Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
4,178.50 |
4,183.00 |
4.50 |
0.1% |
4,162.00 |
High |
4,194.50 |
4,200.50 |
6.00 |
0.1% |
4,174.25 |
Low |
4,170.75 |
4,168.00 |
-2.75 |
-0.1% |
4,046.00 |
Close |
4,183.00 |
4,189.00 |
6.00 |
0.1% |
4,141.75 |
Range |
23.75 |
32.50 |
8.75 |
36.8% |
128.25 |
ATR |
52.62 |
51.18 |
-1.44 |
-2.7% |
0.00 |
Volume |
5,281 |
7,178 |
1,897 |
35.9% |
21,290 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,283.25 |
4,268.75 |
4,207.00 |
|
R3 |
4,250.75 |
4,236.25 |
4,198.00 |
|
R2 |
4,218.25 |
4,218.25 |
4,195.00 |
|
R1 |
4,203.75 |
4,203.75 |
4,192.00 |
4,211.00 |
PP |
4,185.75 |
4,185.75 |
4,185.75 |
4,189.50 |
S1 |
4,171.25 |
4,171.25 |
4,186.00 |
4,178.50 |
S2 |
4,153.25 |
4,153.25 |
4,183.00 |
|
S3 |
4,120.75 |
4,138.75 |
4,180.00 |
|
S4 |
4,088.25 |
4,106.25 |
4,171.00 |
|
|
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 |
4,202.25 |
4,133.50 |
68.75 |
1.6% |
37.50 |
0.9% |
81% |
False |
False |
5,416 |
10 |
4,202.25 |
4,046.00 |
156.25 |
3.7% |
51.75 |
1.2% |
92% |
False |
False |
4,686 |
20 |
4,228.25 |
4,020.00 |
208.25 |
5.0% |
55.00 |
1.3% |
81% |
False |
False |
4,632 |
40 |
4,228.25 |
3,955.00 |
273.25 |
6.5% |
45.75 |
1.1% |
86% |
False |
False |
2,904 |
60 |
4,228.25 |
3,701.50 |
526.75 |
12.6% |
50.75 |
1.2% |
93% |
False |
False |
2,169 |
80 |
4,228.25 |
3,701.50 |
526.75 |
12.6% |
51.50 |
1.2% |
93% |
False |
False |
1,648 |
100 |
4,228.25 |
3,639.25 |
589.00 |
14.1% |
53.00 |
1.3% |
93% |
False |
False |
1,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,338.50 |
2.618 |
4,285.50 |
1.618 |
4,253.00 |
1.000 |
4,233.00 |
0.618 |
4,220.50 |
HIGH |
4,200.50 |
0.618 |
4,188.00 |
0.500 |
4,184.25 |
0.382 |
4,180.50 |
LOW |
4,168.00 |
0.618 |
4,148.00 |
1.000 |
4,135.50 |
1.618 |
4,115.50 |
2.618 |
4,083.00 |
4.250 |
4,030.00 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
4,187.50 |
4,187.75 |
PP |
4,185.75 |
4,186.50 |
S1 |
4,184.25 |
4,185.00 |
|