| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,623.9350 |
2,554.0740 |
-69.8610 |
-2.7% |
3,988.8950 |
| High |
2,750.6490 |
2,911.7250 |
161.0760 |
5.9% |
4,131.2460 |
| Low |
2,394.4620 |
2,534.7680 |
140.3060 |
5.9% |
1,982.0560 |
| Close |
2,554.0740 |
2,793.3860 |
239.3120 |
9.4% |
2,258.2860 |
| Range |
356.1870 |
376.9570 |
20.7700 |
5.8% |
2,149.1900 |
| ATR |
516.5493 |
506.5784 |
-9.9709 |
-1.9% |
0.0000 |
| Volume |
1,446,148 |
1,212,746 |
-233,402 |
-16.1% |
9,712,408 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,877.4973 |
3,712.3987 |
3,000.7124 |
|
| R3 |
3,500.5403 |
3,335.4417 |
2,897.0492 |
|
| R2 |
3,123.5833 |
3,123.5833 |
2,862.4948 |
|
| R1 |
2,958.4847 |
2,958.4847 |
2,827.9404 |
3,041.0340 |
| PP |
2,746.6263 |
2,746.6263 |
2,746.6263 |
2,787.9010 |
| S1 |
2,581.5277 |
2,581.5277 |
2,758.8316 |
2,664.0770 |
| S2 |
2,369.6693 |
2,369.6693 |
2,724.2772 |
|
| S3 |
1,992.7123 |
2,204.5707 |
2,689.7228 |
|
| S4 |
1,615.7553 |
1,827.6137 |
2,586.0597 |
|
|
| 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 |
2,995.2820 |
1,741.0800 |
1,254.2020 |
44.9% |
630.2150 |
22.6% |
84% |
False |
False |
1,652,467 |
| 10 |
4,239.5830 |
1,741.0800 |
2,498.5030 |
89.4% |
723.1969 |
25.9% |
42% |
False |
False |
1,715,768 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
94.1% |
531.8768 |
19.0% |
40% |
False |
False |
1,373,648 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
94.1% |
370.3238 |
13.3% |
40% |
False |
False |
1,079,612 |
| 60 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
104.7% |
289.4996 |
10.4% |
46% |
False |
False |
945,646 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
110.1% |
263.4386 |
9.4% |
49% |
False |
False |
968,847 |
| 100 |
4,370.7670 |
716.9340 |
3,653.8330 |
130.8% |
250.5632 |
9.0% |
57% |
False |
False |
1,149,399 |
| 120 |
4,370.7670 |
530.9080 |
3,839.8590 |
137.5% |
216.5487 |
7.8% |
59% |
False |
False |
1,079,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,513.7923 |
|
2.618 |
3,898.5984 |
|
1.618 |
3,521.6414 |
|
1.000 |
3,288.6820 |
|
0.618 |
3,144.6844 |
|
HIGH |
2,911.7250 |
|
0.618 |
2,767.7274 |
|
0.500 |
2,723.2465 |
|
0.382 |
2,678.7656 |
|
LOW |
2,534.7680 |
|
0.618 |
2,301.8086 |
|
1.000 |
2,157.8110 |
|
1.618 |
1,924.8516 |
|
2.618 |
1,547.8946 |
|
4.250 |
932.7008 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.0062 |
2,637.7248 |
| PP |
2,746.6263 |
2,482.0637 |
| S1 |
2,723.2465 |
2,326.4025 |
|