| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,554.0740 |
2,794.2870 |
240.2130 |
9.4% |
3,988.8950 |
| High |
2,911.7250 |
2,887.8490 |
-23.8760 |
-0.8% |
4,131.2460 |
| Low |
2,534.7680 |
2,642.9500 |
108.1820 |
4.3% |
1,982.0560 |
| Close |
2,793.3860 |
2,722.3940 |
-70.9920 |
-2.5% |
2,258.2860 |
| Range |
376.9570 |
244.8990 |
-132.0580 |
-35.0% |
2,149.1900 |
| ATR |
506.5784 |
487.8870 |
-18.6914 |
-3.7% |
0.0000 |
| Volume |
1,212,746 |
964,173 |
-248,573 |
-20.5% |
9,712,408 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,485.7613 |
3,348.9767 |
2,857.0885 |
|
| R3 |
3,240.8623 |
3,104.0777 |
2,789.7412 |
|
| R2 |
2,995.9633 |
2,995.9633 |
2,767.2922 |
|
| R1 |
2,859.1787 |
2,859.1787 |
2,744.8431 |
2,805.1215 |
| PP |
2,751.0643 |
2,751.0643 |
2,751.0643 |
2,724.0358 |
| S1 |
2,614.2797 |
2,614.2797 |
2,699.9449 |
2,560.2225 |
| S2 |
2,506.1653 |
2,506.1653 |
2,677.4959 |
|
| S3 |
2,261.2663 |
2,369.3807 |
2,655.0468 |
|
| S4 |
2,016.3673 |
2,124.4817 |
2,587.6996 |
|
|
| 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 |
2,939.2960 |
1,741.0800 |
1,198.2160 |
44.0% |
517.7222 |
19.0% |
82% |
False |
False |
1,417,436 |
| 10 |
4,173.5460 |
1,741.0800 |
2,432.4660 |
89.4% |
678.9514 |
24.9% |
40% |
False |
False |
1,634,633 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
96.6% |
537.8082 |
19.8% |
37% |
False |
False |
1,378,944 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
96.6% |
372.4553 |
13.7% |
37% |
False |
False |
1,088,713 |
| 60 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
107.5% |
290.4347 |
10.7% |
44% |
False |
False |
949,449 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
113.0% |
264.0519 |
9.7% |
46% |
False |
False |
963,714 |
| 100 |
4,370.7670 |
912.6060 |
3,458.1610 |
127.0% |
248.5820 |
9.1% |
52% |
False |
False |
1,124,888 |
| 120 |
4,370.7670 |
530.9080 |
3,839.8590 |
141.0% |
218.2919 |
8.0% |
57% |
False |
False |
1,081,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,928.6698 |
|
2.618 |
3,528.9946 |
|
1.618 |
3,284.0956 |
|
1.000 |
3,132.7480 |
|
0.618 |
3,039.1966 |
|
HIGH |
2,887.8490 |
|
0.618 |
2,794.2976 |
|
0.500 |
2,765.3995 |
|
0.382 |
2,736.5014 |
|
LOW |
2,642.9500 |
|
0.618 |
2,491.6024 |
|
1.000 |
2,398.0510 |
|
1.618 |
2,246.7034 |
|
2.618 |
2,001.8044 |
|
4.250 |
1,602.1293 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.3995 |
2,699.2938 |
| PP |
2,751.0643 |
2,676.1937 |
| S1 |
2,736.7292 |
2,653.0935 |
|