| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
34,050.86 |
34,375.29 |
324.43 |
1.0% |
34,785.27 |
| High |
34,454.05 |
34,383.84 |
-70.21 |
-0.2% |
35,091.56 |
| Low |
34,050.86 |
34,176.65 |
125.79 |
0.4% |
33,555.22 |
| Close |
34,382.13 |
34,327.79 |
-54.34 |
-0.2% |
34,382.13 |
| Range |
403.19 |
207.19 |
-196.00 |
-48.6% |
1,536.34 |
| ATR |
387.19 |
374.33 |
-12.86 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
34,917.66 |
34,829.92 |
34,441.74 |
|
| R3 |
34,710.47 |
34,622.73 |
34,384.77 |
|
| R2 |
34,503.28 |
34,503.28 |
34,365.77 |
|
| R1 |
34,415.54 |
34,415.54 |
34,346.78 |
34,355.82 |
| PP |
34,296.09 |
34,296.09 |
34,296.09 |
34,266.23 |
| S1 |
34,208.35 |
34,208.35 |
34,308.80 |
34,148.63 |
| S2 |
34,088.90 |
34,088.90 |
34,289.81 |
|
| S3 |
33,881.71 |
34,001.16 |
34,270.81 |
|
| S4 |
33,674.52 |
33,793.97 |
34,213.84 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,951.99 |
38,203.40 |
35,227.12 |
|
| R3 |
37,415.65 |
36,667.06 |
34,804.62 |
|
| R2 |
35,879.31 |
35,879.31 |
34,663.79 |
|
| R1 |
35,130.72 |
35,130.72 |
34,522.96 |
34,736.85 |
| PP |
34,342.97 |
34,342.97 |
34,342.97 |
34,146.03 |
| S1 |
33,594.38 |
33,594.38 |
34,241.30 |
33,200.51 |
| S2 |
32,806.63 |
32,806.63 |
34,100.47 |
|
| S3 |
31,270.29 |
32,058.04 |
33,959.64 |
|
| S4 |
29,733.95 |
30,521.70 |
33,537.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
34,572.74 |
33,555.22 |
1,017.52 |
3.0% |
463.46 |
1.4% |
76% |
False |
False |
|
| 10 |
35,091.56 |
33,555.22 |
1,536.34 |
4.5% |
405.19 |
1.2% |
50% |
False |
False |
|
| 20 |
35,091.56 |
33,555.22 |
1,536.34 |
4.5% |
351.19 |
1.0% |
50% |
False |
False |
|
| 40 |
35,091.56 |
32,074.60 |
3,016.96 |
8.8% |
310.67 |
0.9% |
75% |
False |
False |
|
| 60 |
35,091.56 |
30,547.53 |
4,544.03 |
13.2% |
358.09 |
1.0% |
83% |
False |
False |
|
| 80 |
35,091.56 |
29,856.30 |
5,235.26 |
15.3% |
349.46 |
1.0% |
85% |
False |
False |
|
| 100 |
35,091.56 |
29,856.30 |
5,235.26 |
15.3% |
338.18 |
1.0% |
85% |
False |
False |
|
| 120 |
35,091.56 |
29,332.82 |
5,758.74 |
16.8% |
330.91 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
35,264.40 |
|
2.618 |
34,926.26 |
|
1.618 |
34,719.07 |
|
1.000 |
34,591.03 |
|
0.618 |
34,511.88 |
|
HIGH |
34,383.84 |
|
0.618 |
34,304.69 |
|
0.500 |
34,280.25 |
|
0.382 |
34,255.80 |
|
LOW |
34,176.65 |
|
0.618 |
34,048.61 |
|
1.000 |
33,969.46 |
|
1.618 |
33,841.42 |
|
2.618 |
33,634.23 |
|
4.250 |
33,296.09 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
34,311.94 |
34,231.66 |
| PP |
34,296.09 |
34,135.53 |
| S1 |
34,280.25 |
34,039.40 |
|