| Trading Metrics calculated at close of trading on 26-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2021 |
26-May-2021 |
Change |
Change % |
Previous Week |
| Open |
13,701.30 |
13,693.04 |
-8.26 |
-0.1% |
13,329.86 |
| High |
13,729.97 |
13,726.06 |
-3.91 |
0.0% |
13,573.84 |
| Low |
13,614.54 |
13,661.06 |
46.52 |
0.3% |
12,994.35 |
| Close |
13,657.73 |
13,702.74 |
45.01 |
0.3% |
13,411.74 |
| Range |
115.43 |
65.00 |
-50.43 |
-43.7% |
579.49 |
| ATR |
227.52 |
216.15 |
-11.37 |
-5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,891.62 |
13,862.18 |
13,738.49 |
|
| R3 |
13,826.62 |
13,797.18 |
13,720.62 |
|
| R2 |
13,761.62 |
13,761.62 |
13,714.66 |
|
| R1 |
13,732.18 |
13,732.18 |
13,708.70 |
13,746.90 |
| PP |
13,696.62 |
13,696.62 |
13,696.62 |
13,703.98 |
| S1 |
13,667.18 |
13,667.18 |
13,696.78 |
13,681.90 |
| S2 |
13,631.62 |
13,631.62 |
13,690.82 |
|
| S3 |
13,566.62 |
13,602.18 |
13,684.87 |
|
| S4 |
13,501.62 |
13,537.18 |
13,666.99 |
|
|
| 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 |
13,729.97 |
13,293.10 |
436.87 |
3.2% |
154.63 |
1.1% |
94% |
False |
False |
|
| 10 |
13,729.97 |
12,994.35 |
735.62 |
5.4% |
179.37 |
1.3% |
96% |
False |
False |
|
| 20 |
14,067.10 |
12,967.18 |
1,099.92 |
8.0% |
201.14 |
1.5% |
67% |
False |
False |
|
| 40 |
14,067.10 |
12,966.65 |
1,100.45 |
8.0% |
174.20 |
1.3% |
67% |
False |
False |
|
| 60 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
205.04 |
1.5% |
80% |
False |
False |
|
| 80 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
207.30 |
1.5% |
80% |
False |
False |
|
| 100 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
207.49 |
1.5% |
80% |
False |
False |
|
| 120 |
14,067.10 |
12,208.39 |
1,858.71 |
13.6% |
195.28 |
1.4% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,002.31 |
|
2.618 |
13,896.23 |
|
1.618 |
13,831.23 |
|
1.000 |
13,791.06 |
|
0.618 |
13,766.23 |
|
HIGH |
13,726.06 |
|
0.618 |
13,701.23 |
|
0.500 |
13,693.56 |
|
0.382 |
13,685.89 |
|
LOW |
13,661.06 |
|
0.618 |
13,620.89 |
|
1.000 |
13,596.06 |
|
1.618 |
13,555.89 |
|
2.618 |
13,490.89 |
|
4.250 |
13,384.81 |
|
|
| Fisher Pivots for day following 26-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,699.68 |
13,673.51 |
| PP |
13,696.62 |
13,644.28 |
| S1 |
13,693.56 |
13,615.05 |
|