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 |
13,693.04 |
13,685.51 |
-7.53 |
-0.1% |
13,329.86 |
High |
13,726.06 |
13,724.76 |
-1.30 |
0.0% |
13,573.84 |
Low |
13,661.06 |
13,652.13 |
-8.93 |
-0.1% |
12,994.35 |
Close |
13,702.74 |
13,657.85 |
-44.89 |
-0.3% |
13,411.74 |
Range |
65.00 |
72.63 |
7.63 |
11.7% |
579.49 |
ATR |
216.15 |
205.90 |
-10.25 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,896.14 |
13,849.62 |
13,697.80 |
|
R3 |
13,823.51 |
13,776.99 |
13,677.82 |
|
R2 |
13,750.88 |
13,750.88 |
13,671.17 |
|
R1 |
13,704.36 |
13,704.36 |
13,664.51 |
13,691.31 |
PP |
13,678.25 |
13,678.25 |
13,678.25 |
13,671.72 |
S1 |
13,631.73 |
13,631.73 |
13,651.19 |
13,618.68 |
S2 |
13,605.62 |
13,605.62 |
13,644.53 |
|
S3 |
13,532.99 |
13,559.10 |
13,637.88 |
|
S4 |
13,460.36 |
13,486.47 |
13,617.90 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,065.11 |
14,817.92 |
13,730.46 |
|
R3 |
14,485.62 |
14,238.43 |
13,571.10 |
|
R2 |
13,906.13 |
13,906.13 |
13,517.98 |
|
R1 |
13,658.94 |
13,658.94 |
13,464.86 |
13,782.54 |
PP |
13,326.64 |
13,326.64 |
13,326.64 |
13,388.44 |
S1 |
13,079.45 |
13,079.45 |
13,358.62 |
13,203.05 |
S2 |
12,747.15 |
12,747.15 |
13,305.50 |
|
S3 |
12,167.66 |
12,499.96 |
13,252.38 |
|
S4 |
11,588.17 |
11,920.47 |
13,093.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,729.97 |
13,401.53 |
328.44 |
2.4% |
122.57 |
0.9% |
78% |
False |
False |
|
10 |
13,729.97 |
12,994.35 |
735.62 |
5.4% |
164.64 |
1.2% |
90% |
False |
False |
|
20 |
13,969.21 |
12,967.18 |
1,002.03 |
7.3% |
193.22 |
1.4% |
69% |
False |
False |
|
40 |
14,067.10 |
12,967.18 |
1,099.92 |
8.1% |
171.01 |
1.3% |
63% |
False |
False |
|
60 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
199.98 |
1.5% |
78% |
False |
False |
|
80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
206.49 |
1.5% |
78% |
False |
False |
|
100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
204.15 |
1.5% |
78% |
False |
False |
|
120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
195.11 |
1.4% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,033.44 |
2.618 |
13,914.91 |
1.618 |
13,842.28 |
1.000 |
13,797.39 |
0.618 |
13,769.65 |
HIGH |
13,724.76 |
0.618 |
13,697.02 |
0.500 |
13,688.45 |
0.382 |
13,679.87 |
LOW |
13,652.13 |
0.618 |
13,607.24 |
1.000 |
13,579.50 |
1.618 |
13,534.61 |
2.618 |
13,461.98 |
4.250 |
13,343.45 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,688.45 |
13,672.26 |
PP |
13,678.25 |
13,667.45 |
S1 |
13,668.05 |
13,662.65 |
|