| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,887.9 |
1,887.2 |
-0.7 |
0.0% |
1,850.0 |
| High |
1,893.2 |
1,907.0 |
13.8 |
0.7% |
1,896.0 |
| Low |
1,881.4 |
1,879.7 |
-1.7 |
-0.1% |
1,850.0 |
| Close |
1,890.5 |
1,904.1 |
13.6 |
0.7% |
1,882.5 |
| Range |
11.8 |
27.3 |
15.5 |
131.4% |
46.0 |
| ATR |
22.7 |
23.0 |
0.3 |
1.4% |
0.0 |
| Volume |
3,581 |
9,468 |
5,887 |
164.4% |
27,030 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,978.8 |
1,968.8 |
1,919.1 |
|
| R3 |
1,951.5 |
1,941.5 |
1,911.6 |
|
| R2 |
1,924.2 |
1,924.2 |
1,909.1 |
|
| R1 |
1,914.2 |
1,914.2 |
1,906.6 |
1,919.2 |
| PP |
1,896.9 |
1,896.9 |
1,896.9 |
1,899.5 |
| S1 |
1,886.9 |
1,886.9 |
1,901.6 |
1,891.9 |
| S2 |
1,869.6 |
1,869.6 |
1,899.1 |
|
| S3 |
1,842.3 |
1,859.6 |
1,896.6 |
|
| S4 |
1,815.0 |
1,832.3 |
1,889.1 |
|
|
| 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 |
1,907.0 |
1,858.3 |
48.7 |
2.6% |
23.2 |
1.2% |
94% |
True |
False |
6,052 |
| 10 |
1,907.0 |
1,815.6 |
91.4 |
4.8% |
22.9 |
1.2% |
97% |
True |
False |
5,474 |
| 20 |
1,907.0 |
1,761.6 |
145.4 |
7.6% |
23.7 |
1.2% |
98% |
True |
False |
4,664 |
| 40 |
1,907.0 |
1,683.0 |
224.0 |
11.8% |
22.7 |
1.2% |
99% |
True |
False |
3,108 |
| 60 |
1,907.0 |
1,683.0 |
224.0 |
11.8% |
23.0 |
1.2% |
99% |
True |
False |
2,506 |
| 80 |
1,907.0 |
1,683.0 |
224.0 |
11.8% |
24.3 |
1.3% |
99% |
True |
False |
2,100 |
| 100 |
1,978.0 |
1,683.0 |
295.0 |
15.5% |
25.3 |
1.3% |
75% |
False |
False |
1,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,023.0 |
|
2.618 |
1,978.5 |
|
1.618 |
1,951.2 |
|
1.000 |
1,934.3 |
|
0.618 |
1,923.9 |
|
HIGH |
1,907.0 |
|
0.618 |
1,896.6 |
|
0.500 |
1,893.4 |
|
0.382 |
1,890.1 |
|
LOW |
1,879.7 |
|
0.618 |
1,862.8 |
|
1.000 |
1,852.4 |
|
1.618 |
1,835.5 |
|
2.618 |
1,808.2 |
|
4.250 |
1,763.7 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,900.5 |
1,900.0 |
| PP |
1,896.9 |
1,895.8 |
| S1 |
1,893.4 |
1,891.7 |
|