Trading Metrics calculated at close of trading on 18-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,162.00 |
4,148.00 |
-14.00 |
-0.3% |
4,218.00 |
High |
4,168.00 |
4,169.00 |
1.00 |
0.0% |
4,228.25 |
Low |
4,127.25 |
4,102.50 |
-24.75 |
-0.6% |
4,020.00 |
Close |
4,148.00 |
4,113.25 |
-34.75 |
-0.8% |
4,159.00 |
Range |
40.75 |
66.50 |
25.75 |
63.2% |
208.25 |
ATR |
53.75 |
54.66 |
0.91 |
1.7% |
0.00 |
Volume |
3,012 |
3,384 |
372 |
12.4% |
27,196 |
|
Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,327.75 |
4,287.00 |
4,149.75 |
|
R3 |
4,261.25 |
4,220.50 |
4,131.50 |
|
R2 |
4,194.75 |
4,194.75 |
4,125.50 |
|
R1 |
4,154.00 |
4,154.00 |
4,119.25 |
4,141.00 |
PP |
4,128.25 |
4,128.25 |
4,128.25 |
4,121.75 |
S1 |
4,087.50 |
4,087.50 |
4,107.25 |
4,074.50 |
S2 |
4,061.75 |
4,061.75 |
4,101.00 |
|
S3 |
3,995.25 |
4,021.00 |
4,095.00 |
|
S4 |
3,928.75 |
3,954.50 |
4,076.75 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,760.50 |
4,668.00 |
4,273.50 |
|
R3 |
4,552.25 |
4,459.75 |
4,216.25 |
|
R2 |
4,344.00 |
4,344.00 |
4,197.25 |
|
R1 |
4,251.50 |
4,251.50 |
4,178.00 |
4,193.50 |
PP |
4,135.75 |
4,135.75 |
4,135.75 |
4,106.75 |
S1 |
4,043.25 |
4,043.25 |
4,140.00 |
3,985.50 |
S2 |
3,927.50 |
3,927.50 |
4,120.75 |
|
S3 |
3,719.25 |
3,835.00 |
4,101.75 |
|
S4 |
3,511.00 |
3,626.75 |
4,044.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,169.00 |
4,020.00 |
149.00 |
3.6% |
74.75 |
1.8% |
63% |
True |
False |
5,457 |
10 |
4,228.25 |
4,020.00 |
208.25 |
5.1% |
64.50 |
1.6% |
45% |
False |
False |
4,396 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.1% |
51.75 |
1.3% |
45% |
False |
False |
3,376 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.6% |
46.00 |
1.1% |
71% |
False |
False |
2,200 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.8% |
54.75 |
1.3% |
78% |
False |
False |
1,575 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.3% |
55.25 |
1.3% |
80% |
False |
False |
1,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,451.50 |
2.618 |
4,343.00 |
1.618 |
4,276.50 |
1.000 |
4,235.50 |
0.618 |
4,210.00 |
HIGH |
4,169.00 |
0.618 |
4,143.50 |
0.500 |
4,135.75 |
0.382 |
4,128.00 |
LOW |
4,102.50 |
0.618 |
4,061.50 |
1.000 |
4,036.00 |
1.618 |
3,995.00 |
2.618 |
3,928.50 |
4.250 |
3,820.00 |
|
|
Fisher Pivots for day following 18-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,135.75 |
4,132.50 |
PP |
4,128.25 |
4,126.00 |
S1 |
4,120.75 |
4,119.75 |
|