Trading Metrics calculated at close of trading on 24-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,142.75 |
4,142.00 |
-0.75 |
0.0% |
4,162.00 |
High |
4,174.25 |
4,196.00 |
21.75 |
0.5% |
4,174.25 |
Low |
4,137.50 |
4,133.50 |
-4.00 |
-0.1% |
4,046.00 |
Close |
4,141.75 |
4,184.00 |
42.25 |
1.0% |
4,141.75 |
Range |
36.75 |
62.50 |
25.75 |
70.1% |
128.25 |
ATR |
56.10 |
56.56 |
0.46 |
0.8% |
0.00 |
Volume |
5,604 |
3,941 |
-1,663 |
-29.7% |
21,290 |
|
Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,358.75 |
4,333.75 |
4,218.50 |
|
R3 |
4,296.25 |
4,271.25 |
4,201.25 |
|
R2 |
4,233.75 |
4,233.75 |
4,195.50 |
|
R1 |
4,208.75 |
4,208.75 |
4,189.75 |
4,221.25 |
PP |
4,171.25 |
4,171.25 |
4,171.25 |
4,177.50 |
S1 |
4,146.25 |
4,146.25 |
4,178.25 |
4,158.75 |
S2 |
4,108.75 |
4,108.75 |
4,172.50 |
|
S3 |
4,046.25 |
4,083.75 |
4,166.75 |
|
S4 |
3,983.75 |
4,021.25 |
4,149.50 |
|
|
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 |
4,196.00 |
4,046.00 |
150.00 |
3.6% |
63.25 |
1.5% |
92% |
True |
False |
4,443 |
10 |
4,196.00 |
4,020.00 |
176.00 |
4.2% |
70.50 |
1.7% |
93% |
True |
False |
4,968 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
55.00 |
1.3% |
79% |
False |
False |
4,036 |
40 |
4,228.25 |
3,919.25 |
309.00 |
7.4% |
46.50 |
1.1% |
86% |
False |
False |
2,538 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.6% |
53.00 |
1.3% |
92% |
False |
False |
1,883 |
80 |
4,228.25 |
3,639.25 |
589.00 |
14.1% |
53.75 |
1.3% |
92% |
False |
False |
1,438 |
100 |
4,228.25 |
3,637.25 |
591.00 |
14.1% |
53.75 |
1.3% |
93% |
False |
False |
1,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,461.50 |
2.618 |
4,359.50 |
1.618 |
4,297.00 |
1.000 |
4,258.50 |
0.618 |
4,234.50 |
HIGH |
4,196.00 |
0.618 |
4,172.00 |
0.500 |
4,164.75 |
0.382 |
4,157.50 |
LOW |
4,133.50 |
0.618 |
4,095.00 |
1.000 |
4,071.00 |
1.618 |
4,032.50 |
2.618 |
3,970.00 |
4.250 |
3,868.00 |
|
|
Fisher Pivots for day following 24-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,177.50 |
4,167.75 |
PP |
4,171.25 |
4,151.75 |
S1 |
4,164.75 |
4,135.50 |
|