Trading Metrics calculated at close of trading on 21-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
Open |
10.2103 |
10.1345 |
-0.0758 |
-0.7% |
10.6716 |
High |
10.3967 |
10.1885 |
-0.2082 |
-2.0% |
11.7560 |
Low |
9.9708 |
9.2147 |
-0.7561 |
-7.6% |
9.2866 |
Close |
10.1349 |
9.5392 |
-0.5957 |
-5.9% |
9.8845 |
Range |
0.4259 |
0.9738 |
0.5479 |
128.6% |
2.4694 |
ATR |
0.6724 |
0.6940 |
0.0215 |
3.2% |
0.0000 |
Volume |
373,997 |
447,916 |
73,919 |
19.8% |
3,036,591 |
|
Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.5689 |
12.0278 |
10.0748 |
|
R3 |
11.5951 |
11.0540 |
9.8070 |
|
R2 |
10.6213 |
10.6213 |
9.7177 |
|
R1 |
10.0802 |
10.0802 |
9.6285 |
9.8639 |
PP |
9.6475 |
9.6475 |
9.6475 |
9.5393 |
S1 |
9.1064 |
9.1064 |
9.4499 |
8.8901 |
S2 |
8.6737 |
8.6737 |
9.3607 |
|
S3 |
7.6999 |
8.1326 |
9.2714 |
|
S4 |
6.7261 |
7.1588 |
9.0036 |
|
|
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 |
10.5330 |
9.2147 |
1.3183 |
13.8% |
0.5696 |
6.0% |
25% |
False |
True |
452,991 |
10 |
11.7560 |
9.2147 |
2.5413 |
26.6% |
0.7955 |
8.3% |
13% |
False |
True |
539,368 |
20 |
11.7560 |
7.8237 |
3.9323 |
41.2% |
0.7128 |
7.5% |
44% |
False |
False |
511,887 |
40 |
11.7560 |
6.1451 |
5.6109 |
58.8% |
0.6223 |
6.5% |
60% |
False |
False |
485,235 |
60 |
12.4222 |
4.0141 |
8.4081 |
88.1% |
0.7914 |
8.3% |
66% |
False |
False |
511,318 |
80 |
16.7241 |
4.0141 |
12.7100 |
133.2% |
0.9226 |
9.7% |
43% |
False |
False |
721,662 |
100 |
16.7241 |
4.0141 |
12.7100 |
133.2% |
0.8923 |
9.4% |
43% |
False |
False |
749,162 |
120 |
16.7241 |
4.0141 |
12.7100 |
133.2% |
0.8167 |
8.6% |
43% |
False |
False |
752,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.3272 |
2.618 |
12.7379 |
1.618 |
11.7641 |
1.000 |
11.1623 |
0.618 |
10.7903 |
HIGH |
10.1885 |
0.618 |
9.8165 |
0.500 |
9.7016 |
0.382 |
9.5867 |
LOW |
9.2147 |
0.618 |
8.6129 |
1.000 |
8.2409 |
1.618 |
7.6391 |
2.618 |
6.6653 |
4.250 |
5.0761 |
|
|
Fisher Pivots for day following 21-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9.7016 |
9.8057 |
PP |
9.6475 |
9.7169 |
S1 |
9.5933 |
9.6280 |
|