| Trading Metrics calculated at close of trading on 18-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2021 |
18-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1,843.5 |
1,869.1 |
25.6 |
1.4% |
1,836.1 |
| High |
1,871.1 |
1,877.8 |
6.7 |
0.4% |
1,849.0 |
| Low |
1,843.1 |
1,865.6 |
22.5 |
1.2% |
1,810.7 |
| Close |
1,869.6 |
1,870.1 |
0.5 |
0.0% |
1,840.0 |
| Range |
28.0 |
12.2 |
-15.8 |
-56.4% |
38.3 |
| ATR |
24.8 |
23.9 |
-0.9 |
-3.6% |
0.0 |
| Volume |
42,114 |
49,548 |
7,434 |
17.7% |
257,700 |
|
| Daily Pivots for day following 18-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.8 |
1,901.1 |
1,876.8 |
|
| R3 |
1,895.6 |
1,888.9 |
1,873.5 |
|
| R2 |
1,883.4 |
1,883.4 |
1,872.3 |
|
| R1 |
1,876.7 |
1,876.7 |
1,871.2 |
1,880.1 |
| PP |
1,871.2 |
1,871.2 |
1,871.2 |
1,872.8 |
| S1 |
1,864.5 |
1,864.5 |
1,869.0 |
1,867.9 |
| S2 |
1,859.0 |
1,859.0 |
1,867.9 |
|
| S3 |
1,846.8 |
1,852.3 |
1,866.7 |
|
| S4 |
1,834.6 |
1,840.1 |
1,863.4 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,948.1 |
1,932.4 |
1,861.1 |
|
| R3 |
1,909.8 |
1,894.1 |
1,850.5 |
|
| R2 |
1,871.5 |
1,871.5 |
1,847.0 |
|
| R1 |
1,855.8 |
1,855.8 |
1,843.5 |
1,863.7 |
| PP |
1,833.2 |
1,833.2 |
1,833.2 |
1,837.2 |
| S1 |
1,817.5 |
1,817.5 |
1,836.5 |
1,825.4 |
| S2 |
1,794.9 |
1,794.9 |
1,833.0 |
|
| S3 |
1,756.6 |
1,779.2 |
1,829.5 |
|
| S4 |
1,718.3 |
1,740.9 |
1,818.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,877.8 |
1,810.7 |
67.1 |
3.6% |
23.9 |
1.3% |
89% |
True |
False |
42,553 |
| 10 |
1,877.8 |
1,771.5 |
106.3 |
5.7% |
24.6 |
1.3% |
93% |
True |
False |
41,935 |
| 20 |
1,877.8 |
1,756.8 |
121.0 |
6.5% |
23.3 |
1.2% |
94% |
True |
False |
24,561 |
| 40 |
1,877.8 |
1,679.4 |
198.4 |
10.6% |
23.0 |
1.2% |
96% |
True |
False |
13,816 |
| 60 |
1,877.8 |
1,678.4 |
199.4 |
10.7% |
24.7 |
1.3% |
96% |
True |
False |
10,200 |
| 80 |
1,882.0 |
1,678.4 |
203.6 |
10.9% |
24.8 |
1.3% |
94% |
False |
False |
8,054 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.7% |
25.6 |
1.4% |
65% |
False |
False |
6,739 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.7% |
25.9 |
1.4% |
65% |
False |
False |
5,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.7 |
|
2.618 |
1,909.7 |
|
1.618 |
1,897.5 |
|
1.000 |
1,890.0 |
|
0.618 |
1,885.3 |
|
HIGH |
1,877.8 |
|
0.618 |
1,873.1 |
|
0.500 |
1,871.7 |
|
0.382 |
1,870.3 |
|
LOW |
1,865.6 |
|
0.618 |
1,858.1 |
|
1.000 |
1,853.4 |
|
1.618 |
1,845.9 |
|
2.618 |
1,833.7 |
|
4.250 |
1,813.8 |
|
|
| Fisher Pivots for day following 18-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,871.7 |
1,863.3 |
| PP |
1,871.2 |
1,856.4 |
| S1 |
1,870.6 |
1,849.6 |
|