Trading Metrics calculated at close of trading on 18-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
Open |
10.1410 |
9.8845 |
-0.2565 |
-2.5% |
10.6716 |
High |
10.2384 |
10.5330 |
0.2946 |
2.9% |
11.7560 |
Low |
9.8384 |
9.8523 |
0.0139 |
0.1% |
9.2866 |
Close |
9.8845 |
10.2816 |
0.3971 |
4.0% |
9.8845 |
Range |
0.4000 |
0.6807 |
0.2807 |
70.2% |
2.4694 |
ATR |
0.7190 |
0.7163 |
-0.0027 |
-0.4% |
0.0000 |
Volume |
562,697 |
452,914 |
-109,783 |
-19.5% |
3,036,591 |
|
Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.2644 |
11.9537 |
10.6560 |
|
R3 |
11.5837 |
11.2730 |
10.4688 |
|
R2 |
10.9030 |
10.9030 |
10.4064 |
|
R1 |
10.5923 |
10.5923 |
10.3440 |
10.7477 |
PP |
10.2223 |
10.2223 |
10.2223 |
10.3000 |
S1 |
9.9116 |
9.9116 |
10.2192 |
10.0670 |
S2 |
9.5416 |
9.5416 |
10.1568 |
|
S3 |
8.8609 |
9.2309 |
10.0944 |
|
S4 |
8.1802 |
8.5502 |
9.9072 |
|
|
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 |
10.5541 |
9.5335 |
1.0206 |
9.9% |
0.5668 |
5.5% |
73% |
False |
False |
531,461 |
10 |
11.7560 |
8.8739 |
2.8821 |
28.0% |
0.7828 |
7.6% |
49% |
False |
False |
568,250 |
20 |
11.7560 |
7.1557 |
4.6003 |
44.7% |
0.6805 |
6.6% |
68% |
False |
False |
508,911 |
40 |
11.7560 |
6.1451 |
5.6109 |
54.6% |
0.6075 |
5.9% |
74% |
False |
False |
484,732 |
60 |
13.4853 |
4.0141 |
9.4712 |
92.1% |
0.8335 |
8.1% |
66% |
False |
False |
528,353 |
80 |
16.7241 |
4.0141 |
12.7100 |
123.6% |
0.9217 |
9.0% |
49% |
False |
False |
744,710 |
100 |
16.7241 |
4.0141 |
12.7100 |
123.6% |
0.8874 |
8.6% |
49% |
False |
False |
755,122 |
120 |
16.7241 |
4.0141 |
12.7100 |
123.6% |
0.8113 |
7.9% |
49% |
False |
False |
767,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.4260 |
2.618 |
12.3151 |
1.618 |
11.6344 |
1.000 |
11.2137 |
0.618 |
10.9537 |
HIGH |
10.5330 |
0.618 |
10.2730 |
0.500 |
10.1927 |
0.382 |
10.1123 |
LOW |
9.8523 |
0.618 |
9.4316 |
1.000 |
9.1716 |
1.618 |
8.7509 |
2.618 |
8.0702 |
4.250 |
6.9593 |
|
|
Fisher Pivots for day following 18-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.2520 |
10.2532 |
PP |
10.2223 |
10.2247 |
S1 |
10.1927 |
10.1963 |
|