Trading Metrics calculated at close of trading on 20-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
Open |
10.2785 |
10.2103 |
-0.0682 |
-0.7% |
10.6716 |
High |
10.3223 |
10.3967 |
0.0744 |
0.7% |
11.7560 |
Low |
9.9548 |
9.9708 |
0.0160 |
0.2% |
9.2866 |
Close |
10.2103 |
10.1349 |
-0.0754 |
-0.7% |
9.8845 |
Range |
0.3675 |
0.4259 |
0.0584 |
15.9% |
2.4694 |
ATR |
0.6914 |
0.6724 |
-0.0190 |
-2.7% |
0.0000 |
Volume |
427,433 |
373,997 |
-53,436 |
-12.5% |
3,036,591 |
|
Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.4452 |
11.2159 |
10.3691 |
|
R3 |
11.0193 |
10.7900 |
10.2520 |
|
R2 |
10.5934 |
10.5934 |
10.2130 |
|
R1 |
10.3641 |
10.3641 |
10.1739 |
10.2658 |
PP |
10.1675 |
10.1675 |
10.1675 |
10.1183 |
S1 |
9.9382 |
9.9382 |
10.0959 |
9.8399 |
S2 |
9.7416 |
9.7416 |
10.0568 |
|
S3 |
9.3157 |
9.5123 |
10.0178 |
|
S4 |
8.8898 |
9.0864 |
9.9007 |
|
|
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 |
9.8384 |
0.7157 |
7.1% |
0.4966 |
4.9% |
41% |
False |
False |
476,399 |
10 |
11.7560 |
9.0624 |
2.6936 |
26.6% |
0.7848 |
7.7% |
40% |
False |
False |
560,953 |
20 |
11.7560 |
7.4292 |
4.3268 |
42.7% |
0.6902 |
6.8% |
63% |
False |
False |
511,546 |
40 |
11.7560 |
6.1451 |
5.6109 |
55.4% |
0.6041 |
6.0% |
71% |
False |
False |
484,701 |
60 |
12.4222 |
4.0141 |
8.4081 |
83.0% |
0.7965 |
7.9% |
73% |
False |
False |
517,462 |
80 |
16.7241 |
4.0141 |
12.7100 |
125.4% |
0.9215 |
9.1% |
48% |
False |
False |
730,341 |
100 |
16.7241 |
4.0141 |
12.7100 |
125.4% |
0.8875 |
8.8% |
48% |
False |
False |
750,891 |
120 |
16.7241 |
4.0141 |
12.7100 |
125.4% |
0.8110 |
8.0% |
48% |
False |
False |
756,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.2068 |
2.618 |
11.5117 |
1.618 |
11.0858 |
1.000 |
10.8226 |
0.618 |
10.6599 |
HIGH |
10.3967 |
0.618 |
10.2340 |
0.500 |
10.1838 |
0.382 |
10.1335 |
LOW |
9.9708 |
0.618 |
9.7076 |
1.000 |
9.5449 |
1.618 |
9.2817 |
2.618 |
8.8558 |
4.250 |
8.1607 |
|
|
Fisher Pivots for day following 20-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.1838 |
10.1927 |
PP |
10.1675 |
10.1734 |
S1 |
10.1512 |
10.1542 |
|