| 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 |
3,937.0 |
4,005.0 |
68.0 |
1.7% |
4,020.0 |
| High |
4,003.0 |
4,027.0 |
24.0 |
0.6% |
4,034.0 |
| Low |
3,927.0 |
3,991.0 |
64.0 |
1.6% |
3,882.0 |
| Close |
3,985.0 |
4,017.0 |
32.0 |
0.8% |
4,017.0 |
| Range |
76.0 |
36.0 |
-40.0 |
-52.6% |
152.0 |
| ATR |
64.9 |
63.3 |
-1.6 |
-2.5% |
0.0 |
| Volume |
910,622 |
859,027 |
-51,595 |
-5.7% |
4,431,394 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,119.7 |
4,104.3 |
4,036.8 |
|
| R3 |
4,083.7 |
4,068.3 |
4,026.9 |
|
| R2 |
4,047.7 |
4,047.7 |
4,023.6 |
|
| R1 |
4,032.3 |
4,032.3 |
4,020.3 |
4,040.0 |
| PP |
4,011.7 |
4,011.7 |
4,011.7 |
4,015.5 |
| S1 |
3,996.3 |
3,996.3 |
4,013.7 |
4,004.0 |
| S2 |
3,975.7 |
3,975.7 |
4,010.4 |
|
| S3 |
3,939.7 |
3,960.3 |
4,007.1 |
|
| S4 |
3,903.7 |
3,924.3 |
3,997.2 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,433.7 |
4,377.3 |
4,100.6 |
|
| R3 |
4,281.7 |
4,225.3 |
4,058.8 |
|
| R2 |
4,129.7 |
4,129.7 |
4,044.9 |
|
| R1 |
4,073.3 |
4,073.3 |
4,030.9 |
4,025.5 |
| PP |
3,977.7 |
3,977.7 |
3,977.7 |
3,953.8 |
| S1 |
3,921.3 |
3,921.3 |
4,003.1 |
3,873.5 |
| S2 |
3,825.7 |
3,825.7 |
3,989.1 |
|
| S3 |
3,673.7 |
3,769.3 |
3,975.2 |
|
| S4 |
3,521.7 |
3,617.3 |
3,933.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,034.0 |
3,882.0 |
152.0 |
3.8% |
62.0 |
1.5% |
89% |
False |
False |
886,278 |
| 10 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
70.1 |
1.7% |
90% |
False |
False |
912,015 |
| 20 |
4,036.0 |
3,844.0 |
192.0 |
4.8% |
59.0 |
1.5% |
90% |
False |
False |
838,490 |
| 40 |
4,036.0 |
3,727.0 |
309.0 |
7.7% |
49.6 |
1.2% |
94% |
False |
False |
770,802 |
| 60 |
4,036.0 |
3,559.0 |
477.0 |
11.9% |
49.1 |
1.2% |
96% |
False |
False |
662,247 |
| 80 |
4,036.0 |
3,360.0 |
676.0 |
16.8% |
48.9 |
1.2% |
97% |
False |
False |
499,395 |
| 100 |
4,036.0 |
3,360.0 |
676.0 |
16.8% |
46.8 |
1.2% |
97% |
False |
False |
400,032 |
| 120 |
4,036.0 |
3,335.0 |
701.0 |
17.5% |
42.3 |
1.1% |
97% |
False |
False |
333,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,180.0 |
|
2.618 |
4,121.2 |
|
1.618 |
4,085.2 |
|
1.000 |
4,063.0 |
|
0.618 |
4,049.2 |
|
HIGH |
4,027.0 |
|
0.618 |
4,013.2 |
|
0.500 |
4,009.0 |
|
0.382 |
4,004.8 |
|
LOW |
3,991.0 |
|
0.618 |
3,968.8 |
|
1.000 |
3,955.0 |
|
1.618 |
3,932.8 |
|
2.618 |
3,896.8 |
|
4.250 |
3,838.0 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
4,014.3 |
3,996.2 |
| PP |
4,011.7 |
3,975.3 |
| S1 |
4,009.0 |
3,954.5 |
|