| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
7,017.5 |
7,039.0 |
21.5 |
0.3% |
7,009.5 |
| High |
7,038.0 |
7,050.0 |
12.0 |
0.2% |
7,070.5 |
| Low |
6,991.0 |
7,004.0 |
13.0 |
0.2% |
6,990.5 |
| Close |
7,010.5 |
7,023.5 |
13.0 |
0.2% |
7,023.5 |
| Range |
47.0 |
46.0 |
-1.0 |
-2.1% |
80.0 |
| ATR |
90.7 |
87.5 |
-3.2 |
-3.5% |
0.0 |
| Volume |
101,432 |
97,215 |
-4,217 |
-4.2% |
411,929 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,164.0 |
7,139.5 |
7,049.0 |
|
| R3 |
7,118.0 |
7,093.5 |
7,036.0 |
|
| R2 |
7,072.0 |
7,072.0 |
7,032.0 |
|
| R1 |
7,047.5 |
7,047.5 |
7,027.5 |
7,037.0 |
| PP |
7,026.0 |
7,026.0 |
7,026.0 |
7,020.5 |
| S1 |
7,001.5 |
7,001.5 |
7,019.5 |
6,991.0 |
| S2 |
6,980.0 |
6,980.0 |
7,015.0 |
|
| S3 |
6,934.0 |
6,955.5 |
7,011.0 |
|
| S4 |
6,888.0 |
6,909.5 |
6,998.0 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,268.0 |
7,226.0 |
7,067.5 |
|
| R3 |
7,188.0 |
7,146.0 |
7,045.5 |
|
| R2 |
7,108.0 |
7,108.0 |
7,038.0 |
|
| R1 |
7,066.0 |
7,066.0 |
7,031.0 |
7,087.0 |
| PP |
7,028.0 |
7,028.0 |
7,028.0 |
7,039.0 |
| S1 |
6,986.0 |
6,986.0 |
7,016.0 |
7,007.0 |
| S2 |
6,948.0 |
6,948.0 |
7,009.0 |
|
| S3 |
6,868.0 |
6,906.0 |
7,001.5 |
|
| S4 |
6,788.0 |
6,826.0 |
6,979.5 |
|
|
| 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 |
6,990.5 |
80.0 |
1.1% |
55.0 |
0.8% |
41% |
False |
False |
82,385 |
| 10 |
7,084.5 |
6,876.5 |
208.0 |
3.0% |
74.5 |
1.1% |
71% |
False |
False |
86,752 |
| 20 |
7,143.5 |
6,799.0 |
344.5 |
4.9% |
94.0 |
1.3% |
65% |
False |
False |
92,589 |
| 40 |
7,143.5 |
6,662.0 |
481.5 |
6.9% |
82.0 |
1.2% |
75% |
False |
False |
87,414 |
| 60 |
7,143.5 |
6,491.0 |
652.5 |
9.3% |
82.5 |
1.2% |
82% |
False |
False |
86,982 |
| 80 |
7,143.5 |
6,380.0 |
763.5 |
10.9% |
76.5 |
1.1% |
84% |
False |
False |
65,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,245.5 |
|
2.618 |
7,170.5 |
|
1.618 |
7,124.5 |
|
1.000 |
7,096.0 |
|
0.618 |
7,078.5 |
|
HIGH |
7,050.0 |
|
0.618 |
7,032.5 |
|
0.500 |
7,027.0 |
|
0.382 |
7,021.5 |
|
LOW |
7,004.0 |
|
0.618 |
6,975.5 |
|
1.000 |
6,958.0 |
|
1.618 |
6,929.5 |
|
2.618 |
6,883.5 |
|
4.250 |
6,808.5 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
7,027.0 |
7,022.5 |
| PP |
7,026.0 |
7,021.5 |
| S1 |
7,024.5 |
7,020.0 |
|