Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,183.91 |
8,917.92 |
-265.99 |
-2.9% |
9,236.12 |
High |
9,309.51 |
9,006.67 |
-302.84 |
-3.3% |
9,942.50 |
Low |
8,647.02 |
8,705.92 |
58.90 |
0.7% |
8,819.19 |
Close |
8,917.92 |
8,863.25 |
-54.67 |
-0.6% |
9,183.23 |
Range |
662.49 |
300.75 |
-361.74 |
-54.6% |
1,123.31 |
ATR |
600.76 |
579.33 |
-21.43 |
-3.6% |
0.00 |
Volume |
44,942 |
30,186 |
-14,756 |
-32.8% |
322,874 |
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,760.86 |
9,612.81 |
9,028.66 |
|
R3 |
9,460.11 |
9,312.06 |
8,945.96 |
|
R2 |
9,159.36 |
9,159.36 |
8,918.39 |
|
R1 |
9,011.31 |
9,011.31 |
8,890.82 |
8,934.96 |
PP |
8,858.61 |
8,858.61 |
8,858.61 |
8,820.44 |
S1 |
8,710.56 |
8,710.56 |
8,835.68 |
8,634.21 |
S2 |
8,557.86 |
8,557.86 |
8,808.11 |
|
S3 |
8,257.11 |
8,409.81 |
8,780.54 |
|
S4 |
7,956.36 |
8,109.06 |
8,697.84 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,684.90 |
12,057.38 |
9,801.05 |
|
R3 |
11,561.59 |
10,934.07 |
9,492.14 |
|
R2 |
10,438.28 |
10,438.28 |
9,389.17 |
|
R1 |
9,810.76 |
9,810.76 |
9,286.20 |
9,562.87 |
PP |
9,314.97 |
9,314.97 |
9,314.97 |
9,191.03 |
S1 |
8,687.45 |
8,687.45 |
9,080.26 |
8,439.56 |
S2 |
8,191.66 |
8,191.66 |
8,977.29 |
|
S3 |
7,068.35 |
7,564.14 |
8,874.32 |
|
S4 |
5,945.04 |
6,440.83 |
8,565.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,835.19 |
8,647.02 |
1,188.17 |
13.4% |
512.81 |
5.8% |
18% |
False |
False |
55,255 |
10 |
9,942.50 |
8,647.02 |
1,295.48 |
14.6% |
563.69 |
6.4% |
17% |
False |
False |
60,638 |
20 |
10,058.62 |
7,718.93 |
2,339.69 |
26.4% |
666.97 |
7.5% |
49% |
False |
False |
82,464 |
40 |
10,058.62 |
6,166.48 |
3,892.14 |
43.9% |
536.13 |
6.0% |
69% |
False |
False |
67,621 |
60 |
10,058.62 |
3,925.27 |
6,133.35 |
69.2% |
625.80 |
7.1% |
81% |
False |
False |
83,891 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
74.2% |
590.03 |
6.7% |
75% |
False |
False |
71,894 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
74.2% |
551.58 |
6.2% |
75% |
False |
False |
65,542 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
74.2% |
511.54 |
5.8% |
75% |
False |
False |
59,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,284.86 |
2.618 |
9,794.03 |
1.618 |
9,493.28 |
1.000 |
9,307.42 |
0.618 |
9,192.53 |
HIGH |
9,006.67 |
0.618 |
8,891.78 |
0.500 |
8,856.30 |
0.382 |
8,820.81 |
LOW |
8,705.92 |
0.618 |
8,520.06 |
1.000 |
8,405.17 |
1.618 |
8,219.31 |
2.618 |
7,918.56 |
4.250 |
7,427.73 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
8,860.93 |
8,978.27 |
PP |
8,858.61 |
8,939.93 |
S1 |
8,856.30 |
8,901.59 |
|