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 |
34,432.47 |
34,558.50 |
126.03 |
0.4% |
34,253.87 |
High |
34,608.82 |
34,631.11 |
22.29 |
0.1% |
34,631.11 |
Low |
34,389.24 |
34,520.09 |
130.85 |
0.4% |
34,253.87 |
Close |
34,464.64 |
34,529.45 |
64.81 |
0.2% |
34,529.45 |
Range |
219.58 |
111.02 |
-108.56 |
-49.4% |
377.24 |
ATR |
344.29 |
331.59 |
-12.70 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,893.28 |
34,822.38 |
34,590.51 |
|
R3 |
34,782.26 |
34,711.36 |
34,559.98 |
|
R2 |
34,671.24 |
34,671.24 |
34,549.80 |
|
R1 |
34,600.34 |
34,600.34 |
34,539.63 |
34,580.28 |
PP |
34,560.22 |
34,560.22 |
34,560.22 |
34,550.19 |
S1 |
34,489.32 |
34,489.32 |
34,519.27 |
34,469.26 |
S2 |
34,449.20 |
34,449.20 |
34,509.10 |
|
S3 |
34,338.18 |
34,378.30 |
34,498.92 |
|
S4 |
34,227.16 |
34,267.28 |
34,468.39 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
35,603.20 |
35,443.56 |
34,736.93 |
|
R3 |
35,225.96 |
35,066.32 |
34,633.19 |
|
R2 |
34,848.72 |
34,848.72 |
34,598.61 |
|
R1 |
34,689.08 |
34,689.08 |
34,564.03 |
34,768.90 |
PP |
34,471.48 |
34,471.48 |
34,471.48 |
34,511.39 |
S1 |
34,311.84 |
34,311.84 |
34,494.87 |
34,391.66 |
S2 |
34,094.24 |
34,094.24 |
34,460.29 |
|
S3 |
33,717.00 |
33,934.60 |
34,425.71 |
|
S4 |
33,339.76 |
33,557.36 |
34,321.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
34,631.11 |
34,253.87 |
377.24 |
1.1% |
185.88 |
0.5% |
73% |
True |
False |
|
10 |
34,631.11 |
33,473.80 |
1,157.31 |
3.4% |
262.80 |
0.8% |
91% |
True |
False |
|
20 |
35,091.56 |
33,473.80 |
1,617.76 |
4.7% |
339.45 |
1.0% |
65% |
False |
False |
|
40 |
35,091.56 |
33,222.38 |
1,869.18 |
5.4% |
296.66 |
0.9% |
70% |
False |
False |
|
60 |
35,091.56 |
30,766.81 |
4,324.75 |
12.5% |
320.02 |
0.9% |
87% |
False |
False |
|
80 |
35,091.56 |
30,547.53 |
4,544.03 |
13.2% |
330.26 |
1.0% |
88% |
False |
False |
|
100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.2% |
335.56 |
1.0% |
89% |
False |
False |
|
120 |
35,091.56 |
29,755.53 |
5,336.03 |
15.5% |
329.45 |
1.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
35,102.95 |
2.618 |
34,921.76 |
1.618 |
34,810.74 |
1.000 |
34,742.13 |
0.618 |
34,699.72 |
HIGH |
34,631.11 |
0.618 |
34,588.70 |
0.500 |
34,575.60 |
0.382 |
34,562.50 |
LOW |
34,520.09 |
0.618 |
34,451.48 |
1.000 |
34,409.07 |
1.618 |
34,340.46 |
2.618 |
34,229.44 |
4.250 |
34,048.26 |
|
|
Fisher Pivots for day following 28-May-2021 |
Pivot |
1 day |
3 day |
R1 |
34,575.60 |
34,503.39 |
PP |
34,560.22 |
34,477.33 |
S1 |
34,544.83 |
34,451.28 |
|