| 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 |
13,220.50 |
13,492.50 |
272.00 |
2.1% |
13,380.25 |
| High |
13,522.75 |
13,570.00 |
47.25 |
0.3% |
13,570.00 |
| Low |
13,150.75 |
13,395.75 |
245.00 |
1.9% |
12,954.25 |
| Close |
13,486.50 |
13,405.00 |
-81.50 |
-0.6% |
13,405.00 |
| Range |
372.00 |
174.25 |
-197.75 |
-53.2% |
615.75 |
| ATR |
275.37 |
268.14 |
-7.22 |
-2.6% |
0.00 |
| Volume |
465,782 |
457,735 |
-8,047 |
-1.7% |
2,523,255 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,979.75 |
13,866.50 |
13,500.75 |
|
| R3 |
13,805.50 |
13,692.25 |
13,453.00 |
|
| R2 |
13,631.25 |
13,631.25 |
13,437.00 |
|
| R1 |
13,518.00 |
13,518.00 |
13,421.00 |
13,487.50 |
| PP |
13,457.00 |
13,457.00 |
13,457.00 |
13,441.50 |
| S1 |
13,343.75 |
13,343.75 |
13,389.00 |
13,313.25 |
| S2 |
13,282.75 |
13,282.75 |
13,373.00 |
|
| S3 |
13,108.50 |
13,169.50 |
13,357.00 |
|
| S4 |
12,934.25 |
12,995.25 |
13,309.25 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,157.00 |
14,896.75 |
13,743.75 |
|
| R3 |
14,541.25 |
14,281.00 |
13,574.25 |
|
| R2 |
13,925.50 |
13,925.50 |
13,518.00 |
|
| R1 |
13,665.25 |
13,665.25 |
13,461.50 |
13,795.50 |
| PP |
13,309.75 |
13,309.75 |
13,309.75 |
13,374.75 |
| S1 |
13,049.50 |
13,049.50 |
13,348.50 |
13,179.50 |
| S2 |
12,694.00 |
12,694.00 |
13,292.00 |
|
| S3 |
12,078.25 |
12,433.75 |
13,235.75 |
|
| S4 |
11,462.50 |
11,818.00 |
13,066.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,570.00 |
12,954.25 |
615.75 |
4.6% |
271.00 |
2.0% |
73% |
True |
False |
504,651 |
| 10 |
13,752.00 |
12,915.00 |
837.00 |
6.2% |
316.75 |
2.4% |
59% |
False |
False |
587,164 |
| 20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.6% |
261.00 |
1.9% |
43% |
False |
False |
556,025 |
| 40 |
14,064.00 |
12,676.25 |
1,387.75 |
10.4% |
237.50 |
1.8% |
53% |
False |
False |
533,974 |
| 60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.9% |
280.00 |
2.1% |
65% |
False |
False |
453,482 |
| 80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.9% |
281.50 |
2.1% |
65% |
False |
False |
340,402 |
| 100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.9% |
273.25 |
2.0% |
65% |
False |
False |
272,453 |
| 120 |
14,064.00 |
12,075.75 |
1,988.25 |
14.8% |
254.75 |
1.9% |
67% |
False |
False |
227,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,310.50 |
|
2.618 |
14,026.25 |
|
1.618 |
13,852.00 |
|
1.000 |
13,744.25 |
|
0.618 |
13,677.75 |
|
HIGH |
13,570.00 |
|
0.618 |
13,503.50 |
|
0.500 |
13,483.00 |
|
0.382 |
13,462.25 |
|
LOW |
13,395.75 |
|
0.618 |
13,288.00 |
|
1.000 |
13,221.50 |
|
1.618 |
13,113.75 |
|
2.618 |
12,939.50 |
|
4.250 |
12,655.25 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,483.00 |
13,357.50 |
| PP |
13,457.00 |
13,309.75 |
| S1 |
13,431.00 |
13,262.00 |
|