Trading Metrics calculated at close of trading on 15-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
Open |
10.2870 |
10.1410 |
-0.1460 |
-1.4% |
10.6716 |
High |
10.5541 |
10.2384 |
-0.3157 |
-3.0% |
11.7560 |
Low |
9.9454 |
9.8384 |
-0.1070 |
-1.1% |
9.2866 |
Close |
10.1410 |
9.8845 |
-0.2565 |
-2.5% |
9.8845 |
Range |
0.6087 |
0.4000 |
-0.2087 |
-34.3% |
2.4694 |
ATR |
0.7436 |
0.7190 |
-0.0245 |
-3.3% |
0.0000 |
Volume |
564,958 |
562,697 |
-2,261 |
-0.4% |
3,036,591 |
|
Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.1871 |
10.9358 |
10.1045 |
|
R3 |
10.7871 |
10.5358 |
9.9945 |
|
R2 |
10.3871 |
10.3871 |
9.9578 |
|
R1 |
10.1358 |
10.1358 |
9.9212 |
10.0615 |
PP |
9.9871 |
9.9871 |
9.9871 |
9.9499 |
S1 |
9.7358 |
9.7358 |
9.8478 |
9.6615 |
S2 |
9.5871 |
9.5871 |
9.8112 |
|
S3 |
9.1871 |
9.3358 |
9.7745 |
|
S4 |
8.7871 |
8.9358 |
9.6645 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17.7172 |
16.2703 |
11.2427 |
|
R3 |
15.2478 |
13.8009 |
10.5636 |
|
R2 |
12.7784 |
12.7784 |
10.3372 |
|
R1 |
11.3315 |
11.3315 |
10.1109 |
10.8203 |
PP |
10.3090 |
10.3090 |
10.3090 |
10.0534 |
S1 |
8.8621 |
8.8621 |
9.6581 |
8.3509 |
S2 |
7.8396 |
7.8396 |
9.4318 |
|
S3 |
5.3702 |
6.3927 |
9.2054 |
|
S4 |
2.9008 |
3.9233 |
8.5263 |
|
|
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 |
25.0% |
0.9245 |
9.4% |
24% |
False |
False |
607,318 |
10 |
11.7560 |
8.6093 |
3.1467 |
31.8% |
0.7846 |
7.9% |
41% |
False |
False |
558,304 |
20 |
11.7560 |
7.1302 |
4.6258 |
46.8% |
0.6866 |
6.9% |
60% |
False |
False |
511,377 |
40 |
11.7560 |
5.8525 |
5.9035 |
59.7% |
0.6088 |
6.2% |
68% |
False |
False |
482,037 |
60 |
14.4347 |
4.0141 |
10.4206 |
105.4% |
0.8458 |
8.6% |
56% |
False |
False |
529,749 |
80 |
16.7241 |
4.0141 |
12.7100 |
128.6% |
0.9261 |
9.4% |
46% |
False |
False |
749,808 |
100 |
16.7241 |
4.0141 |
12.7100 |
128.6% |
0.8873 |
9.0% |
46% |
False |
False |
758,906 |
120 |
16.7241 |
4.0141 |
12.7100 |
128.6% |
0.8137 |
8.2% |
46% |
False |
False |
772,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.9384 |
2.618 |
11.2856 |
1.618 |
10.8856 |
1.000 |
10.6384 |
0.618 |
10.4856 |
HIGH |
10.2384 |
0.618 |
10.0856 |
0.500 |
10.0384 |
0.382 |
9.9912 |
LOW |
9.8384 |
0.618 |
9.5912 |
1.000 |
9.4384 |
1.618 |
9.1912 |
2.618 |
8.7912 |
4.250 |
8.1384 |
|
|
Fisher Pivots for day following 15-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.0384 |
10.1855 |
PP |
9.9871 |
10.0852 |
S1 |
9.9358 |
9.9848 |
|