| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,227.8 |
2,200.6 |
-27.2 |
-1.2% |
2,268.1 |
| High |
2,245.1 |
2,210.3 |
-34.8 |
-1.6% |
2,277.7 |
| Low |
2,201.4 |
2,152.3 |
-49.1 |
-2.2% |
2,112.6 |
| Close |
2,207.9 |
2,192.2 |
-15.7 |
-0.7% |
2,222.7 |
| Range |
43.7 |
58.0 |
14.3 |
32.7% |
165.1 |
| ATR |
51.8 |
52.2 |
0.4 |
0.9% |
0.0 |
| Volume |
172,402 |
197,951 |
25,549 |
14.8% |
1,133,725 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.9 |
2,333.6 |
2,224.1 |
|
| R3 |
2,300.9 |
2,275.6 |
2,208.2 |
|
| R2 |
2,242.9 |
2,242.9 |
2,202.8 |
|
| R1 |
2,217.6 |
2,217.6 |
2,197.5 |
2,201.3 |
| PP |
2,184.9 |
2,184.9 |
2,184.9 |
2,176.8 |
| S1 |
2,159.6 |
2,159.6 |
2,186.9 |
2,143.3 |
| S2 |
2,126.9 |
2,126.9 |
2,181.6 |
|
| S3 |
2,068.9 |
2,101.6 |
2,176.3 |
|
| S4 |
2,010.9 |
2,043.6 |
2,160.3 |
|
|
| 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 |
2,245.1 |
2,112.6 |
132.5 |
6.0% |
54.5 |
2.5% |
60% |
False |
False |
194,865 |
| 10 |
2,277.7 |
2,112.6 |
165.1 |
7.5% |
59.3 |
2.7% |
48% |
False |
False |
202,179 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.6% |
48.4 |
2.2% |
38% |
False |
False |
188,202 |
| 40 |
2,322.7 |
2,092.7 |
230.0 |
10.5% |
50.0 |
2.3% |
43% |
False |
False |
187,617 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
13.0% |
56.6 |
2.6% |
39% |
False |
False |
155,826 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.5% |
56.0 |
2.6% |
49% |
False |
False |
116,928 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
20.4% |
54.2 |
2.5% |
61% |
False |
False |
93,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.8 |
|
2.618 |
2,362.1 |
|
1.618 |
2,304.1 |
|
1.000 |
2,268.3 |
|
0.618 |
2,246.1 |
|
HIGH |
2,210.3 |
|
0.618 |
2,188.1 |
|
0.500 |
2,181.3 |
|
0.382 |
2,174.5 |
|
LOW |
2,152.3 |
|
0.618 |
2,116.5 |
|
1.000 |
2,094.3 |
|
1.618 |
2,058.5 |
|
2.618 |
2,000.5 |
|
4.250 |
1,905.8 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,188.6 |
2,198.7 |
| PP |
2,184.9 |
2,196.5 |
| S1 |
2,181.3 |
2,194.4 |
|