| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,764.7440 |
2,265.4460 |
-499.2980 |
-18.1% |
3,988.8950 |
| High |
2,939.2960 |
2,665.3060 |
-273.9900 |
-9.3% |
4,131.2460 |
| Low |
2,252.9540 |
1,741.0800 |
-511.8740 |
-22.7% |
1,982.0560 |
| Close |
2,258.2860 |
2,623.9350 |
365.6490 |
16.2% |
2,258.2860 |
| Range |
686.3420 |
924.2260 |
237.8840 |
34.7% |
2,149.1900 |
| ATR |
498.4740 |
528.8849 |
30.4109 |
6.1% |
0.0000 |
| Volume |
1,702,716 |
1,761,400 |
58,684 |
3.4% |
9,712,408 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,116.1183 |
4,794.2527 |
3,132.2593 |
|
| R3 |
4,191.8923 |
3,870.0267 |
2,878.0972 |
|
| R2 |
3,267.6663 |
3,267.6663 |
2,793.3764 |
|
| R1 |
2,945.8007 |
2,945.8007 |
2,708.6557 |
3,106.7335 |
| PP |
2,343.4403 |
2,343.4403 |
2,343.4403 |
2,423.9068 |
| S1 |
2,021.5747 |
2,021.5747 |
2,539.2143 |
2,182.5075 |
| S2 |
1,419.2143 |
1,419.2143 |
2,454.4936 |
|
| S3 |
494.9883 |
1,097.3487 |
2,369.7729 |
|
| S4 |
-429.2377 |
173.1227 |
2,115.6107 |
|
|
| 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 |
3,560.4720 |
1,741.0800 |
1,819.3920 |
69.3% |
852.2020 |
32.5% |
49% |
False |
True |
1,996,958 |
| 10 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
100.2% |
728.2825 |
27.8% |
34% |
False |
True |
1,699,081 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
100.2% |
516.7404 |
19.7% |
34% |
False |
True |
1,331,050 |
| 40 |
4,370.7670 |
1,662.2130 |
2,708.5540 |
103.2% |
358.1934 |
13.7% |
36% |
False |
False |
1,041,554 |
| 60 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
117.2% |
284.1531 |
10.8% |
43% |
False |
False |
929,097 |
| 80 |
4,370.7670 |
1,271.9050 |
3,098.8620 |
118.1% |
257.9050 |
9.8% |
44% |
False |
False |
967,899 |
| 100 |
4,370.7670 |
716.9340 |
3,653.8330 |
139.3% |
243.9315 |
9.3% |
52% |
False |
False |
1,137,321 |
| 120 |
4,370.7670 |
530.9080 |
3,839.8590 |
146.3% |
211.2301 |
8.1% |
55% |
False |
False |
1,075,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,593.2665 |
|
2.618 |
5,084.9297 |
|
1.618 |
4,160.7037 |
|
1.000 |
3,589.5320 |
|
0.618 |
3,236.4777 |
|
HIGH |
2,665.3060 |
|
0.618 |
2,312.2517 |
|
0.500 |
2,203.1930 |
|
0.382 |
2,094.1343 |
|
LOW |
1,741.0800 |
|
0.618 |
1,169.9083 |
|
1.000 |
816.8540 |
|
1.618 |
245.6823 |
|
2.618 |
-678.5437 |
|
4.250 |
-2,186.8805 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,483.6877 |
2,538.6837 |
| PP |
2,343.4403 |
2,453.4323 |
| S1 |
2,203.1930 |
2,368.1810 |
|