Trading Metrics calculated at close of trading on 21-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,100.50 |
4,142.75 |
42.25 |
1.0% |
4,162.00 |
High |
4,159.00 |
4,174.25 |
15.25 |
0.4% |
4,174.25 |
Low |
4,075.00 |
4,137.50 |
62.50 |
1.5% |
4,046.00 |
Close |
4,144.25 |
4,141.75 |
-2.50 |
-0.1% |
4,141.75 |
Range |
84.00 |
36.75 |
-47.25 |
-56.3% |
128.25 |
ATR |
57.59 |
56.10 |
-1.49 |
-2.6% |
0.00 |
Volume |
4,349 |
5,604 |
1,255 |
28.9% |
21,290 |
|
Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,261.50 |
4,238.25 |
4,162.00 |
|
R3 |
4,224.75 |
4,201.50 |
4,151.75 |
|
R2 |
4,188.00 |
4,188.00 |
4,148.50 |
|
R1 |
4,164.75 |
4,164.75 |
4,145.00 |
4,158.00 |
PP |
4,151.25 |
4,151.25 |
4,151.25 |
4,147.75 |
S1 |
4,128.00 |
4,128.00 |
4,138.50 |
4,121.25 |
S2 |
4,114.50 |
4,114.50 |
4,135.00 |
|
S3 |
4,077.75 |
4,091.25 |
4,131.75 |
|
S4 |
4,041.00 |
4,054.50 |
4,121.50 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.50 |
4,451.75 |
4,212.25 |
|
R3 |
4,377.25 |
4,323.50 |
4,177.00 |
|
R2 |
4,249.00 |
4,249.00 |
4,165.25 |
|
R1 |
4,195.25 |
4,195.25 |
4,153.50 |
4,158.00 |
PP |
4,120.75 |
4,120.75 |
4,120.75 |
4,102.00 |
S1 |
4,067.00 |
4,067.00 |
4,130.00 |
4,029.75 |
S2 |
3,992.50 |
3,992.50 |
4,118.25 |
|
S3 |
3,864.25 |
3,938.75 |
4,106.50 |
|
S4 |
3,736.00 |
3,810.50 |
4,071.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,174.25 |
4,046.00 |
128.25 |
3.1% |
59.00 |
1.4% |
75% |
True |
False |
4,258 |
10 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
70.75 |
1.7% |
58% |
False |
False |
4,848 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
53.00 |
1.3% |
58% |
False |
False |
3,888 |
40 |
4,228.25 |
3,890.50 |
337.75 |
8.2% |
46.75 |
1.1% |
74% |
False |
False |
2,469 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.7% |
53.00 |
1.3% |
84% |
False |
False |
1,820 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.2% |
54.50 |
1.3% |
85% |
False |
False |
1,389 |
100 |
4,228.25 |
3,637.25 |
591.00 |
14.3% |
53.50 |
1.3% |
85% |
False |
False |
1,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,330.50 |
2.618 |
4,270.50 |
1.618 |
4,233.75 |
1.000 |
4,211.00 |
0.618 |
4,197.00 |
HIGH |
4,174.25 |
0.618 |
4,160.25 |
0.500 |
4,156.00 |
0.382 |
4,151.50 |
LOW |
4,137.50 |
0.618 |
4,114.75 |
1.000 |
4,100.75 |
1.618 |
4,078.00 |
2.618 |
4,041.25 |
4.250 |
3,981.25 |
|
|
Fisher Pivots for day following 21-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,156.00 |
4,131.25 |
PP |
4,151.25 |
4,120.75 |
S1 |
4,146.50 |
4,110.00 |
|