| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,535.9110 |
2,764.7440 |
228.8330 |
9.0% |
3,988.8950 |
| High |
2,995.2820 |
2,939.2960 |
-55.9860 |
-1.9% |
4,131.2460 |
| Low |
2,187.9190 |
2,252.9540 |
65.0350 |
3.0% |
1,982.0560 |
| Close |
2,763.9580 |
2,258.2860 |
-505.6720 |
-18.3% |
2,258.2860 |
| Range |
807.3630 |
686.3420 |
-121.0210 |
-15.0% |
2,149.1900 |
| ATR |
484.0226 |
498.4740 |
14.4514 |
3.0% |
0.0000 |
| Volume |
2,139,325 |
1,702,716 |
-436,609 |
-20.4% |
9,712,408 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,542.5380 |
4,086.7540 |
2,635.7741 |
|
| R3 |
3,856.1960 |
3,400.4120 |
2,447.0301 |
|
| R2 |
3,169.8540 |
3,169.8540 |
2,384.1154 |
|
| R1 |
2,714.0700 |
2,714.0700 |
2,321.2007 |
2,598.7910 |
| PP |
2,483.5120 |
2,483.5120 |
2,483.5120 |
2,425.8725 |
| S1 |
2,027.7280 |
2,027.7280 |
2,195.3713 |
1,912.4490 |
| S2 |
1,797.1700 |
1,797.1700 |
2,132.4566 |
|
| S3 |
1,110.8280 |
1,341.3860 |
2,069.5420 |
|
| S4 |
424.4860 |
655.0440 |
1,880.7979 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,238.0993 |
7,897.3827 |
3,440.3405 |
|
| R3 |
7,088.9093 |
5,748.1927 |
2,849.3133 |
|
| R2 |
4,939.7193 |
4,939.7193 |
2,652.3042 |
|
| R1 |
3,599.0027 |
3,599.0027 |
2,455.2951 |
3,194.7660 |
| PP |
2,790.5293 |
2,790.5293 |
2,790.5293 |
2,588.4110 |
| S1 |
1,449.8127 |
1,449.8127 |
2,061.2769 |
1,045.5760 |
| S2 |
641.3393 |
641.3393 |
1,864.2678 |
|
| S3 |
-1,507.8507 |
-699.3773 |
1,667.2588 |
|
| S4 |
-3,657.0407 |
-2,848.5673 |
1,076.2315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,131.2460 |
1,982.0560 |
2,149.1900 |
95.2% |
866.7114 |
38.4% |
13% |
False |
False |
1,942,481 |
| 10 |
4,370.7670 |
1,982.0560 |
2,388.7110 |
105.8% |
712.9574 |
31.6% |
12% |
False |
False |
1,645,878 |
| 20 |
4,370.7670 |
1,982.0560 |
2,388.7110 |
105.8% |
488.8976 |
21.6% |
12% |
False |
False |
1,286,719 |
| 40 |
4,370.7670 |
1,580.5260 |
2,790.2410 |
123.6% |
337.4184 |
14.9% |
24% |
False |
False |
1,014,227 |
| 60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
136.2% |
271.4168 |
12.0% |
31% |
False |
False |
918,046 |
| 80 |
4,370.7670 |
1,221.4350 |
3,149.3320 |
139.5% |
248.0746 |
11.0% |
33% |
False |
False |
959,492 |
| 100 |
4,370.7670 |
689.7970 |
3,680.9700 |
163.0% |
235.1833 |
10.4% |
43% |
False |
False |
1,129,181 |
| 120 |
4,370.7670 |
507.4570 |
3,863.3100 |
171.1% |
204.4195 |
9.1% |
45% |
False |
False |
1,069,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,856.2495 |
|
2.618 |
4,736.1394 |
|
1.618 |
4,049.7974 |
|
1.000 |
3,625.6380 |
|
0.618 |
3,363.4554 |
|
HIGH |
2,939.2960 |
|
0.618 |
2,677.1134 |
|
0.500 |
2,596.1250 |
|
0.382 |
2,515.1366 |
|
LOW |
2,252.9540 |
|
0.618 |
1,828.7946 |
|
1.000 |
1,566.6120 |
|
1.618 |
1,142.4526 |
|
2.618 |
456.1106 |
|
4.250 |
-663.9995 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,596.1250 |
2,723.5025 |
| PP |
2,483.5120 |
2,568.4303 |
| S1 |
2,370.8990 |
2,413.3582 |
|