| Trading Metrics calculated at close of trading on 25-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2021 |
25-May-2021 |
Change |
Change % |
Previous Week |
| Open |
2,210.2 |
2,227.2 |
17.0 |
0.8% |
2,222.4 |
| High |
2,237.4 |
2,250.2 |
12.8 |
0.6% |
2,245.1 |
| Low |
2,200.5 |
2,204.6 |
4.1 |
0.2% |
2,152.3 |
| Close |
2,226.1 |
2,205.5 |
-20.6 |
-0.9% |
2,212.3 |
| Range |
36.9 |
45.6 |
8.7 |
23.6% |
92.8 |
| ATR |
49.3 |
49.0 |
-0.3 |
-0.5% |
0.0 |
| Volume |
123,164 |
140,731 |
17,567 |
14.3% |
824,769 |
|
| Daily Pivots for day following 25-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.9 |
2,326.8 |
2,230.6 |
|
| R3 |
2,311.3 |
2,281.2 |
2,218.0 |
|
| R2 |
2,265.7 |
2,265.7 |
2,213.9 |
|
| R1 |
2,235.6 |
2,235.6 |
2,209.7 |
2,227.9 |
| PP |
2,220.1 |
2,220.1 |
2,220.1 |
2,216.2 |
| S1 |
2,190.0 |
2,190.0 |
2,201.3 |
2,182.3 |
| S2 |
2,174.5 |
2,174.5 |
2,197.1 |
|
| S3 |
2,128.9 |
2,144.4 |
2,193.0 |
|
| S4 |
2,083.3 |
2,098.8 |
2,180.4 |
|
|
| 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 |
2,250.2 |
2,152.3 |
97.9 |
4.4% |
43.1 |
2.0% |
54% |
True |
False |
150,082 |
| 10 |
2,250.2 |
2,112.6 |
137.6 |
6.2% |
51.4 |
2.3% |
68% |
True |
False |
178,038 |
| 20 |
2,322.7 |
2,112.6 |
210.1 |
9.5% |
49.0 |
2.2% |
44% |
False |
False |
180,675 |
| 40 |
2,322.7 |
2,112.6 |
210.1 |
9.5% |
46.2 |
2.1% |
44% |
False |
False |
177,067 |
| 60 |
2,366.0 |
2,081.3 |
284.7 |
12.9% |
53.5 |
2.4% |
44% |
False |
False |
164,979 |
| 80 |
2,366.0 |
2,025.7 |
340.3 |
15.4% |
55.0 |
2.5% |
53% |
False |
False |
123,827 |
| 100 |
2,366.0 |
1,918.0 |
448.0 |
20.3% |
54.3 |
2.5% |
64% |
False |
False |
99,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.0 |
|
2.618 |
2,369.6 |
|
1.618 |
2,324.0 |
|
1.000 |
2,295.8 |
|
0.618 |
2,278.4 |
|
HIGH |
2,250.2 |
|
0.618 |
2,232.8 |
|
0.500 |
2,227.4 |
|
0.382 |
2,222.0 |
|
LOW |
2,204.6 |
|
0.618 |
2,176.4 |
|
1.000 |
2,159.0 |
|
1.618 |
2,130.8 |
|
2.618 |
2,085.2 |
|
4.250 |
2,010.8 |
|
|
| Fisher Pivots for day following 25-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.4 |
2,225.4 |
| PP |
2,220.1 |
2,218.7 |
| S1 |
2,212.8 |
2,212.1 |
|