| 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 |
13,656.50 |
13,670.25 |
13.75 |
0.1% |
13,380.25 |
| High |
13,738.75 |
13,728.50 |
-10.25 |
-0.1% |
13,570.00 |
| Low |
13,606.75 |
13,656.00 |
49.25 |
0.4% |
12,954.25 |
| Close |
13,656.25 |
13,700.25 |
44.00 |
0.3% |
13,405.00 |
| Range |
132.00 |
72.50 |
-59.50 |
-45.1% |
615.75 |
| ATR |
262.49 |
248.92 |
-13.57 |
-5.2% |
0.00 |
| Volume |
436,157 |
343,069 |
-93,088 |
-21.3% |
2,523,255 |
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,912.50 |
13,878.75 |
13,740.00 |
|
| R3 |
13,840.00 |
13,806.25 |
13,720.25 |
|
| R2 |
13,767.50 |
13,767.50 |
13,713.50 |
|
| R1 |
13,733.75 |
13,733.75 |
13,707.00 |
13,750.50 |
| PP |
13,695.00 |
13,695.00 |
13,695.00 |
13,703.25 |
| S1 |
13,661.25 |
13,661.25 |
13,693.50 |
13,678.00 |
| S2 |
13,622.50 |
13,622.50 |
13,687.00 |
|
| S3 |
13,550.00 |
13,588.75 |
13,680.25 |
|
| S4 |
13,477.50 |
13,516.25 |
13,660.50 |
|
|
| 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 |
13,738.75 |
13,150.75 |
588.00 |
4.3% |
216.00 |
1.6% |
93% |
False |
False |
414,270 |
| 10 |
13,738.75 |
12,915.00 |
823.75 |
6.0% |
255.25 |
1.9% |
95% |
False |
False |
486,719 |
| 20 |
14,064.00 |
12,915.00 |
1,149.00 |
8.4% |
266.25 |
1.9% |
68% |
False |
False |
547,513 |
| 40 |
14,064.00 |
12,858.25 |
1,205.75 |
8.8% |
233.00 |
1.7% |
70% |
False |
False |
519,850 |
| 60 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
271.00 |
2.0% |
80% |
False |
False |
472,447 |
| 80 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
271.00 |
2.0% |
80% |
False |
False |
354,705 |
| 100 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
275.75 |
2.0% |
80% |
False |
False |
283,925 |
| 120 |
14,064.00 |
12,200.00 |
1,864.00 |
13.6% |
254.75 |
1.9% |
80% |
False |
False |
236,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,036.50 |
|
2.618 |
13,918.25 |
|
1.618 |
13,845.75 |
|
1.000 |
13,801.00 |
|
0.618 |
13,773.25 |
|
HIGH |
13,728.50 |
|
0.618 |
13,700.75 |
|
0.500 |
13,692.25 |
|
0.382 |
13,683.75 |
|
LOW |
13,656.00 |
|
0.618 |
13,611.25 |
|
1.000 |
13,583.50 |
|
1.618 |
13,538.75 |
|
2.618 |
13,466.25 |
|
4.250 |
13,348.00 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,697.50 |
13,649.50 |
| PP |
13,695.00 |
13,598.50 |
| S1 |
13,692.25 |
13,547.50 |
|