| 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 |
13,294.59 |
13,573.22 |
278.63 |
2.1% |
13,329.86 |
| High |
13,526.01 |
13,573.84 |
47.83 |
0.4% |
13,573.84 |
| Low |
13,293.10 |
13,401.53 |
108.43 |
0.8% |
12,994.35 |
| Close |
13,494.09 |
13,411.74 |
-82.35 |
-0.6% |
13,411.74 |
| Range |
232.91 |
172.31 |
-60.60 |
-26.0% |
579.49 |
| ATR |
237.76 |
233.09 |
-4.68 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,979.30 |
13,867.83 |
13,506.51 |
|
| R3 |
13,806.99 |
13,695.52 |
13,459.13 |
|
| R2 |
13,634.68 |
13,634.68 |
13,443.33 |
|
| R1 |
13,523.21 |
13,523.21 |
13,427.54 |
13,492.79 |
| PP |
13,462.37 |
13,462.37 |
13,462.37 |
13,447.16 |
| S1 |
13,350.90 |
13,350.90 |
13,395.94 |
13,320.48 |
| S2 |
13,290.06 |
13,290.06 |
13,380.15 |
|
| S3 |
13,117.75 |
13,178.59 |
13,364.35 |
|
| S4 |
12,945.44 |
13,006.28 |
13,316.97 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,065.11 |
14,817.92 |
13,730.46 |
|
| R3 |
14,485.62 |
14,238.43 |
13,571.10 |
|
| R2 |
13,906.13 |
13,906.13 |
13,517.98 |
|
| R1 |
13,658.94 |
13,658.94 |
13,464.86 |
13,782.54 |
| PP |
13,326.64 |
13,326.64 |
13,326.64 |
13,388.44 |
| S1 |
13,079.45 |
13,079.45 |
13,358.62 |
13,203.05 |
| S2 |
12,747.15 |
12,747.15 |
13,305.50 |
|
| S3 |
12,167.66 |
12,499.96 |
13,252.38 |
|
| S4 |
11,588.17 |
11,920.47 |
13,093.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,573.84 |
12,994.35 |
579.49 |
4.3% |
199.22 |
1.5% |
72% |
True |
False |
|
| 10 |
13,641.93 |
12,967.18 |
674.75 |
5.0% |
226.05 |
1.7% |
66% |
False |
False |
|
| 20 |
14,067.10 |
12,967.18 |
1,099.92 |
8.2% |
199.42 |
1.5% |
40% |
False |
False |
|
| 40 |
14,067.10 |
12,721.66 |
1,345.44 |
10.0% |
179.32 |
1.3% |
51% |
False |
False |
|
| 60 |
14,067.10 |
12,208.39 |
1,858.71 |
13.9% |
212.46 |
1.6% |
65% |
False |
False |
|
| 80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.9% |
213.59 |
1.6% |
65% |
False |
False |
|
| 100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.9% |
206.72 |
1.5% |
65% |
False |
False |
|
| 120 |
14,067.10 |
12,090.93 |
1,976.17 |
14.7% |
196.67 |
1.5% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,306.16 |
|
2.618 |
14,024.95 |
|
1.618 |
13,852.64 |
|
1.000 |
13,746.15 |
|
0.618 |
13,680.33 |
|
HIGH |
13,573.84 |
|
0.618 |
13,508.02 |
|
0.500 |
13,487.69 |
|
0.382 |
13,467.35 |
|
LOW |
13,401.53 |
|
0.618 |
13,295.04 |
|
1.000 |
13,229.22 |
|
1.618 |
13,122.73 |
|
2.618 |
12,950.42 |
|
4.250 |
12,669.21 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,487.69 |
13,369.19 |
| PP |
13,462.37 |
13,326.64 |
| S1 |
13,437.06 |
13,284.10 |
|