Trading Metrics calculated at close of trading on 27-May-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
Open |
7,015.5 |
7,017.5 |
2.0 |
0.0% |
7,043.0 |
High |
7,043.0 |
7,038.0 |
-5.0 |
-0.1% |
7,084.5 |
Low |
6,990.5 |
6,991.0 |
0.5 |
0.0% |
6,876.5 |
Close |
7,017.5 |
7,010.5 |
-7.0 |
-0.1% |
7,008.5 |
Range |
52.5 |
47.0 |
-5.5 |
-10.5% |
208.0 |
ATR |
94.0 |
90.7 |
-3.4 |
-3.6% |
0.0 |
Volume |
77,958 |
101,432 |
23,474 |
30.1% |
455,599 |
|
Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,154.0 |
7,129.5 |
7,036.5 |
|
R3 |
7,107.0 |
7,082.5 |
7,023.5 |
|
R2 |
7,060.0 |
7,060.0 |
7,019.0 |
|
R1 |
7,035.5 |
7,035.5 |
7,015.0 |
7,024.0 |
PP |
7,013.0 |
7,013.0 |
7,013.0 |
7,007.5 |
S1 |
6,988.5 |
6,988.5 |
7,006.0 |
6,977.0 |
S2 |
6,966.0 |
6,966.0 |
7,002.0 |
|
S3 |
6,919.0 |
6,941.5 |
6,997.5 |
|
S4 |
6,872.0 |
6,894.5 |
6,984.5 |
|
|
Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,614.0 |
7,519.0 |
7,123.0 |
|
R3 |
7,406.0 |
7,311.0 |
7,065.5 |
|
R2 |
7,198.0 |
7,198.0 |
7,046.5 |
|
R1 |
7,103.0 |
7,103.0 |
7,027.5 |
7,046.5 |
PP |
6,990.0 |
6,990.0 |
6,990.0 |
6,961.5 |
S1 |
6,895.0 |
6,895.0 |
6,989.5 |
6,838.5 |
S2 |
6,782.0 |
6,782.0 |
6,970.5 |
|
S3 |
6,574.0 |
6,687.0 |
6,951.5 |
|
S4 |
6,366.0 |
6,479.0 |
6,894.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,070.5 |
6,962.5 |
108.0 |
1.5% |
59.0 |
0.8% |
44% |
False |
False |
79,506 |
10 |
7,084.5 |
6,876.5 |
208.0 |
3.0% |
79.5 |
1.1% |
64% |
False |
False |
84,201 |
20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
95.5 |
1.4% |
61% |
False |
False |
91,867 |
40 |
7,143.5 |
6,662.0 |
481.5 |
6.9% |
82.5 |
1.2% |
72% |
False |
False |
86,865 |
60 |
7,143.5 |
6,473.0 |
670.5 |
9.6% |
83.0 |
1.2% |
80% |
False |
False |
85,362 |
80 |
7,143.5 |
6,380.0 |
763.5 |
10.9% |
76.0 |
1.1% |
83% |
False |
False |
64,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,238.0 |
2.618 |
7,161.0 |
1.618 |
7,114.0 |
1.000 |
7,085.0 |
0.618 |
7,067.0 |
HIGH |
7,038.0 |
0.618 |
7,020.0 |
0.500 |
7,014.5 |
0.382 |
7,009.0 |
LOW |
6,991.0 |
0.618 |
6,962.0 |
1.000 |
6,944.0 |
1.618 |
6,915.0 |
2.618 |
6,868.0 |
4.250 |
6,791.0 |
|
|
Fisher Pivots for day following 27-May-2021 |
Pivot |
1 day |
3 day |
R1 |
7,014.5 |
7,030.5 |
PP |
7,013.0 |
7,024.0 |
S1 |
7,012.0 |
7,017.0 |
|