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 |
34,336.34 |
34,432.47 |
96.13 |
0.3% |
34,375.29 |
High |
34,406.27 |
34,608.82 |
202.55 |
0.6% |
34,415.48 |
Low |
34,271.44 |
34,389.24 |
117.80 |
0.3% |
33,473.80 |
Close |
34,323.05 |
34,464.64 |
141.59 |
0.4% |
34,207.84 |
Range |
134.83 |
219.58 |
84.75 |
62.9% |
941.68 |
ATR |
348.79 |
344.29 |
-4.50 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,146.31 |
35,025.05 |
34,585.41 |
|
R3 |
34,926.73 |
34,805.47 |
34,525.02 |
|
R2 |
34,707.15 |
34,707.15 |
34,504.90 |
|
R1 |
34,585.89 |
34,585.89 |
34,484.77 |
34,646.52 |
PP |
34,487.57 |
34,487.57 |
34,487.57 |
34,517.88 |
S1 |
34,366.31 |
34,366.31 |
34,444.51 |
34,426.94 |
S2 |
34,267.99 |
34,267.99 |
34,424.38 |
|
S3 |
34,048.41 |
34,146.73 |
34,404.26 |
|
S4 |
33,828.83 |
33,927.15 |
34,343.87 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,857.41 |
36,474.31 |
34,725.76 |
|
R3 |
35,915.73 |
35,532.63 |
34,466.80 |
|
R2 |
34,974.05 |
34,974.05 |
34,380.48 |
|
R1 |
34,590.95 |
34,590.95 |
34,294.16 |
34,311.66 |
PP |
34,032.37 |
34,032.37 |
34,032.37 |
33,892.73 |
S1 |
33,649.27 |
33,649.27 |
34,121.52 |
33,369.98 |
S2 |
33,090.69 |
33,090.69 |
34,035.20 |
|
S3 |
32,149.01 |
32,707.59 |
33,948.88 |
|
S4 |
31,207.33 |
31,765.91 |
33,689.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,608.82 |
34,121.91 |
486.91 |
1.4% |
222.39 |
0.6% |
70% |
True |
False |
|
10 |
34,608.82 |
33,473.80 |
1,135.02 |
3.3% |
292.02 |
0.8% |
87% |
True |
False |
|
20 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
344.08 |
1.0% |
61% |
False |
False |
|
40 |
35,091.56 |
32,985.35 |
2,106.21 |
6.1% |
298.43 |
0.9% |
70% |
False |
False |
|
60 |
35,091.56 |
30,547.53 |
4,544.03 |
13.2% |
333.41 |
1.0% |
86% |
False |
False |
|
80 |
35,091.56 |
30,521.31 |
4,570.25 |
13.3% |
332.28 |
1.0% |
86% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.2% |
338.08 |
1.0% |
88% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.5% |
330.43 |
1.0% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,542.04 |
2.618 |
35,183.68 |
1.618 |
34,964.10 |
1.000 |
34,828.40 |
0.618 |
34,744.52 |
HIGH |
34,608.82 |
0.618 |
34,524.94 |
0.500 |
34,499.03 |
0.382 |
34,473.12 |
LOW |
34,389.24 |
0.618 |
34,253.54 |
1.000 |
34,169.66 |
1.618 |
34,033.96 |
2.618 |
33,814.38 |
4.250 |
33,456.03 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
34,499.03 |
34,455.57 |
PP |
34,487.57 |
34,446.50 |
S1 |
34,476.10 |
34,437.43 |
|