| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,902.5 |
1,903.5 |
1.0 |
0.1% |
1,887.9 |
| High |
1,909.8 |
1,912.0 |
2.2 |
0.1% |
1,919.2 |
| Low |
1,894.5 |
1,887.9 |
-6.6 |
-0.3% |
1,879.7 |
| Close |
1,902.2 |
1,909.1 |
6.9 |
0.4% |
1,909.1 |
| Range |
15.3 |
24.1 |
8.8 |
57.5% |
39.5 |
| ATR |
22.4 |
22.5 |
0.1 |
0.5% |
0.0 |
| Volume |
3,984 |
3,732 |
-252 |
-6.3% |
26,227 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,975.3 |
1,966.3 |
1,922.4 |
|
| R3 |
1,951.2 |
1,942.2 |
1,915.7 |
|
| R2 |
1,927.1 |
1,927.1 |
1,913.5 |
|
| R1 |
1,918.1 |
1,918.1 |
1,911.3 |
1,922.6 |
| PP |
1,903.0 |
1,903.0 |
1,903.0 |
1,905.3 |
| S1 |
1,894.0 |
1,894.0 |
1,906.9 |
1,898.5 |
| S2 |
1,878.9 |
1,878.9 |
1,904.7 |
|
| S3 |
1,854.8 |
1,869.9 |
1,902.5 |
|
| S4 |
1,830.7 |
1,845.8 |
1,895.8 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.2 |
2,004.6 |
1,930.8 |
|
| R3 |
1,981.7 |
1,965.1 |
1,920.0 |
|
| R2 |
1,942.2 |
1,942.2 |
1,916.3 |
|
| R1 |
1,925.6 |
1,925.6 |
1,912.7 |
1,933.9 |
| PP |
1,902.7 |
1,902.7 |
1,902.7 |
1,906.8 |
| S1 |
1,886.1 |
1,886.1 |
1,905.5 |
1,894.4 |
| S2 |
1,863.2 |
1,863.2 |
1,901.9 |
|
| S3 |
1,823.7 |
1,846.6 |
1,898.2 |
|
| S4 |
1,784.2 |
1,807.1 |
1,887.4 |
|
|
| 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 |
1,879.7 |
39.5 |
2.1% |
20.1 |
1.1% |
74% |
False |
False |
5,245 |
| 10 |
1,919.2 |
1,850.0 |
69.2 |
3.6% |
21.4 |
1.1% |
85% |
False |
False |
5,325 |
| 20 |
1,919.2 |
1,772.5 |
146.7 |
7.7% |
23.7 |
1.2% |
93% |
False |
False |
5,078 |
| 40 |
1,919.2 |
1,727.2 |
192.0 |
10.1% |
21.9 |
1.1% |
95% |
False |
False |
3,328 |
| 60 |
1,919.2 |
1,683.0 |
236.2 |
12.4% |
22.5 |
1.2% |
96% |
False |
False |
2,657 |
| 80 |
1,919.2 |
1,683.0 |
236.2 |
12.4% |
24.3 |
1.3% |
96% |
False |
False |
2,229 |
| 100 |
1,978.0 |
1,683.0 |
295.0 |
15.5% |
25.3 |
1.3% |
77% |
False |
False |
1,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,014.4 |
|
2.618 |
1,975.1 |
|
1.618 |
1,951.0 |
|
1.000 |
1,936.1 |
|
0.618 |
1,926.9 |
|
HIGH |
1,912.0 |
|
0.618 |
1,902.8 |
|
0.500 |
1,900.0 |
|
0.382 |
1,897.1 |
|
LOW |
1,887.9 |
|
0.618 |
1,873.0 |
|
1.000 |
1,863.8 |
|
1.618 |
1,848.9 |
|
2.618 |
1,824.8 |
|
4.250 |
1,785.5 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,906.1 |
1,907.3 |
| PP |
1,903.0 |
1,905.4 |
| S1 |
1,900.0 |
1,903.6 |
|