| 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 |
39,575 |
37,425 |
-2,150 |
-5.4% |
34,670 |
| High |
41,125 |
39,660 |
-1,465 |
-3.6% |
41,510 |
| Low |
38,070 |
35,620 |
-2,450 |
-6.4% |
34,305 |
| Close |
39,455 |
36,335 |
-3,120 |
-7.9% |
36,335 |
| Range |
3,055 |
4,040 |
985 |
32.2% |
7,205 |
| ATR |
5,011 |
4,941 |
-69 |
-1.4% |
0 |
| Volume |
53 |
51 |
-2 |
-3.8% |
243 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49,325 |
46,870 |
38,557 |
|
| R3 |
45,285 |
42,830 |
37,446 |
|
| R2 |
41,245 |
41,245 |
37,076 |
|
| R1 |
38,790 |
38,790 |
36,705 |
37,998 |
| PP |
37,205 |
37,205 |
37,205 |
36,809 |
| S1 |
34,750 |
34,750 |
35,965 |
33,958 |
| S2 |
33,165 |
33,165 |
35,594 |
|
| S3 |
29,125 |
30,710 |
35,224 |
|
| S4 |
25,085 |
26,670 |
34,113 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58,998 |
54,872 |
40,298 |
|
| R3 |
51,793 |
47,667 |
38,316 |
|
| R2 |
44,588 |
44,588 |
37,656 |
|
| R1 |
40,462 |
40,462 |
36,995 |
42,525 |
| PP |
37,383 |
37,383 |
37,383 |
38,415 |
| S1 |
33,257 |
33,257 |
35,675 |
35,320 |
| S2 |
30,178 |
30,178 |
35,014 |
|
| S3 |
22,973 |
26,052 |
34,354 |
|
| S4 |
15,768 |
18,847 |
32,372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
41,510 |
34,305 |
7,205 |
19.8% |
3,717 |
10.2% |
28% |
False |
False |
48 |
| 10 |
48,845 |
30,810 |
18,035 |
49.6% |
5,611 |
15.4% |
31% |
False |
False |
43 |
| 20 |
61,490 |
30,810 |
30,680 |
84.4% |
4,943 |
13.6% |
18% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56,830 |
|
2.618 |
50,237 |
|
1.618 |
46,197 |
|
1.000 |
43,700 |
|
0.618 |
42,157 |
|
HIGH |
39,660 |
|
0.618 |
38,117 |
|
0.500 |
37,640 |
|
0.382 |
37,163 |
|
LOW |
35,620 |
|
0.618 |
33,123 |
|
1.000 |
31,580 |
|
1.618 |
29,083 |
|
2.618 |
25,043 |
|
4.250 |
18,450 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
37,640 |
38,565 |
| PP |
37,205 |
37,822 |
| S1 |
36,770 |
37,078 |
|