Trading Metrics calculated at close of trading on 11-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
Open |
9.8171 |
10.6716 |
0.8545 |
8.7% |
9.0487 |
High |
10.6753 |
11.7560 |
1.0807 |
10.1% |
10.6753 |
Low |
9.7911 |
9.2866 |
-0.5045 |
-5.2% |
8.6093 |
Close |
10.6716 |
9.6325 |
-1.0391 |
-9.7% |
10.6716 |
Range |
0.8842 |
2.4694 |
1.5852 |
179.3% |
2.0660 |
ATR |
0.6538 |
0.7835 |
0.1297 |
19.8% |
0.0000 |
Volume |
654,831 |
832,198 |
177,367 |
27.1% |
2,546,449 |
|
Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.6332 |
16.1023 |
10.9907 |
|
R3 |
15.1638 |
13.6329 |
10.3116 |
|
R2 |
12.6944 |
12.6944 |
10.0852 |
|
R1 |
11.1635 |
11.1635 |
9.8589 |
10.6943 |
PP |
10.2250 |
10.2250 |
10.2250 |
9.9904 |
S1 |
8.6941 |
8.6941 |
9.4061 |
8.2249 |
S2 |
7.7556 |
7.7556 |
9.1798 |
|
S3 |
5.2862 |
6.2247 |
8.9534 |
|
S4 |
2.8168 |
3.7553 |
8.2743 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.1834 |
15.4935 |
11.8079 |
|
R3 |
14.1174 |
13.4275 |
11.2398 |
|
R2 |
12.0514 |
12.0514 |
11.0504 |
|
R1 |
11.3615 |
11.3615 |
10.8610 |
11.7065 |
PP |
9.9854 |
9.9854 |
9.9854 |
10.1579 |
S1 |
9.2955 |
9.2955 |
10.4822 |
9.6405 |
S2 |
7.9194 |
7.9194 |
10.2928 |
|
S3 |
5.8534 |
7.2295 |
10.1035 |
|
S4 |
3.7874 |
5.1635 |
9.5353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.7560 |
8.8739 |
2.8821 |
29.9% |
0.9989 |
10.4% |
26% |
True |
False |
605,038 |
10 |
11.7560 |
8.2591 |
3.4969 |
36.3% |
0.8468 |
8.8% |
39% |
True |
False |
544,294 |
20 |
11.7560 |
6.8303 |
4.9257 |
51.1% |
0.6566 |
6.8% |
57% |
True |
False |
474,763 |
40 |
11.7560 |
5.2032 |
6.5528 |
68.0% |
0.6449 |
6.7% |
68% |
True |
False |
469,383 |
60 |
15.6328 |
4.0141 |
11.6187 |
120.6% |
0.8852 |
9.2% |
48% |
False |
False |
573,718 |
80 |
16.7241 |
4.0141 |
12.7100 |
131.9% |
0.9263 |
9.6% |
44% |
False |
False |
754,985 |
100 |
16.7241 |
4.0141 |
12.7100 |
131.9% |
0.8771 |
9.1% |
44% |
False |
False |
762,836 |
120 |
16.7241 |
4.0141 |
12.7100 |
131.9% |
0.8159 |
8.5% |
44% |
False |
False |
798,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22.2510 |
2.618 |
18.2209 |
1.618 |
15.7515 |
1.000 |
14.2254 |
0.618 |
13.2821 |
HIGH |
11.7560 |
0.618 |
10.8127 |
0.500 |
10.5213 |
0.382 |
10.2299 |
LOW |
9.2866 |
0.618 |
7.7605 |
1.000 |
6.8172 |
1.618 |
5.2911 |
2.618 |
2.8217 |
4.250 |
-1.2084 |
|
|
Fisher Pivots for day following 11-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.5213 |
10.4092 |
PP |
10.2250 |
10.1503 |
S1 |
9.9288 |
9.8914 |
|