Trading Metrics calculated at close of trading on 13-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
Open |
8,638.11 |
8,819.60 |
181.49 |
2.1% |
8,743.89 |
High |
8,972.94 |
9,338.61 |
365.67 |
4.1% |
10,058.62 |
Low |
8,489.76 |
8,755.14 |
265.38 |
3.1% |
8,537.79 |
Close |
8,820.62 |
9,307.12 |
486.50 |
5.5% |
9,996.06 |
Range |
483.18 |
583.47 |
100.29 |
20.8% |
1,520.83 |
ATR |
614.00 |
611.82 |
-2.18 |
-0.4% |
0.00 |
Volume |
55,260 |
51,639 |
-3,621 |
-6.6% |
465,423 |
|
Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,884.03 |
10,679.05 |
9,628.03 |
|
R3 |
10,300.56 |
10,095.58 |
9,467.57 |
|
R2 |
9,717.09 |
9,717.09 |
9,414.09 |
|
R1 |
9,512.11 |
9,512.11 |
9,360.60 |
9,614.60 |
PP |
9,133.62 |
9,133.62 |
9,133.62 |
9,184.87 |
S1 |
8,928.64 |
8,928.64 |
9,253.64 |
9,031.13 |
S2 |
8,550.15 |
8,550.15 |
9,200.15 |
|
S3 |
7,966.68 |
8,345.17 |
9,146.67 |
|
S4 |
7,383.21 |
7,761.70 |
8,986.21 |
|
|
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 |
20.0% |
820.35 |
8.8% |
60% |
False |
False |
102,338 |
10 |
10,058.62 |
8,201.24 |
1,857.38 |
20.0% |
707.64 |
7.6% |
60% |
False |
False |
89,534 |
20 |
10,058.62 |
6,485.16 |
3,573.46 |
38.4% |
575.59 |
6.2% |
79% |
False |
False |
76,264 |
40 |
10,058.62 |
5,267.61 |
4,791.01 |
51.5% |
555.83 |
6.0% |
84% |
False |
False |
71,221 |
60 |
10,058.62 |
3,925.27 |
6,133.35 |
65.9% |
606.41 |
6.5% |
88% |
False |
False |
78,963 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
70.6% |
570.04 |
6.1% |
82% |
False |
False |
69,044 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
70.6% |
529.03 |
5.7% |
82% |
False |
False |
62,607 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
70.6% |
497.18 |
5.3% |
82% |
False |
False |
57,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,818.36 |
2.618 |
10,866.13 |
1.618 |
10,282.66 |
1.000 |
9,922.08 |
0.618 |
9,699.19 |
HIGH |
9,338.61 |
0.618 |
9,115.72 |
0.500 |
9,046.88 |
0.382 |
8,978.03 |
LOW |
8,755.14 |
0.618 |
8,394.56 |
1.000 |
8,171.67 |
1.618 |
7,811.09 |
2.618 |
7,227.62 |
4.250 |
6,275.39 |
|
|
Fisher Pivots for day following 13-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,220.37 |
9,240.53 |
PP |
9,133.62 |
9,173.94 |
S1 |
9,046.88 |
9,107.35 |
|