Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
1,905.9 |
1,902.5 |
-3.4 |
-0.2% |
1,850.0 |
High |
1,919.2 |
1,909.8 |
-9.4 |
-0.5% |
1,896.0 |
Low |
1,897.0 |
1,894.5 |
-2.5 |
-0.1% |
1,850.0 |
Close |
1,907.3 |
1,902.2 |
-5.1 |
-0.3% |
1,882.5 |
Range |
22.2 |
15.3 |
-6.9 |
-31.1% |
46.0 |
ATR |
23.0 |
22.4 |
-0.5 |
-2.4% |
0.0 |
Volume |
5,462 |
3,984 |
-1,478 |
-27.1% |
27,030 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.1 |
1,940.4 |
1,910.6 |
|
R3 |
1,932.8 |
1,925.1 |
1,906.4 |
|
R2 |
1,917.5 |
1,917.5 |
1,905.0 |
|
R1 |
1,909.8 |
1,909.8 |
1,903.6 |
1,906.0 |
PP |
1,902.2 |
1,902.2 |
1,902.2 |
1,900.3 |
S1 |
1,894.5 |
1,894.5 |
1,900.8 |
1,890.7 |
S2 |
1,886.9 |
1,886.9 |
1,899.4 |
|
S3 |
1,871.6 |
1,879.2 |
1,898.0 |
|
S4 |
1,856.3 |
1,863.9 |
1,893.8 |
|
|
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 |
1,919.2 |
1,876.4 |
42.8 |
2.3% |
19.1 |
1.0% |
60% |
False |
False |
5,841 |
10 |
1,919.2 |
1,826.1 |
93.1 |
4.9% |
21.6 |
1.1% |
82% |
False |
False |
5,288 |
20 |
1,919.2 |
1,769.4 |
149.8 |
7.9% |
22.9 |
1.2% |
89% |
False |
False |
4,962 |
40 |
1,919.2 |
1,712.9 |
206.3 |
10.8% |
21.8 |
1.1% |
92% |
False |
False |
3,271 |
60 |
1,919.2 |
1,683.0 |
236.2 |
12.4% |
22.6 |
1.2% |
93% |
False |
False |
2,627 |
80 |
1,919.2 |
1,683.0 |
236.2 |
12.4% |
24.1 |
1.3% |
93% |
False |
False |
2,189 |
100 |
1,978.0 |
1,683.0 |
295.0 |
15.5% |
25.2 |
1.3% |
74% |
False |
False |
1,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,974.8 |
2.618 |
1,949.9 |
1.618 |
1,934.6 |
1.000 |
1,925.1 |
0.618 |
1,919.3 |
HIGH |
1,909.8 |
0.618 |
1,904.0 |
0.500 |
1,902.2 |
0.382 |
1,900.3 |
LOW |
1,894.5 |
0.618 |
1,885.0 |
1.000 |
1,879.2 |
1.618 |
1,869.7 |
2.618 |
1,854.4 |
4.250 |
1,829.5 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
1,902.2 |
1,901.3 |
PP |
1,902.2 |
1,900.4 |
S1 |
1,902.2 |
1,899.5 |
|