Trading Metrics calculated at close of trading on 27-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
Open |
9.9313 |
9.9630 |
0.0317 |
0.3% |
9.8845 |
High |
10.1362 |
10.1944 |
0.0582 |
0.6% |
10.6267 |
Low |
9.5871 |
9.8771 |
0.2900 |
3.0% |
9.2147 |
Close |
9.9630 |
9.9648 |
0.0018 |
0.0% |
10.4754 |
Range |
0.5491 |
0.3173 |
-0.2318 |
-42.2% |
1.4120 |
ATR |
0.7358 |
0.7059 |
-0.0299 |
-4.1% |
0.0000 |
Volume |
498,014 |
474,927 |
-23,087 |
-4.6% |
2,386,278 |
|
Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.9640 |
10.7817 |
10.1393 |
|
R3 |
10.6467 |
10.4644 |
10.0521 |
|
R2 |
10.3294 |
10.3294 |
10.0230 |
|
R1 |
10.1471 |
10.1471 |
9.9939 |
10.2383 |
PP |
10.0121 |
10.0121 |
10.0121 |
10.0577 |
S1 |
9.8298 |
9.8298 |
9.9357 |
9.9210 |
S2 |
9.6948 |
9.6948 |
9.9066 |
|
S3 |
9.3775 |
9.5125 |
9.8775 |
|
S4 |
9.0602 |
9.1952 |
9.7903 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.3416 |
13.8205 |
11.2520 |
|
R3 |
12.9296 |
12.4085 |
10.8637 |
|
R2 |
11.5176 |
11.5176 |
10.7343 |
|
R1 |
10.9965 |
10.9965 |
10.6048 |
11.2571 |
PP |
10.1056 |
10.1056 |
10.1056 |
10.2359 |
S1 |
9.5845 |
9.5845 |
10.3460 |
9.8451 |
S2 |
8.6936 |
8.6936 |
10.2165 |
|
S3 |
7.2816 |
8.1725 |
10.0871 |
|
S4 |
5.8696 |
6.7605 |
9.6988 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10.6267 |
9.2147 |
1.4120 |
14.2% |
0.8108 |
8.1% |
53% |
False |
False |
510,225 |
10 |
10.6267 |
9.2147 |
1.4120 |
14.2% |
0.6537 |
6.6% |
53% |
False |
False |
493,312 |
20 |
11.7560 |
8.6093 |
3.1467 |
31.6% |
0.7411 |
7.4% |
43% |
False |
False |
533,796 |
40 |
11.7560 |
6.5562 |
5.1998 |
52.2% |
0.6500 |
6.5% |
66% |
False |
False |
491,861 |
60 |
12.4222 |
4.0141 |
8.4081 |
84.4% |
0.7832 |
7.9% |
71% |
False |
False |
510,429 |
80 |
16.7241 |
4.0141 |
12.7100 |
127.5% |
0.9162 |
9.2% |
47% |
False |
False |
688,924 |
100 |
16.7241 |
4.0141 |
12.7100 |
127.5% |
0.8930 |
9.0% |
47% |
False |
False |
739,358 |
120 |
16.7241 |
4.0141 |
12.7100 |
127.5% |
0.8319 |
8.3% |
47% |
False |
False |
740,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.5429 |
2.618 |
11.0251 |
1.618 |
10.7078 |
1.000 |
10.5117 |
0.618 |
10.3905 |
HIGH |
10.1944 |
0.618 |
10.0732 |
0.500 |
10.0358 |
0.382 |
9.9983 |
LOW |
9.8771 |
0.618 |
9.6810 |
1.000 |
9.5598 |
1.618 |
9.3637 |
2.618 |
9.0464 |
4.250 |
8.5286 |
|
|
Fisher Pivots for day following 27-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.0358 |
10.0464 |
PP |
10.0121 |
10.0192 |
S1 |
9.9885 |
9.9920 |
|