Trading Metrics calculated at close of trading on 20-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
Open |
6,976.5 |
6,949.0 |
-27.5 |
-0.4% |
7,121.0 |
High |
6,993.5 |
7,020.0 |
26.5 |
0.4% |
7,143.5 |
Low |
6,876.5 |
6,916.0 |
39.5 |
0.6% |
6,799.0 |
Close |
6,929.0 |
7,005.0 |
76.0 |
1.1% |
7,024.5 |
Range |
117.0 |
104.0 |
-13.0 |
-11.1% |
344.5 |
ATR |
105.1 |
105.1 |
-0.1 |
-0.1% |
0.0 |
Volume |
119,515 |
94,861 |
-24,654 |
-20.6% |
521,900 |
|
Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,292.5 |
7,252.5 |
7,062.0 |
|
R3 |
7,188.5 |
7,148.5 |
7,033.5 |
|
R2 |
7,084.5 |
7,084.5 |
7,024.0 |
|
R1 |
7,044.5 |
7,044.5 |
7,014.5 |
7,064.5 |
PP |
6,980.5 |
6,980.5 |
6,980.5 |
6,990.0 |
S1 |
6,940.5 |
6,940.5 |
6,995.5 |
6,960.5 |
S2 |
6,876.5 |
6,876.5 |
6,986.0 |
|
S3 |
6,772.5 |
6,836.5 |
6,976.5 |
|
S4 |
6,668.5 |
6,732.5 |
6,948.0 |
|
|
Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,022.5 |
7,868.0 |
7,214.0 |
|
R3 |
7,678.0 |
7,523.5 |
7,119.0 |
|
R2 |
7,333.5 |
7,333.5 |
7,087.5 |
|
R1 |
7,179.0 |
7,179.0 |
7,056.0 |
7,084.0 |
PP |
6,989.0 |
6,989.0 |
6,989.0 |
6,941.5 |
S1 |
6,834.5 |
6,834.5 |
6,993.0 |
6,739.5 |
S2 |
6,644.5 |
6,644.5 |
6,961.5 |
|
S3 |
6,300.0 |
6,490.0 |
6,930.0 |
|
S4 |
5,955.5 |
6,145.5 |
6,835.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,084.5 |
6,876.5 |
208.0 |
3.0% |
100.0 |
1.4% |
62% |
False |
False |
88,897 |
10 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
114.5 |
1.6% |
60% |
False |
False |
97,404 |
20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
94.5 |
1.3% |
60% |
False |
False |
88,408 |
40 |
7,143.5 |
6,567.5 |
576.0 |
8.2% |
85.5 |
1.2% |
76% |
False |
False |
87,399 |
60 |
7,143.5 |
6,380.0 |
763.5 |
10.9% |
86.5 |
1.2% |
82% |
False |
False |
78,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,462.0 |
2.618 |
7,292.5 |
1.618 |
7,188.5 |
1.000 |
7,124.0 |
0.618 |
7,084.5 |
HIGH |
7,020.0 |
0.618 |
6,980.5 |
0.500 |
6,968.0 |
0.382 |
6,955.5 |
LOW |
6,916.0 |
0.618 |
6,851.5 |
1.000 |
6,812.0 |
1.618 |
6,747.5 |
2.618 |
6,643.5 |
4.250 |
6,474.0 |
|
|
Fisher Pivots for day following 20-May-2021 |
Pivot |
1 day |
3 day |
R1 |
6,992.5 |
6,997.0 |
PP |
6,980.5 |
6,988.5 |
S1 |
6,968.0 |
6,980.5 |
|