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 |
13,685.51 |
13,717.00 |
31.49 |
0.2% |
13,504.39 |
High |
13,724.76 |
13,765.80 |
41.04 |
0.3% |
13,765.80 |
Low |
13,652.13 |
13,684.83 |
32.70 |
0.2% |
13,500.12 |
Close |
13,657.85 |
13,686.51 |
28.66 |
0.2% |
13,686.51 |
Range |
72.63 |
80.97 |
8.34 |
11.5% |
265.68 |
ATR |
205.90 |
198.90 |
-7.00 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,955.29 |
13,901.87 |
13,731.04 |
|
R3 |
13,874.32 |
13,820.90 |
13,708.78 |
|
R2 |
13,793.35 |
13,793.35 |
13,701.35 |
|
R1 |
13,739.93 |
13,739.93 |
13,693.93 |
13,726.16 |
PP |
13,712.38 |
13,712.38 |
13,712.38 |
13,705.49 |
S1 |
13,658.96 |
13,658.96 |
13,679.09 |
13,645.19 |
S2 |
13,631.41 |
13,631.41 |
13,671.67 |
|
S3 |
13,550.44 |
13,577.99 |
13,664.24 |
|
S4 |
13,469.47 |
13,497.02 |
13,641.98 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,447.85 |
14,332.86 |
13,832.63 |
|
R3 |
14,182.17 |
14,067.18 |
13,759.57 |
|
R2 |
13,916.49 |
13,916.49 |
13,735.22 |
|
R1 |
13,801.50 |
13,801.50 |
13,710.86 |
13,859.00 |
PP |
13,650.81 |
13,650.81 |
13,650.81 |
13,679.56 |
S1 |
13,535.82 |
13,535.82 |
13,662.16 |
13,593.32 |
S2 |
13,385.13 |
13,385.13 |
13,637.80 |
|
S3 |
13,119.45 |
13,270.14 |
13,613.45 |
|
S4 |
12,853.77 |
13,004.46 |
13,540.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,765.80 |
13,500.12 |
265.68 |
1.9% |
104.30 |
0.8% |
70% |
True |
False |
|
10 |
13,765.80 |
12,994.35 |
771.45 |
5.6% |
151.76 |
1.1% |
90% |
True |
False |
|
20 |
13,955.00 |
12,967.18 |
987.82 |
7.2% |
190.75 |
1.4% |
73% |
False |
False |
|
40 |
14,067.10 |
12,967.18 |
1,099.92 |
8.0% |
171.09 |
1.3% |
65% |
False |
False |
|
60 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
193.25 |
1.4% |
80% |
False |
False |
|
80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
205.63 |
1.5% |
80% |
False |
False |
|
100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
203.65 |
1.5% |
80% |
False |
False |
|
120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
195.11 |
1.4% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,109.92 |
2.618 |
13,977.78 |
1.618 |
13,896.81 |
1.000 |
13,846.77 |
0.618 |
13,815.84 |
HIGH |
13,765.80 |
0.618 |
13,734.87 |
0.500 |
13,725.32 |
0.382 |
13,715.76 |
LOW |
13,684.83 |
0.618 |
13,634.79 |
1.000 |
13,603.86 |
1.618 |
13,553.82 |
2.618 |
13,472.85 |
4.250 |
13,340.71 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
13,725.32 |
13,708.97 |
PP |
13,712.38 |
13,701.48 |
S1 |
13,699.45 |
13,694.00 |
|