| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,171.9 |
2,222.4 |
50.5 |
2.3% |
2,268.1 |
| High |
2,227.6 |
2,229.4 |
1.8 |
0.1% |
2,277.7 |
| Low |
2,169.2 |
2,191.0 |
21.8 |
1.0% |
2,112.6 |
| Close |
2,222.7 |
2,225.5 |
2.8 |
0.1% |
2,222.7 |
| Range |
58.4 |
38.4 |
-20.0 |
-34.2% |
165.1 |
| ATR |
53.5 |
52.4 |
-1.1 |
-2.0% |
0.0 |
| Volume |
185,356 |
165,852 |
-19,504 |
-10.5% |
1,133,725 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.5 |
2,316.4 |
2,246.6 |
|
| R3 |
2,292.1 |
2,278.0 |
2,236.1 |
|
| R2 |
2,253.7 |
2,253.7 |
2,232.5 |
|
| R1 |
2,239.6 |
2,239.6 |
2,229.0 |
2,246.7 |
| PP |
2,215.3 |
2,215.3 |
2,215.3 |
2,218.8 |
| S1 |
2,201.2 |
2,201.2 |
2,222.0 |
2,208.3 |
| S2 |
2,176.9 |
2,176.9 |
2,218.5 |
|
| S3 |
2,138.5 |
2,162.8 |
2,214.9 |
|
| S4 |
2,100.1 |
2,124.4 |
2,204.4 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,699.6 |
2,626.3 |
2,313.5 |
|
| R3 |
2,534.5 |
2,461.2 |
2,268.1 |
|
| R2 |
2,369.4 |
2,369.4 |
2,253.0 |
|
| R1 |
2,296.1 |
2,296.1 |
2,237.8 |
2,250.2 |
| PP |
2,204.3 |
2,204.3 |
2,204.3 |
2,181.4 |
| S1 |
2,131.0 |
2,131.0 |
2,207.6 |
2,085.1 |
| S2 |
2,039.2 |
2,039.2 |
2,192.4 |
|
| S3 |
1,874.1 |
1,965.9 |
2,177.3 |
|
| S4 |
1,709.0 |
1,800.8 |
2,131.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,229.4 |
2,112.6 |
116.8 |
5.2% |
63.8 |
2.9% |
97% |
True |
False |
223,395 |
| 10 |
2,277.7 |
2,112.6 |
165.1 |
7.4% |
57.6 |
2.6% |
68% |
False |
False |
202,492 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.4% |
50.5 |
2.3% |
54% |
False |
False |
191,596 |
| 40 |
2,322.7 |
2,092.7 |
230.0 |
10.3% |
51.0 |
2.3% |
58% |
False |
False |
187,515 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.8% |
57.3 |
2.6% |
51% |
False |
False |
149,664 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.3% |
56.1 |
2.5% |
59% |
False |
False |
112,300 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
20.1% |
54.0 |
2.4% |
69% |
False |
False |
89,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.6 |
|
2.618 |
2,329.9 |
|
1.618 |
2,291.5 |
|
1.000 |
2,267.8 |
|
0.618 |
2,253.1 |
|
HIGH |
2,229.4 |
|
0.618 |
2,214.7 |
|
0.500 |
2,210.2 |
|
0.382 |
2,205.7 |
|
LOW |
2,191.0 |
|
0.618 |
2,167.3 |
|
1.000 |
2,152.6 |
|
1.618 |
2,128.9 |
|
2.618 |
2,090.5 |
|
4.250 |
2,027.8 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.4 |
2,207.3 |
| PP |
2,215.3 |
2,189.2 |
| S1 |
2,210.2 |
2,171.0 |
|