Trading Metrics calculated at close of trading on 28-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
Open |
8,863.72 |
9,165.17 |
301.45 |
3.4% |
9,236.12 |
High |
9,217.03 |
9,528.46 |
311.43 |
3.4% |
9,942.50 |
Low |
8,807.22 |
9,058.34 |
251.12 |
2.9% |
8,819.19 |
Close |
9,165.17 |
9,447.83 |
282.66 |
3.1% |
9,183.23 |
Range |
409.81 |
470.12 |
60.31 |
14.7% |
1,123.31 |
ATR |
567.22 |
560.28 |
-6.94 |
-1.2% |
0.00 |
Volume |
31,811 |
43,167 |
11,356 |
35.7% |
322,874 |
|
Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,755.24 |
10,571.65 |
9,706.40 |
|
R3 |
10,285.12 |
10,101.53 |
9,577.11 |
|
R2 |
9,815.00 |
9,815.00 |
9,534.02 |
|
R1 |
9,631.41 |
9,631.41 |
9,490.92 |
9,723.21 |
PP |
9,344.88 |
9,344.88 |
9,344.88 |
9,390.77 |
S1 |
9,161.29 |
9,161.29 |
9,404.74 |
9,253.09 |
S2 |
8,874.76 |
8,874.76 |
9,361.64 |
|
S3 |
8,404.64 |
8,691.17 |
9,318.55 |
|
S4 |
7,934.52 |
8,221.05 |
9,189.26 |
|
|
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 |
9,528.46 |
8,647.02 |
881.44 |
9.3% |
432.71 |
4.6% |
91% |
True |
False |
37,637 |
10 |
9,942.50 |
8,647.02 |
1,295.48 |
13.7% |
526.97 |
5.6% |
62% |
False |
False |
54,540 |
20 |
10,058.62 |
8,201.24 |
1,857.38 |
19.7% |
598.17 |
6.3% |
67% |
False |
False |
69,310 |
40 |
10,058.62 |
6,485.16 |
3,573.46 |
37.8% |
527.67 |
5.6% |
83% |
False |
False |
65,836 |
60 |
10,058.62 |
3,925.27 |
6,133.35 |
64.9% |
630.41 |
6.7% |
90% |
False |
False |
84,331 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
69.6% |
589.52 |
6.2% |
84% |
False |
False |
71,631 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
69.6% |
551.05 |
5.8% |
84% |
False |
False |
65,285 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
69.6% |
516.32 |
5.5% |
84% |
False |
False |
60,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,526.47 |
2.618 |
10,759.23 |
1.618 |
10,289.11 |
1.000 |
9,998.58 |
0.618 |
9,818.99 |
HIGH |
9,528.46 |
0.618 |
9,348.87 |
0.500 |
9,293.40 |
0.382 |
9,237.93 |
LOW |
9,058.34 |
0.618 |
8,767.81 |
1.000 |
8,588.22 |
1.618 |
8,297.69 |
2.618 |
7,827.57 |
4.250 |
7,060.33 |
|
|
Fisher Pivots for day following 28-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,396.35 |
9,337.62 |
PP |
9,344.88 |
9,227.40 |
S1 |
9,293.40 |
9,117.19 |
|