Trading Metrics calculated at close of trading on 12-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,996.06 |
8,638.11 |
-1,357.95 |
-13.6% |
8,743.89 |
High |
10,013.45 |
8,972.94 |
-1,040.51 |
-10.4% |
10,058.62 |
Low |
8,201.24 |
8,489.76 |
288.52 |
3.5% |
8,537.79 |
Close |
8,638.11 |
8,820.62 |
182.51 |
2.1% |
9,996.06 |
Range |
1,812.21 |
483.18 |
-1,329.03 |
-73.3% |
1,520.83 |
ATR |
624.06 |
614.00 |
-10.06 |
-1.6% |
0.00 |
Volume |
126,807 |
55,260 |
-71,547 |
-56.4% |
465,423 |
|
Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,210.65 |
9,998.81 |
9,086.37 |
|
R3 |
9,727.47 |
9,515.63 |
8,953.49 |
|
R2 |
9,244.29 |
9,244.29 |
8,909.20 |
|
R1 |
9,032.45 |
9,032.45 |
8,864.91 |
9,138.37 |
PP |
8,761.11 |
8,761.11 |
8,761.11 |
8,814.07 |
S1 |
8,549.27 |
8,549.27 |
8,776.33 |
8,655.19 |
S2 |
8,277.93 |
8,277.93 |
8,732.04 |
|
S3 |
7,794.75 |
8,066.09 |
8,687.75 |
|
S4 |
7,311.57 |
7,582.91 |
8,554.87 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,093.31 |
13,565.52 |
10,832.52 |
|
R3 |
12,572.48 |
12,044.69 |
10,414.29 |
|
R2 |
11,051.65 |
11,051.65 |
10,274.88 |
|
R1 |
10,523.86 |
10,523.86 |
10,135.47 |
10,787.76 |
PP |
9,530.82 |
9,530.82 |
9,530.82 |
9,662.77 |
S1 |
9,003.03 |
9,003.03 |
9,856.65 |
9,266.93 |
S2 |
8,009.99 |
8,009.99 |
9,717.24 |
|
S3 |
6,489.16 |
7,482.20 |
9,577.83 |
|
S4 |
4,968.33 |
5,961.37 |
9,159.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,058.62 |
8,201.24 |
1,857.38 |
21.1% |
797.64 |
9.0% |
33% |
False |
False |
110,135 |
10 |
10,058.62 |
7,718.93 |
2,339.69 |
26.5% |
770.24 |
8.7% |
47% |
False |
False |
104,291 |
20 |
10,058.62 |
6,485.16 |
3,573.46 |
40.5% |
558.52 |
6.3% |
65% |
False |
False |
75,392 |
40 |
10,058.62 |
5,029.03 |
5,029.59 |
57.0% |
554.61 |
6.3% |
75% |
False |
False |
72,090 |
60 |
10,301.40 |
3,925.27 |
6,376.13 |
72.3% |
612.70 |
6.9% |
77% |
False |
False |
78,756 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
74.5% |
565.27 |
6.4% |
74% |
False |
False |
68,617 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
74.5% |
524.61 |
5.9% |
74% |
False |
False |
62,216 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
74.5% |
498.99 |
5.7% |
74% |
False |
False |
57,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,026.46 |
2.618 |
10,237.91 |
1.618 |
9,754.73 |
1.000 |
9,456.12 |
0.618 |
9,271.55 |
HIGH |
8,972.94 |
0.618 |
8,788.37 |
0.500 |
8,731.35 |
0.382 |
8,674.33 |
LOW |
8,489.76 |
0.618 |
8,191.15 |
1.000 |
8,006.58 |
1.618 |
7,707.97 |
2.618 |
7,224.79 |
4.250 |
6,436.25 |
|
|
Fisher Pivots for day following 12-May-2020 |
Pivot |
1 day |
3 day |
R1 |
8,790.86 |
9,129.93 |
PP |
8,761.11 |
9,026.83 |
S1 |
8,731.35 |
8,923.72 |
|