| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,794.2870 |
2,723.1160 |
-71.1710 |
-2.5% |
2,265.4460 |
| High |
2,887.8490 |
2,789.1250 |
-98.7240 |
-3.4% |
2,911.7250 |
| Low |
2,642.9500 |
2,425.7940 |
-217.1560 |
-8.2% |
1,741.0800 |
| Close |
2,722.3940 |
2,426.9700 |
-295.4240 |
-10.9% |
2,426.9700 |
| Range |
244.8990 |
363.3310 |
118.4320 |
48.4% |
1,170.6450 |
| ATR |
487.8870 |
478.9902 |
-8.8969 |
-1.8% |
0.0000 |
| Volume |
964,173 |
1,216,912 |
252,739 |
26.2% |
6,601,379 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,637.2893 |
3,395.4607 |
2,626.8021 |
|
| R3 |
3,273.9583 |
3,032.1297 |
2,526.8860 |
|
| R2 |
2,910.6273 |
2,910.6273 |
2,493.5807 |
|
| R1 |
2,668.7987 |
2,668.7987 |
2,460.2753 |
2,608.0475 |
| PP |
2,547.2963 |
2,547.2963 |
2,547.2963 |
2,516.9208 |
| S1 |
2,305.4677 |
2,305.4677 |
2,393.6647 |
2,244.7165 |
| S2 |
2,183.9653 |
2,183.9653 |
2,360.3593 |
|
| S3 |
1,820.6343 |
1,942.1367 |
2,327.0540 |
|
| S4 |
1,457.3033 |
1,578.8057 |
2,227.1380 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,871.8600 |
5,320.0600 |
3,070.8248 |
|
| R3 |
4,701.2150 |
4,149.4150 |
2,748.8974 |
|
| R2 |
3,530.5700 |
3,530.5700 |
2,641.5883 |
|
| R1 |
2,978.7700 |
2,978.7700 |
2,534.2791 |
3,254.6700 |
| PP |
2,359.9250 |
2,359.9250 |
2,359.9250 |
2,497.8750 |
| S1 |
1,808.1250 |
1,808.1250 |
2,319.6609 |
2,084.0250 |
| S2 |
1,189.2800 |
1,189.2800 |
2,212.3518 |
|
| S3 |
18.6350 |
637.4800 |
2,105.0426 |
|
| S4 |
-1,152.0100 |
-533.1650 |
1,783.1153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,911.7250 |
1,741.0800 |
1,170.6450 |
48.2% |
453.1200 |
18.7% |
59% |
False |
False |
1,320,275 |
| 10 |
4,131.2460 |
1,741.0800 |
2,390.1660 |
98.5% |
659.9157 |
27.2% |
29% |
False |
False |
1,631,378 |
| 20 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
108.4% |
551.1303 |
22.7% |
26% |
False |
False |
1,408,598 |
| 40 |
4,370.7670 |
1,741.0800 |
2,629.6870 |
108.4% |
379.4579 |
15.6% |
26% |
False |
False |
1,105,769 |
| 60 |
4,370.7670 |
1,444.7800 |
2,925.9870 |
120.6% |
294.5405 |
12.1% |
34% |
False |
False |
956,879 |
| 80 |
4,370.7670 |
1,294.7920 |
3,075.9750 |
126.7% |
266.8346 |
11.0% |
37% |
False |
False |
963,734 |
| 100 |
4,370.7670 |
912.6060 |
3,458.1610 |
142.5% |
250.6632 |
10.3% |
44% |
False |
False |
1,115,681 |
| 120 |
4,370.7670 |
530.9080 |
3,839.8590 |
158.2% |
220.9781 |
9.1% |
49% |
False |
False |
1,086,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,333.2818 |
|
2.618 |
3,740.3256 |
|
1.618 |
3,376.9946 |
|
1.000 |
3,152.4560 |
|
0.618 |
3,013.6636 |
|
HIGH |
2,789.1250 |
|
0.618 |
2,650.3326 |
|
0.500 |
2,607.4595 |
|
0.382 |
2,564.5864 |
|
LOW |
2,425.7940 |
|
0.618 |
2,201.2554 |
|
1.000 |
2,062.4630 |
|
1.618 |
1,837.9244 |
|
2.618 |
1,474.5934 |
|
4.250 |
881.6373 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,607.4595 |
2,668.7595 |
| PP |
2,547.2963 |
2,588.1630 |
| S1 |
2,487.1332 |
2,507.5665 |
|