Trading Metrics calculated at close of trading on 15-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,308.47 |
9,658.45 |
349.98 |
3.8% |
9,996.06 |
High |
9,934.35 |
9,846.50 |
-87.85 |
-0.9% |
10,013.45 |
Low |
9,270.67 |
9,162.84 |
-107.83 |
-1.2% |
8,201.24 |
Close |
9,658.20 |
9,236.12 |
-422.08 |
-4.4% |
9,236.12 |
Range |
663.68 |
683.66 |
19.98 |
3.0% |
1,812.21 |
ATR |
615.52 |
620.39 |
4.87 |
0.8% |
0.00 |
Volume |
84,319 |
72,421 |
-11,898 |
-14.1% |
390,446 |
|
Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,466.13 |
11,034.79 |
9,612.13 |
|
R3 |
10,782.47 |
10,351.13 |
9,424.13 |
|
R2 |
10,098.81 |
10,098.81 |
9,361.46 |
|
R1 |
9,667.47 |
9,667.47 |
9,298.79 |
9,541.31 |
PP |
9,415.15 |
9,415.15 |
9,415.15 |
9,352.08 |
S1 |
8,983.81 |
8,983.81 |
9,173.45 |
8,857.65 |
S2 |
8,731.49 |
8,731.49 |
9,110.78 |
|
S3 |
8,047.83 |
8,300.15 |
9,048.11 |
|
S4 |
7,364.17 |
7,616.49 |
8,860.11 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,586.90 |
13,723.72 |
10,232.84 |
|
R3 |
12,774.69 |
11,911.51 |
9,734.48 |
|
R2 |
10,962.48 |
10,962.48 |
9,568.36 |
|
R1 |
10,099.30 |
10,099.30 |
9,402.24 |
9,624.79 |
PP |
9,150.27 |
9,150.27 |
9,150.27 |
8,913.01 |
S1 |
8,287.09 |
8,287.09 |
9,070.00 |
7,812.58 |
S2 |
7,338.06 |
7,338.06 |
8,903.88 |
|
S3 |
5,525.85 |
6,474.88 |
8,737.76 |
|
S4 |
3,713.64 |
4,662.67 |
8,239.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,013.45 |
8,201.24 |
1,812.21 |
19.6% |
845.24 |
9.2% |
57% |
False |
False |
78,089 |
10 |
10,058.62 |
8,201.24 |
1,857.38 |
20.1% |
690.71 |
7.5% |
56% |
False |
False |
85,586 |
20 |
10,058.62 |
6,765.37 |
3,293.25 |
35.7% |
600.65 |
6.5% |
75% |
False |
False |
77,890 |
40 |
10,058.62 |
5,720.83 |
4,337.79 |
47.0% |
530.73 |
5.7% |
81% |
False |
False |
69,275 |
60 |
10,058.62 |
3,925.27 |
6,133.35 |
66.4% |
621.62 |
6.7% |
87% |
False |
False |
80,780 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
71.2% |
578.55 |
6.3% |
81% |
False |
False |
70,213 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
71.2% |
538.21 |
5.8% |
81% |
False |
False |
63,704 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.2% |
502.48 |
5.4% |
81% |
False |
False |
58,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,752.06 |
2.618 |
11,636.32 |
1.618 |
10,952.66 |
1.000 |
10,530.16 |
0.618 |
10,269.00 |
HIGH |
9,846.50 |
0.618 |
9,585.34 |
0.500 |
9,504.67 |
0.382 |
9,424.00 |
LOW |
9,162.84 |
0.618 |
8,740.34 |
1.000 |
8,479.18 |
1.618 |
8,056.68 |
2.618 |
7,373.02 |
4.250 |
6,257.29 |
|
|
Fisher Pivots for day following 15-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,504.67 |
9,344.75 |
PP |
9,415.15 |
9,308.54 |
S1 |
9,325.64 |
9,272.33 |
|