| 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 |
1,872.2 |
1,880.4 |
8.2 |
0.4% |
1,843.5 |
| High |
1,887.2 |
1,892.3 |
5.1 |
0.3% |
1,893.2 |
| Low |
1,866.1 |
1,872.5 |
6.4 |
0.3% |
1,843.1 |
| Close |
1,883.9 |
1,878.9 |
-5.0 |
-0.3% |
1,878.9 |
| Range |
21.1 |
19.8 |
-1.3 |
-6.2% |
50.1 |
| ATR |
24.7 |
24.3 |
-0.3 |
-1.4% |
0.0 |
| Volume |
44,907 |
53,035 |
8,128 |
18.1% |
248,412 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.6 |
1,929.6 |
1,889.8 |
|
| R3 |
1,920.8 |
1,909.8 |
1,884.3 |
|
| R2 |
1,901.0 |
1,901.0 |
1,882.5 |
|
| R1 |
1,890.0 |
1,890.0 |
1,880.7 |
1,885.6 |
| PP |
1,881.2 |
1,881.2 |
1,881.2 |
1,879.1 |
| S1 |
1,870.2 |
1,870.2 |
1,877.1 |
1,865.8 |
| S2 |
1,861.4 |
1,861.4 |
1,875.3 |
|
| S3 |
1,841.6 |
1,850.4 |
1,873.5 |
|
| S4 |
1,821.8 |
1,830.6 |
1,868.0 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.0 |
2,000.6 |
1,906.5 |
|
| R3 |
1,971.9 |
1,950.5 |
1,892.7 |
|
| R2 |
1,921.8 |
1,921.8 |
1,888.1 |
|
| R1 |
1,900.4 |
1,900.4 |
1,883.5 |
1,911.1 |
| PP |
1,871.7 |
1,871.7 |
1,871.7 |
1,877.1 |
| S1 |
1,850.3 |
1,850.3 |
1,874.3 |
1,861.0 |
| S2 |
1,821.6 |
1,821.6 |
1,869.7 |
|
| S3 |
1,771.5 |
1,800.2 |
1,865.1 |
|
| S4 |
1,721.4 |
1,750.1 |
1,851.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,893.2 |
1,843.1 |
50.1 |
2.7% |
24.0 |
1.3% |
71% |
False |
False |
49,682 |
| 10 |
1,893.2 |
1,810.7 |
82.5 |
4.4% |
23.9 |
1.3% |
83% |
False |
False |
50,611 |
| 20 |
1,893.2 |
1,756.8 |
136.4 |
7.3% |
23.9 |
1.3% |
90% |
False |
False |
31,873 |
| 40 |
1,893.2 |
1,679.4 |
213.8 |
11.4% |
23.6 |
1.3% |
93% |
False |
False |
17,473 |
| 60 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
24.7 |
1.3% |
93% |
False |
False |
12,749 |
| 80 |
1,893.2 |
1,678.4 |
214.8 |
11.4% |
25.2 |
1.3% |
93% |
False |
False |
9,956 |
| 100 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
25.8 |
1.4% |
68% |
False |
False |
8,295 |
| 120 |
1,971.5 |
1,678.4 |
293.1 |
15.6% |
25.8 |
1.4% |
68% |
False |
False |
7,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.5 |
|
2.618 |
1,944.1 |
|
1.618 |
1,924.3 |
|
1.000 |
1,912.1 |
|
0.618 |
1,904.5 |
|
HIGH |
1,892.3 |
|
0.618 |
1,884.7 |
|
0.500 |
1,882.4 |
|
0.382 |
1,880.1 |
|
LOW |
1,872.5 |
|
0.618 |
1,860.3 |
|
1.000 |
1,852.7 |
|
1.618 |
1,840.5 |
|
2.618 |
1,820.7 |
|
4.250 |
1,788.4 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,882.4 |
1,877.2 |
| PP |
1,881.2 |
1,875.5 |
| S1 |
1,880.1 |
1,873.8 |
|