Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
2,948.05 |
3,004.08 |
56.03 |
1.9% |
2,913.86 |
High |
2,956.76 |
3,021.72 |
64.96 |
2.2% |
2,980.29 |
Low |
2,933.59 |
2,988.17 |
54.58 |
1.9% |
2,913.86 |
Close |
2,955.45 |
2,991.77 |
36.32 |
1.2% |
2,955.45 |
Range |
23.17 |
33.55 |
10.38 |
44.8% |
66.43 |
ATR |
66.24 |
66.24 |
0.00 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,101.20 |
3,080.04 |
3,010.22 |
|
R3 |
3,067.65 |
3,046.49 |
3,001.00 |
|
R2 |
3,034.10 |
3,034.10 |
2,997.92 |
|
R1 |
3,012.94 |
3,012.94 |
2,994.85 |
3,006.75 |
PP |
3,000.55 |
3,000.55 |
3,000.55 |
2,997.46 |
S1 |
2,979.39 |
2,979.39 |
2,988.69 |
2,973.20 |
S2 |
2,967.00 |
2,967.00 |
2,985.62 |
|
S3 |
2,933.45 |
2,945.84 |
2,982.54 |
|
S4 |
2,899.90 |
2,912.29 |
2,973.32 |
|
|
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 |
3,021.72 |
2,922.41 |
99.31 |
3.3% |
33.02 |
1.1% |
70% |
True |
False |
|
10 |
3,021.72 |
2,766.64 |
255.08 |
8.5% |
51.10 |
1.7% |
88% |
True |
False |
|
20 |
3,021.72 |
2,766.64 |
255.08 |
8.5% |
46.00 |
1.5% |
88% |
True |
False |
|
40 |
3,021.72 |
2,447.49 |
574.23 |
19.2% |
54.60 |
1.8% |
95% |
True |
False |
|
60 |
3,136.39 |
2,191.86 |
944.53 |
31.6% |
83.39 |
2.8% |
85% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
40.2% |
73.48 |
2.5% |
67% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
40.2% |
63.43 |
2.1% |
67% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
40.2% |
55.45 |
1.9% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,164.31 |
2.618 |
3,109.55 |
1.618 |
3,076.00 |
1.000 |
3,055.27 |
0.618 |
3,042.45 |
HIGH |
3,021.72 |
0.618 |
3,008.90 |
0.500 |
3,004.95 |
0.382 |
3,000.99 |
LOW |
2,988.17 |
0.618 |
2,967.44 |
1.000 |
2,954.62 |
1.618 |
2,933.89 |
2.618 |
2,900.34 |
4.250 |
2,845.58 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
3,004.95 |
2,987.07 |
PP |
3,000.55 |
2,982.36 |
S1 |
2,996.16 |
2,977.66 |
|