Trading Metrics calculated at close of trading on 19-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
Open |
34,351.18 |
33,945.81 |
-405.37 |
-1.2% |
34,785.27 |
High |
34,408.99 |
33,945.81 |
-463.18 |
-1.3% |
35,091.56 |
Low |
34,044.10 |
33,473.80 |
-570.30 |
-1.7% |
33,555.22 |
Close |
34,060.66 |
33,896.04 |
-164.62 |
-0.5% |
34,382.13 |
Range |
364.89 |
472.01 |
107.12 |
29.4% |
1,536.34 |
ATR |
373.66 |
388.88 |
15.23 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,187.91 |
35,013.99 |
34,155.65 |
|
R3 |
34,715.90 |
34,541.98 |
34,025.84 |
|
R2 |
34,243.89 |
34,243.89 |
33,982.58 |
|
R1 |
34,069.97 |
34,069.97 |
33,939.31 |
33,920.93 |
PP |
33,771.88 |
33,771.88 |
33,771.88 |
33,697.36 |
S1 |
33,597.96 |
33,597.96 |
33,852.77 |
33,448.92 |
S2 |
33,299.87 |
33,299.87 |
33,809.50 |
|
S3 |
32,827.86 |
33,125.95 |
33,766.24 |
|
S4 |
32,355.85 |
32,653.94 |
33,636.43 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,951.99 |
38,203.40 |
35,227.12 |
|
R3 |
37,415.65 |
36,667.06 |
34,804.62 |
|
R2 |
35,879.31 |
35,879.31 |
34,663.79 |
|
R1 |
35,130.72 |
35,130.72 |
34,522.96 |
34,736.85 |
PP |
34,342.97 |
34,342.97 |
34,342.97 |
34,146.03 |
S1 |
33,594.38 |
33,594.38 |
34,241.30 |
33,200.51 |
S2 |
32,806.63 |
32,806.63 |
34,100.47 |
|
S3 |
31,270.29 |
32,058.04 |
33,959.64 |
|
S4 |
29,733.95 |
30,521.70 |
33,537.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,454.05 |
33,473.80 |
980.25 |
2.9% |
400.86 |
1.2% |
43% |
False |
True |
|
10 |
35,091.56 |
33,473.80 |
1,617.76 |
4.8% |
421.67 |
1.2% |
26% |
False |
True |
|
20 |
35,091.56 |
33,473.80 |
1,617.76 |
4.8% |
356.37 |
1.1% |
26% |
False |
True |
|
40 |
35,091.56 |
32,074.60 |
3,016.96 |
8.9% |
314.20 |
0.9% |
60% |
False |
False |
|
60 |
35,091.56 |
30,547.53 |
4,544.03 |
13.4% |
357.79 |
1.1% |
74% |
False |
False |
|
80 |
35,091.56 |
29,856.30 |
5,235.26 |
15.4% |
351.90 |
1.0% |
77% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.4% |
342.02 |
1.0% |
77% |
False |
False |
|
120 |
35,091.56 |
29,463.64 |
5,627.92 |
16.6% |
332.00 |
1.0% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,951.85 |
2.618 |
35,181.53 |
1.618 |
34,709.52 |
1.000 |
34,417.82 |
0.618 |
34,237.51 |
HIGH |
33,945.81 |
0.618 |
33,765.50 |
0.500 |
33,709.81 |
0.382 |
33,654.11 |
LOW |
33,473.80 |
0.618 |
33,182.10 |
1.000 |
33,001.79 |
1.618 |
32,710.09 |
2.618 |
32,238.08 |
4.250 |
31,467.76 |
|
|
Fisher Pivots for day following 19-May-2021 |
Pivot |
1 day |
3 day |
R1 |
33,833.96 |
33,941.40 |
PP |
33,771.88 |
33,926.28 |
S1 |
33,709.81 |
33,911.16 |
|