| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,876.0 |
1,884.3 |
8.3 |
0.4% |
1,850.0 |
| High |
1,890.8 |
1,895.1 |
4.3 |
0.2% |
1,896.0 |
| Low |
1,870.2 |
1,876.4 |
6.2 |
0.3% |
1,850.0 |
| Close |
1,887.7 |
1,882.5 |
-5.2 |
-0.3% |
1,882.5 |
| Range |
20.6 |
18.7 |
-1.9 |
-9.2% |
46.0 |
| ATR |
23.9 |
23.5 |
-0.4 |
-1.6% |
0.0 |
| Volume |
4,247 |
6,710 |
2,463 |
58.0% |
27,030 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.8 |
1,930.3 |
1,892.8 |
|
| R3 |
1,922.1 |
1,911.6 |
1,887.6 |
|
| R2 |
1,903.4 |
1,903.4 |
1,885.9 |
|
| R1 |
1,892.9 |
1,892.9 |
1,884.2 |
1,888.8 |
| PP |
1,884.7 |
1,884.7 |
1,884.7 |
1,882.6 |
| S1 |
1,874.2 |
1,874.2 |
1,880.8 |
1,870.1 |
| S2 |
1,866.0 |
1,866.0 |
1,879.1 |
|
| S3 |
1,847.3 |
1,855.5 |
1,877.4 |
|
| S4 |
1,828.6 |
1,836.8 |
1,872.2 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,014.2 |
1,994.3 |
1,907.8 |
|
| R3 |
1,968.2 |
1,948.3 |
1,895.2 |
|
| R2 |
1,922.2 |
1,922.2 |
1,890.9 |
|
| R1 |
1,902.3 |
1,902.3 |
1,886.7 |
1,912.3 |
| PP |
1,876.2 |
1,876.2 |
1,876.2 |
1,881.1 |
| S1 |
1,856.3 |
1,856.3 |
1,878.3 |
1,866.3 |
| S2 |
1,830.2 |
1,830.2 |
1,874.1 |
|
| S3 |
1,784.2 |
1,810.3 |
1,869.9 |
|
| S4 |
1,738.2 |
1,764.3 |
1,857.2 |
|
|
| 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 |
1,850.0 |
46.0 |
2.4% |
22.7 |
1.2% |
71% |
False |
False |
5,406 |
| 10 |
1,896.0 |
1,815.6 |
80.4 |
4.3% |
22.8 |
1.2% |
83% |
False |
False |
5,363 |
| 20 |
1,896.0 |
1,761.6 |
134.4 |
7.1% |
22.9 |
1.2% |
90% |
False |
False |
4,197 |
| 40 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
22.8 |
1.2% |
94% |
False |
False |
2,851 |
| 60 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
23.9 |
1.3% |
94% |
False |
False |
2,343 |
| 80 |
1,896.0 |
1,683.0 |
213.0 |
11.3% |
24.6 |
1.3% |
94% |
False |
False |
1,946 |
| 100 |
1,978.0 |
1,683.0 |
295.0 |
15.7% |
25.2 |
1.3% |
68% |
False |
False |
1,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,974.6 |
|
2.618 |
1,944.1 |
|
1.618 |
1,925.4 |
|
1.000 |
1,913.8 |
|
0.618 |
1,906.7 |
|
HIGH |
1,895.1 |
|
0.618 |
1,888.0 |
|
0.500 |
1,885.8 |
|
0.382 |
1,883.5 |
|
LOW |
1,876.4 |
|
0.618 |
1,864.8 |
|
1.000 |
1,857.7 |
|
1.618 |
1,846.1 |
|
2.618 |
1,827.4 |
|
4.250 |
1,796.9 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,885.8 |
1,880.7 |
| PP |
1,884.7 |
1,878.9 |
| S1 |
1,883.6 |
1,877.2 |
|