Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,148.00 |
4,105.50 |
-42.50 |
-1.0% |
4,218.00 |
High |
4,169.00 |
4,112.50 |
-56.50 |
-1.4% |
4,228.25 |
Low |
4,102.50 |
4,046.00 |
-56.50 |
-1.4% |
4,020.00 |
Close |
4,113.25 |
4,101.75 |
-11.50 |
-0.3% |
4,159.00 |
Range |
66.50 |
66.50 |
0.00 |
0.0% |
208.25 |
ATR |
54.66 |
55.56 |
0.90 |
1.6% |
0.00 |
Volume |
3,384 |
4,941 |
1,557 |
46.0% |
27,196 |
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,286.25 |
4,260.50 |
4,138.25 |
|
R3 |
4,219.75 |
4,194.00 |
4,120.00 |
|
R2 |
4,153.25 |
4,153.25 |
4,114.00 |
|
R1 |
4,127.50 |
4,127.50 |
4,107.75 |
4,107.00 |
PP |
4,086.75 |
4,086.75 |
4,086.75 |
4,076.50 |
S1 |
4,061.00 |
4,061.00 |
4,095.75 |
4,040.50 |
S2 |
4,020.25 |
4,020.25 |
4,089.50 |
|
S3 |
3,953.75 |
3,994.50 |
4,083.50 |
|
S4 |
3,887.25 |
3,928.00 |
4,065.25 |
|
|
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% |
68.50 |
1.7% |
55% |
False |
False |
5,474 |
10 |
4,228.25 |
4,020.00 |
208.25 |
5.1% |
68.50 |
1.7% |
39% |
False |
False |
4,626 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.1% |
52.50 |
1.3% |
39% |
False |
False |
3,573 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.6% |
46.50 |
1.1% |
68% |
False |
False |
2,302 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.8% |
54.25 |
1.3% |
76% |
False |
False |
1,657 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.4% |
55.25 |
1.3% |
79% |
False |
False |
1,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,395.00 |
2.618 |
4,286.50 |
1.618 |
4,220.00 |
1.000 |
4,179.00 |
0.618 |
4,153.50 |
HIGH |
4,112.50 |
0.618 |
4,087.00 |
0.500 |
4,079.25 |
0.382 |
4,071.50 |
LOW |
4,046.00 |
0.618 |
4,005.00 |
1.000 |
3,979.50 |
1.618 |
3,938.50 |
2.618 |
3,872.00 |
4.250 |
3,763.50 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,094.25 |
4,107.50 |
PP |
4,086.75 |
4,105.50 |
S1 |
4,079.25 |
4,103.75 |
|