Trading Metrics calculated at close of trading on 12-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
Open |
10.6716 |
9.6325 |
-1.0391 |
-9.7% |
9.0487 |
High |
11.7560 |
10.1896 |
-1.5664 |
-13.3% |
10.6753 |
Low |
9.2866 |
9.5335 |
0.2469 |
2.7% |
8.6093 |
Close |
9.6325 |
10.0699 |
0.4374 |
4.5% |
10.6716 |
Range |
2.4694 |
0.6561 |
-1.8133 |
-73.4% |
2.0660 |
ATR |
0.7835 |
0.7744 |
-0.0091 |
-1.2% |
0.0000 |
Volume |
832,198 |
579,914 |
-252,284 |
-30.3% |
2,546,449 |
|
Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.8993 |
11.6407 |
10.4308 |
|
R3 |
11.2432 |
10.9846 |
10.2503 |
|
R2 |
10.5871 |
10.5871 |
10.1902 |
|
R1 |
10.3285 |
10.3285 |
10.1300 |
10.4578 |
PP |
9.9310 |
9.9310 |
9.9310 |
9.9957 |
S1 |
9.6724 |
9.6724 |
10.0098 |
9.8017 |
S2 |
9.2749 |
9.2749 |
9.9496 |
|
S3 |
8.6188 |
9.0163 |
9.8895 |
|
S4 |
7.9627 |
8.3602 |
9.7090 |
|
|
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 |
8.9954 |
2.7606 |
27.4% |
1.0715 |
10.6% |
39% |
False |
False |
642,806 |
10 |
11.7560 |
8.3746 |
3.3814 |
33.6% |
0.8772 |
8.7% |
50% |
False |
False |
571,691 |
20 |
11.7560 |
6.8303 |
4.9257 |
48.9% |
0.6767 |
6.7% |
66% |
False |
False |
487,039 |
40 |
11.7560 |
5.3672 |
6.3888 |
63.4% |
0.6437 |
6.4% |
74% |
False |
False |
475,131 |
60 |
15.5566 |
4.0141 |
11.5425 |
114.6% |
0.8739 |
8.7% |
52% |
False |
False |
550,510 |
80 |
16.7241 |
4.0141 |
12.7100 |
126.2% |
0.9287 |
9.2% |
48% |
False |
False |
754,676 |
100 |
16.7241 |
4.0141 |
12.7100 |
126.2% |
0.8801 |
8.7% |
48% |
False |
False |
762,088 |
120 |
16.7241 |
4.0141 |
12.7100 |
126.2% |
0.8174 |
8.1% |
48% |
False |
False |
790,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.9780 |
2.618 |
11.9073 |
1.618 |
11.2512 |
1.000 |
10.8457 |
0.618 |
10.5951 |
HIGH |
10.1896 |
0.618 |
9.9390 |
0.500 |
9.8616 |
0.382 |
9.7841 |
LOW |
9.5335 |
0.618 |
9.1280 |
1.000 |
8.8774 |
1.618 |
8.4719 |
2.618 |
7.8158 |
4.250 |
6.7451 |
|
|
Fisher Pivots for day following 12-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.0005 |
10.5213 |
PP |
9.9310 |
10.3708 |
S1 |
9.8616 |
10.2204 |
|