Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,105.50 |
4,100.50 |
-5.00 |
-0.1% |
4,218.00 |
High |
4,112.50 |
4,159.00 |
46.50 |
1.1% |
4,228.25 |
Low |
4,046.00 |
4,075.00 |
29.00 |
0.7% |
4,020.00 |
Close |
4,101.75 |
4,144.25 |
42.50 |
1.0% |
4,159.00 |
Range |
66.50 |
84.00 |
17.50 |
26.3% |
208.25 |
ATR |
55.56 |
57.59 |
2.03 |
3.7% |
0.00 |
Volume |
4,941 |
4,349 |
-592 |
-12.0% |
27,196 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,378.00 |
4,345.25 |
4,190.50 |
|
R3 |
4,294.00 |
4,261.25 |
4,167.25 |
|
R2 |
4,210.00 |
4,210.00 |
4,159.75 |
|
R1 |
4,177.25 |
4,177.25 |
4,152.00 |
4,193.50 |
PP |
4,126.00 |
4,126.00 |
4,126.00 |
4,134.25 |
S1 |
4,093.25 |
4,093.25 |
4,136.50 |
4,109.50 |
S2 |
4,042.00 |
4,042.00 |
4,128.75 |
|
S3 |
3,958.00 |
4,009.25 |
4,121.25 |
|
S4 |
3,874.00 |
3,925.25 |
4,098.00 |
|
|
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 |
4,046.00 |
123.00 |
3.0% |
66.00 |
1.6% |
80% |
False |
False |
3,955 |
10 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
71.25 |
1.7% |
60% |
False |
False |
4,542 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
54.00 |
1.3% |
60% |
False |
False |
3,722 |
40 |
4,228.25 |
3,833.75 |
394.50 |
9.5% |
47.25 |
1.1% |
79% |
False |
False |
2,385 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.7% |
54.50 |
1.3% |
84% |
False |
False |
1,728 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.2% |
55.75 |
1.3% |
86% |
False |
False |
1,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,516.00 |
2.618 |
4,379.00 |
1.618 |
4,295.00 |
1.000 |
4,243.00 |
0.618 |
4,211.00 |
HIGH |
4,159.00 |
0.618 |
4,127.00 |
0.500 |
4,117.00 |
0.382 |
4,107.00 |
LOW |
4,075.00 |
0.618 |
4,023.00 |
1.000 |
3,991.00 |
1.618 |
3,939.00 |
2.618 |
3,855.00 |
4.250 |
3,718.00 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,135.25 |
4,132.00 |
PP |
4,126.00 |
4,119.75 |
S1 |
4,117.00 |
4,107.50 |
|