| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,873.3 |
1,876.9 |
3.6 |
0.2% |
1,841.3 |
| High |
1,881.6 |
1,896.0 |
14.4 |
0.8% |
1,852.4 |
| Low |
1,870.0 |
1,858.3 |
-11.7 |
-0.6% |
1,815.6 |
| Close |
1,873.9 |
1,887.4 |
13.5 |
0.7% |
1,843.9 |
| Range |
11.6 |
37.7 |
26.1 |
225.0% |
36.8 |
| ATR |
23.1 |
24.2 |
1.0 |
4.5% |
0.0 |
| Volume |
3,521 |
6,258 |
2,737 |
77.7% |
26,608 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.7 |
1,978.2 |
1,908.1 |
|
| R3 |
1,956.0 |
1,940.5 |
1,897.8 |
|
| R2 |
1,918.3 |
1,918.3 |
1,894.3 |
|
| R1 |
1,902.8 |
1,902.8 |
1,890.9 |
1,910.6 |
| PP |
1,880.6 |
1,880.6 |
1,880.6 |
1,884.4 |
| S1 |
1,865.1 |
1,865.1 |
1,883.9 |
1,872.9 |
| S2 |
1,842.9 |
1,842.9 |
1,880.5 |
|
| S3 |
1,805.2 |
1,827.4 |
1,877.0 |
|
| S4 |
1,767.5 |
1,789.7 |
1,866.7 |
|
|
| 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 |
1,896.0 |
1,815.6 |
80.4 |
4.3% |
23.9 |
1.3% |
89% |
True |
False |
4,816 |
| 10 |
1,896.0 |
1,788.2 |
107.8 |
5.7% |
25.5 |
1.4% |
92% |
True |
False |
5,687 |
| 20 |
1,896.0 |
1,761.6 |
134.4 |
7.1% |
23.3 |
1.2% |
94% |
True |
False |
3,814 |
| 40 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
22.7 |
1.2% |
96% |
True |
False |
2,639 |
| 60 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
24.3 |
1.3% |
96% |
True |
False |
2,190 |
| 80 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
24.6 |
1.3% |
96% |
True |
False |
1,818 |
| 100 |
1,978.0 |
1,683.0 |
295.0 |
15.6% |
25.2 |
1.3% |
69% |
False |
False |
1,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,056.2 |
|
2.618 |
1,994.7 |
|
1.618 |
1,957.0 |
|
1.000 |
1,933.7 |
|
0.618 |
1,919.3 |
|
HIGH |
1,896.0 |
|
0.618 |
1,881.6 |
|
0.500 |
1,877.2 |
|
0.382 |
1,872.7 |
|
LOW |
1,858.3 |
|
0.618 |
1,835.0 |
|
1.000 |
1,820.6 |
|
1.618 |
1,797.3 |
|
2.618 |
1,759.6 |
|
4.250 |
1,698.1 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.0 |
1,882.6 |
| PP |
1,880.6 |
1,877.8 |
| S1 |
1,877.2 |
1,873.0 |
|