| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,876.9 |
1,876.0 |
-0.9 |
0.0% |
1,841.3 |
| High |
1,896.0 |
1,890.8 |
-5.2 |
-0.3% |
1,852.4 |
| Low |
1,858.3 |
1,870.2 |
11.9 |
0.6% |
1,815.6 |
| Close |
1,887.4 |
1,887.7 |
0.3 |
0.0% |
1,843.9 |
| Range |
37.7 |
20.6 |
-17.1 |
-45.4% |
36.8 |
| ATR |
24.2 |
23.9 |
-0.3 |
-1.1% |
0.0 |
| Volume |
6,258 |
4,247 |
-2,011 |
-32.1% |
26,608 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,944.7 |
1,936.8 |
1,899.0 |
|
| R3 |
1,924.1 |
1,916.2 |
1,893.4 |
|
| R2 |
1,903.5 |
1,903.5 |
1,891.5 |
|
| R1 |
1,895.6 |
1,895.6 |
1,889.6 |
1,899.6 |
| PP |
1,882.9 |
1,882.9 |
1,882.9 |
1,884.9 |
| S1 |
1,875.0 |
1,875.0 |
1,885.8 |
1,879.0 |
| S2 |
1,862.3 |
1,862.3 |
1,883.9 |
|
| S3 |
1,841.7 |
1,854.4 |
1,882.0 |
|
| S4 |
1,821.1 |
1,833.8 |
1,876.4 |
|
|
| 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 |
1,826.1 |
69.9 |
3.7% |
24.2 |
1.3% |
88% |
False |
False |
4,735 |
| 10 |
1,896.0 |
1,815.6 |
80.4 |
4.3% |
24.0 |
1.3% |
90% |
False |
False |
5,230 |
| 20 |
1,896.0 |
1,761.6 |
134.4 |
7.1% |
23.3 |
1.2% |
94% |
False |
False |
3,982 |
| 40 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
22.9 |
1.2% |
96% |
False |
False |
2,715 |
| 60 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
24.2 |
1.3% |
96% |
False |
False |
2,249 |
| 80 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
24.7 |
1.3% |
96% |
False |
False |
1,868 |
| 100 |
1,978.0 |
1,683.0 |
295.0 |
15.6% |
25.3 |
1.3% |
69% |
False |
False |
1,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,978.4 |
|
2.618 |
1,944.7 |
|
1.618 |
1,924.1 |
|
1.000 |
1,911.4 |
|
0.618 |
1,903.5 |
|
HIGH |
1,890.8 |
|
0.618 |
1,882.9 |
|
0.500 |
1,880.5 |
|
0.382 |
1,878.1 |
|
LOW |
1,870.2 |
|
0.618 |
1,857.5 |
|
1.000 |
1,849.6 |
|
1.618 |
1,836.9 |
|
2.618 |
1,816.3 |
|
4.250 |
1,782.7 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,885.3 |
1,884.2 |
| PP |
1,882.9 |
1,880.7 |
| S1 |
1,880.5 |
1,877.2 |
|