| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,850.0 |
1,873.3 |
23.3 |
1.3% |
1,841.3 |
| High |
1,874.7 |
1,881.6 |
6.9 |
0.4% |
1,852.4 |
| Low |
1,850.0 |
1,870.0 |
20.0 |
1.1% |
1,815.6 |
| Close |
1,873.3 |
1,873.9 |
0.6 |
0.0% |
1,843.9 |
| Range |
24.7 |
11.6 |
-13.1 |
-53.0% |
36.8 |
| ATR |
24.0 |
23.1 |
-0.9 |
-3.7% |
0.0 |
| Volume |
6,294 |
3,521 |
-2,773 |
-44.1% |
26,608 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,910.0 |
1,903.5 |
1,880.3 |
|
| R3 |
1,898.4 |
1,891.9 |
1,877.1 |
|
| R2 |
1,886.8 |
1,886.8 |
1,876.0 |
|
| R1 |
1,880.3 |
1,880.3 |
1,875.0 |
1,883.6 |
| PP |
1,875.2 |
1,875.2 |
1,875.2 |
1,876.8 |
| S1 |
1,868.7 |
1,868.7 |
1,872.8 |
1,872.0 |
| S2 |
1,863.6 |
1,863.6 |
1,871.8 |
|
| S3 |
1,852.0 |
1,857.1 |
1,870.7 |
|
| S4 |
1,840.4 |
1,845.5 |
1,867.5 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,947.7 |
1,932.6 |
1,864.1 |
|
| R3 |
1,910.9 |
1,895.8 |
1,854.0 |
|
| R2 |
1,874.1 |
1,874.1 |
1,850.6 |
|
| R1 |
1,859.0 |
1,859.0 |
1,847.3 |
1,866.6 |
| PP |
1,837.3 |
1,837.3 |
1,837.3 |
1,841.1 |
| S1 |
1,822.2 |
1,822.2 |
1,840.5 |
1,829.8 |
| S2 |
1,800.5 |
1,800.5 |
1,837.2 |
|
| S3 |
1,763.7 |
1,785.4 |
1,833.8 |
|
| S4 |
1,726.9 |
1,748.6 |
1,823.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,881.6 |
1,815.6 |
66.0 |
3.5% |
22.6 |
1.2% |
88% |
True |
False |
4,897 |
| 10 |
1,881.6 |
1,776.0 |
105.6 |
5.6% |
23.4 |
1.3% |
93% |
True |
False |
5,272 |
| 20 |
1,881.6 |
1,761.6 |
120.0 |
6.4% |
22.4 |
1.2% |
94% |
True |
False |
3,534 |
| 40 |
1,881.6 |
1,683.0 |
198.6 |
10.6% |
22.2 |
1.2% |
96% |
True |
False |
2,514 |
| 60 |
1,881.6 |
1,683.0 |
198.6 |
10.6% |
24.0 |
1.3% |
96% |
True |
False |
2,092 |
| 80 |
1,885.3 |
1,683.0 |
202.3 |
10.8% |
24.3 |
1.3% |
94% |
False |
False |
1,744 |
| 100 |
1,978.0 |
1,683.0 |
295.0 |
15.7% |
25.0 |
1.3% |
65% |
False |
False |
1,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,930.9 |
|
2.618 |
1,912.0 |
|
1.618 |
1,900.4 |
|
1.000 |
1,893.2 |
|
0.618 |
1,888.8 |
|
HIGH |
1,881.6 |
|
0.618 |
1,877.2 |
|
0.500 |
1,875.8 |
|
0.382 |
1,874.4 |
|
LOW |
1,870.0 |
|
0.618 |
1,862.8 |
|
1.000 |
1,858.4 |
|
1.618 |
1,851.2 |
|
2.618 |
1,839.6 |
|
4.250 |
1,820.7 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,875.8 |
1,867.2 |
| PP |
1,875.2 |
1,860.5 |
| S1 |
1,874.5 |
1,853.9 |
|