,647.00 |
13,610.50 |
-36.50 |
-0.3% |
12,944.50 |
Close |
13,688.75 |
13,654.50 |
-34.25 |
-0.3% |
13,394.00 |
Range |
69.00 |
97.50 |
28.50 |
41.3% |
611.75 |
ATR |
245.17 |
234.62 |
-10.55 |
-4.3% |
0.00 |
Volume |
755 |
754 |
-1 |
-0.1% |
5,533 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,950.25 |
13,899.75 |
13,708.00 |
|
R3 |
13,852.75 |
13,802.25 |
13,681.25 |
|
R2 |
13,755.25 |
13,755.25 |
13,672.50 |
|
R1 |
13,704.75 |
13,704.75 |
13,663.50 |
13,681.25 |
PP |
13,657.75 |
13,657.75 |
13,657.75 |
13,646.00 |
S1 |
13,607.25 |
13,607.25 |
13,645.50 |
13,583.75 |
S2 |
13,560.25 |
13,560.25 |
13,636.50 |
|
S3 |
13,462.75 |
13,509.75 |
13,627.75 |
|
S4 |
13,365.25 |
13,412.25 |
13,601.00 |
|
|
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 |
13,348.75 |
377.50 |
2.8% |
158.00 |
1.2% |
81% |
False |
False |
930 |
10 |
13,726.25 |
12,944.50 |
781.75 |
5.7% |
231.00 |
1.7% |
91% |
False |
False |
1,021 |
20 |
13,943.50 |
12,906.00 |
1,037.50 |
7.6% |
255.25 |
1.9% |
72% |
False |
False |
1,189 |
40 |
14,050.25 |
12,906.00 |
1,144.25 |
8.4% |
223.50 |
1.6% |
65% |
False |
False |
868 |
60 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
256.75 |
1.9% |
79% |
False |
False |
685 |
80 |
14,050.25 |
12,195.25 |
1,855.00 |
13.6% |
257.00 |
1.9% |
79% |
False |
False |
517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,122.50 |
2.618 |
13,963.25 |
1.618 |
13,865.75 |
1.000 |
13,805.50 |
0.618 |
13,768.25 |
HIGH |
13,708.00 |
0.618 |
13,670.75 |
0.500 |
13,659.25 |
0.382 |
13,647.75 |
LOW |
13,610.50 |
0.618 |
13,550.25 |
1.000 |
13,513.00 |
1.618 |
13,452.75 |
2.618 |
13,355.25 |
4.250 |
13,196.00 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,659.25 |
13,662.00 |
PP |
13,657.75 |
13,659.50 |
S1 |
13,656.00 |
13,657.00 |
|