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 |
12,998.53 |
13,294.59 |
296.06 |
2.3% |
13,641.93 |
High |
13,243.98 |
13,526.01 |
282.03 |
2.1% |
13,641.93 |
Low |
12,994.35 |
13,293.10 |
298.75 |
2.3% |
12,967.18 |
Close |
13,237.91 |
13,494.09 |
256.18 |
1.9% |
13,393.12 |
Range |
249.63 |
232.91 |
-16.72 |
-6.7% |
674.75 |
ATR |
233.89 |
237.76 |
3.87 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,136.46 |
14,048.19 |
13,622.19 |
|
R3 |
13,903.55 |
13,815.28 |
13,558.14 |
|
R2 |
13,670.64 |
13,670.64 |
13,536.79 |
|
R1 |
13,582.37 |
13,582.37 |
13,515.44 |
13,626.51 |
PP |
13,437.73 |
13,437.73 |
13,437.73 |
13,459.80 |
S1 |
13,349.46 |
13,349.46 |
13,472.74 |
13,393.60 |
S2 |
13,204.82 |
13,204.82 |
13,451.39 |
|
S3 |
12,971.91 |
13,116.55 |
13,430.04 |
|
S4 |
12,739.00 |
12,883.64 |
13,365.99 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,358.33 |
15,050.47 |
13,764.23 |
|
R3 |
14,683.58 |
14,375.72 |
13,578.68 |
|
R2 |
14,008.83 |
14,008.83 |
13,516.82 |
|
R1 |
13,700.97 |
13,700.97 |
13,454.97 |
13,517.53 |
PP |
13,334.08 |
13,334.08 |
13,334.08 |
13,242.35 |
S1 |
13,026.22 |
13,026.22 |
13,331.27 |
12,842.78 |
S2 |
12,659.33 |
12,659.33 |
13,269.42 |
|
S3 |
11,984.58 |
12,351.47 |
13,207.56 |
|
S4 |
11,309.83 |
11,676.72 |
13,022.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,526.01 |
12,994.35 |
531.66 |
3.9% |
206.72 |
1.5% |
94% |
True |
False |
|
10 |
13,814.65 |
12,967.18 |
847.47 |
6.3% |
223.31 |
1.7% |
62% |
False |
False |
|
20 |
14,067.10 |
12,967.18 |
1,099.92 |
8.2% |
200.67 |
1.5% |
48% |
False |
False |
|
40 |
14,067.10 |
12,627.93 |
1,439.17 |
10.7% |
180.46 |
1.3% |
60% |
False |
False |
|
60 |
14,067.10 |
12,208.39 |
1,858.71 |
13.8% |
218.23 |
1.6% |
69% |
False |
False |
|
80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.8% |
215.93 |
1.6% |
69% |
False |
False |
|
100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.8% |
206.15 |
1.5% |
69% |
False |
False |
|
120 |
14,067.10 |
12,090.93 |
1,976.17 |
14.6% |
196.00 |
1.5% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,515.88 |
2.618 |
14,135.77 |
1.618 |
13,902.86 |
1.000 |
13,758.92 |
0.618 |
13,669.95 |
HIGH |
13,526.01 |
0.618 |
13,437.04 |
0.500 |
13,409.56 |
0.382 |
13,382.07 |
LOW |
13,293.10 |
0.618 |
13,149.16 |
1.000 |
13,060.19 |
1.618 |
12,916.25 |
2.618 |
12,683.34 |
4.250 |
12,303.23 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,465.91 |
13,416.12 |
PP |
13,437.73 |
13,338.15 |
S1 |
13,409.56 |
13,260.18 |
|