| 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 |
2,191.8 |
2,202.9 |
11.1 |
0.5% |
2,222.4 |
| High |
2,211.2 |
2,236.3 |
25.1 |
1.1% |
2,245.1 |
| Low |
2,170.2 |
2,202.2 |
32.0 |
1.5% |
2,152.3 |
| Close |
2,205.7 |
2,212.3 |
6.6 |
0.3% |
2,212.3 |
| Range |
41.0 |
34.1 |
-6.9 |
-16.8% |
92.8 |
| ATR |
51.4 |
50.2 |
-1.2 |
-2.4% |
0.0 |
| Volume |
156,500 |
132,064 |
-24,436 |
-15.6% |
824,769 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,319.2 |
2,299.9 |
2,231.1 |
|
| R3 |
2,285.1 |
2,265.8 |
2,221.7 |
|
| R2 |
2,251.0 |
2,251.0 |
2,218.6 |
|
| R1 |
2,231.7 |
2,231.7 |
2,215.4 |
2,241.4 |
| PP |
2,216.9 |
2,216.9 |
2,216.9 |
2,221.8 |
| S1 |
2,197.6 |
2,197.6 |
2,209.2 |
2,207.3 |
| S2 |
2,182.8 |
2,182.8 |
2,206.0 |
|
| S3 |
2,148.7 |
2,163.5 |
2,202.9 |
|
| S4 |
2,114.6 |
2,129.4 |
2,193.5 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.6 |
2,439.8 |
2,263.3 |
|
| R3 |
2,388.8 |
2,347.0 |
2,237.8 |
|
| R2 |
2,296.0 |
2,296.0 |
2,229.3 |
|
| R1 |
2,254.2 |
2,254.2 |
2,220.8 |
2,228.7 |
| PP |
2,203.2 |
2,203.2 |
2,203.2 |
2,190.5 |
| S1 |
2,161.4 |
2,161.4 |
2,203.8 |
2,135.9 |
| S2 |
2,110.4 |
2,110.4 |
2,195.3 |
|
| S3 |
2,017.6 |
2,068.6 |
2,186.8 |
|
| S4 |
1,924.8 |
1,975.8 |
2,161.3 |
|
|
| 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 |
2,152.3 |
92.8 |
4.2% |
43.0 |
1.9% |
65% |
False |
False |
164,953 |
| 10 |
2,277.7 |
2,112.6 |
165.1 |
7.5% |
57.4 |
2.6% |
60% |
False |
False |
195,849 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.5% |
47.5 |
2.1% |
47% |
False |
False |
181,745 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.5% |
47.2 |
2.1% |
47% |
False |
False |
181,611 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.9% |
54.8 |
2.5% |
46% |
False |
False |
160,611 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.4% |
55.5 |
2.5% |
55% |
False |
False |
120,532 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
20.3% |
54.4 |
2.5% |
66% |
False |
False |
96,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,381.2 |
|
2.618 |
2,325.6 |
|
1.618 |
2,291.5 |
|
1.000 |
2,270.4 |
|
0.618 |
2,257.4 |
|
HIGH |
2,236.3 |
|
0.618 |
2,223.3 |
|
0.500 |
2,219.3 |
|
0.382 |
2,215.2 |
|
LOW |
2,202.2 |
|
0.618 |
2,181.1 |
|
1.000 |
2,168.1 |
|
1.618 |
2,147.0 |
|
2.618 |
2,112.9 |
|
4.250 |
2,057.3 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,219.3 |
2,206.3 |
| PP |
2,216.9 |
2,200.3 |
| S1 |
2,214.6 |
2,194.3 |
|