Trading Metrics calculated at close of trading on 20-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,679.22 |
9,688.13 |
8.91 |
0.1% |
9,996.06 |
High |
9,889.29 |
9,835.19 |
-54.10 |
-0.5% |
10,013.45 |
Low |
9,478.14 |
9,323.33 |
-154.81 |
-1.6% |
8,201.24 |
Close |
9,688.11 |
9,587.65 |
-100.46 |
-1.0% |
9,236.12 |
Range |
411.15 |
511.86 |
100.71 |
24.5% |
1,812.21 |
ATR |
612.78 |
605.57 |
-7.21 |
-1.2% |
0.00 |
Volume |
66,542 |
51,950 |
-14,592 |
-21.9% |
390,446 |
|
Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,117.64 |
10,864.50 |
9,869.17 |
|
R3 |
10,605.78 |
10,352.64 |
9,728.41 |
|
R2 |
10,093.92 |
10,093.92 |
9,681.49 |
|
R1 |
9,840.78 |
9,840.78 |
9,634.57 |
9,711.42 |
PP |
9,582.06 |
9,582.06 |
9,582.06 |
9,517.38 |
S1 |
9,328.92 |
9,328.92 |
9,540.73 |
9,199.56 |
S2 |
9,070.20 |
9,070.20 |
9,493.81 |
|
S3 |
8,558.34 |
8,817.06 |
9,446.89 |
|
S4 |
8,046.48 |
8,305.20 |
9,306.13 |
|
|
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 |
9,942.50 |
9,162.84 |
779.66 |
8.1% |
600.26 |
6.3% |
54% |
False |
False |
66,082 |
10 |
10,058.62 |
8,201.24 |
1,857.38 |
19.4% |
710.31 |
7.4% |
75% |
False |
False |
84,210 |
20 |
10,058.62 |
7,041.44 |
3,017.18 |
31.5% |
631.76 |
6.6% |
84% |
False |
False |
80,390 |
40 |
10,058.62 |
5,866.90 |
4,191.72 |
43.7% |
525.17 |
5.5% |
89% |
False |
False |
66,974 |
60 |
10,058.62 |
3,925.27 |
6,133.35 |
64.0% |
620.29 |
6.5% |
92% |
False |
False |
82,002 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
68.6% |
581.51 |
6.1% |
86% |
False |
False |
70,900 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
68.6% |
548.97 |
5.7% |
86% |
False |
False |
64,919 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
68.6% |
504.34 |
5.3% |
86% |
False |
False |
58,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,010.60 |
2.618 |
11,175.24 |
1.618 |
10,663.38 |
1.000 |
10,347.05 |
0.618 |
10,151.52 |
HIGH |
9,835.19 |
0.618 |
9,639.66 |
0.500 |
9,579.26 |
0.382 |
9,518.86 |
LOW |
9,323.33 |
0.618 |
9,007.00 |
1.000 |
8,811.47 |
1.618 |
8,495.14 |
2.618 |
7,983.28 |
4.250 |
7,147.93 |
|
|
Fisher Pivots for day following 20-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,584.85 |
9,584.11 |
PP |
9,582.06 |
9,580.57 |
S1 |
9,579.26 |
9,577.03 |
|