Trading Metrics calculated at close of trading on 14-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
Open |
10.0686 |
10.2870 |
0.2184 |
2.2% |
9.0487 |
High |
10.3053 |
10.5541 |
0.2488 |
2.4% |
10.6753 |
Low |
9.8169 |
9.9454 |
0.1285 |
1.3% |
8.6093 |
Close |
10.2723 |
10.1410 |
-0.1313 |
-1.3% |
10.6716 |
Range |
0.4884 |
0.6087 |
0.1203 |
24.6% |
2.0660 |
ATR |
0.7540 |
0.7436 |
-0.0104 |
-1.4% |
0.0000 |
Volume |
496,824 |
564,958 |
68,134 |
13.7% |
2,546,449 |
|
Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.0396 |
11.6990 |
10.4758 |
|
R3 |
11.4309 |
11.0903 |
10.3084 |
|
R2 |
10.8222 |
10.8222 |
10.2526 |
|
R1 |
10.4816 |
10.4816 |
10.1968 |
10.3476 |
PP |
10.2135 |
10.2135 |
10.2135 |
10.1465 |
S1 |
9.8729 |
9.8729 |
10.0852 |
9.7389 |
S2 |
9.6048 |
9.6048 |
10.0294 |
|
S3 |
8.9961 |
9.2642 |
9.9736 |
|
S4 |
8.3874 |
8.6555 |
9.8062 |
|
|
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 |
9.2866 |
2.4694 |
24.4% |
1.0214 |
10.1% |
35% |
False |
False |
625,745 |
10 |
11.7560 |
8.6093 |
3.1467 |
31.0% |
0.7997 |
7.9% |
49% |
False |
False |
556,618 |
20 |
11.7560 |
7.1302 |
4.6258 |
45.6% |
0.6786 |
6.7% |
65% |
False |
False |
503,646 |
40 |
11.7560 |
5.7899 |
5.9661 |
58.8% |
0.6334 |
6.2% |
73% |
False |
False |
484,747 |
60 |
14.4347 |
4.0141 |
10.4206 |
102.8% |
0.8490 |
8.4% |
59% |
False |
False |
529,965 |
80 |
16.7241 |
4.0141 |
12.7100 |
125.3% |
0.9279 |
9.1% |
48% |
False |
False |
751,096 |
100 |
16.7241 |
4.0141 |
12.7100 |
125.3% |
0.8859 |
8.7% |
48% |
False |
False |
760,466 |
120 |
16.7241 |
4.0141 |
12.7100 |
125.3% |
0.8162 |
8.0% |
48% |
False |
False |
777,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.1411 |
2.618 |
12.1477 |
1.618 |
11.5390 |
1.000 |
11.1628 |
0.618 |
10.9303 |
HIGH |
10.5541 |
0.618 |
10.3216 |
0.500 |
10.2498 |
0.382 |
10.1779 |
LOW |
9.9454 |
0.618 |
9.5692 |
1.000 |
9.3367 |
1.618 |
8.9605 |
2.618 |
8.3518 |
4.250 |
7.3584 |
|
|
Fisher Pivots for day following 14-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.2498 |
10.1086 |
PP |
10.2135 |
10.0762 |
S1 |
10.1773 |
10.0438 |
|