Trading Metrics calculated at close of trading on 22-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
Open |
2,969.95 |
2,948.05 |
-21.90 |
-0.7% |
2,913.86 |
High |
2,978.50 |
2,956.76 |
-21.74 |
-0.7% |
2,980.29 |
Low |
2,938.57 |
2,933.59 |
-4.98 |
-0.2% |
2,913.86 |
Close |
2,948.51 |
2,955.45 |
6.94 |
0.2% |
2,955.45 |
Range |
39.93 |
23.17 |
-16.76 |
-42.0% |
66.43 |
ATR |
69.55 |
66.24 |
-3.31 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,018.11 |
3,009.95 |
2,968.19 |
|
R3 |
2,994.94 |
2,986.78 |
2,961.82 |
|
R2 |
2,971.77 |
2,971.77 |
2,959.70 |
|
R1 |
2,963.61 |
2,963.61 |
2,957.57 |
2,967.69 |
PP |
2,948.60 |
2,948.60 |
2,948.60 |
2,950.64 |
S1 |
2,940.44 |
2,940.44 |
2,953.33 |
2,944.52 |
S2 |
2,925.43 |
2,925.43 |
2,951.20 |
|
S3 |
2,902.26 |
2,917.27 |
2,949.08 |
|
S4 |
2,879.09 |
2,894.10 |
2,942.71 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,149.16 |
3,118.73 |
2,991.99 |
|
R3 |
3,082.73 |
3,052.30 |
2,973.72 |
|
R2 |
3,016.30 |
3,016.30 |
2,967.63 |
|
R1 |
2,985.87 |
2,985.87 |
2,961.54 |
3,001.09 |
PP |
2,949.87 |
2,949.87 |
2,949.87 |
2,957.47 |
S1 |
2,919.44 |
2,919.44 |
2,949.36 |
2,934.66 |
S2 |
2,883.44 |
2,883.44 |
2,943.27 |
|
S3 |
2,817.01 |
2,853.01 |
2,937.18 |
|
S4 |
2,750.58 |
2,786.58 |
2,918.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,980.29 |
2,913.86 |
66.43 |
2.2% |
37.16 |
1.3% |
63% |
False |
False |
|
10 |
2,980.29 |
2,766.64 |
213.65 |
7.2% |
51.82 |
1.8% |
88% |
False |
False |
|
20 |
2,980.29 |
2,766.64 |
213.65 |
7.2% |
46.07 |
1.6% |
88% |
False |
False |
|
40 |
2,980.29 |
2,447.49 |
532.80 |
18.0% |
56.16 |
1.9% |
95% |
False |
False |
|
60 |
3,136.39 |
2,191.86 |
944.53 |
32.0% |
84.56 |
2.9% |
81% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
40.7% |
73.60 |
2.5% |
64% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
40.7% |
63.30 |
2.1% |
64% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
40.7% |
55.45 |
1.9% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,055.23 |
2.618 |
3,017.42 |
1.618 |
2,994.25 |
1.000 |
2,979.93 |
0.618 |
2,971.08 |
HIGH |
2,956.76 |
0.618 |
2,947.91 |
0.500 |
2,945.18 |
0.382 |
2,942.44 |
LOW |
2,933.59 |
0.618 |
2,919.27 |
1.000 |
2,910.42 |
1.618 |
2,896.10 |
2.618 |
2,872.93 |
4.250 |
2,835.12 |
|
|
Fisher Pivots for day following 22-May-2020 |
Pivot |
1 day |
3 day |
R1 |
2,952.03 |
2,956.94 |
PP |
2,948.60 |
2,956.44 |
S1 |
2,945.18 |
2,955.95 |
|