Trading Metrics calculated at close of trading on 28-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
Open |
9.9630 |
9.9650 |
0.0020 |
0.0% |
9.8845 |
High |
10.1944 |
10.2902 |
0.0958 |
0.9% |
10.6267 |
Low |
9.8771 |
9.8760 |
-0.0011 |
0.0% |
9.2147 |
Close |
9.9648 |
10.2231 |
0.2583 |
2.6% |
10.4754 |
Range |
0.3173 |
0.4142 |
0.0969 |
30.5% |
1.4120 |
ATR |
0.7059 |
0.6851 |
-0.0208 |
-3.0% |
0.0000 |
Volume |
474,927 |
408,785 |
-66,142 |
-13.9% |
2,386,278 |
|
Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.3724 |
11.2119 |
10.4509 |
|
R3 |
10.9582 |
10.7977 |
10.3370 |
|
R2 |
10.5440 |
10.5440 |
10.2990 |
|
R1 |
10.3835 |
10.3835 |
10.2611 |
10.4638 |
PP |
10.1298 |
10.1298 |
10.1298 |
10.1699 |
S1 |
9.9693 |
9.9693 |
10.1851 |
10.0496 |
S2 |
9.7156 |
9.7156 |
10.1472 |
|
S3 |
9.3014 |
9.5551 |
10.1092 |
|
S4 |
8.8872 |
9.1409 |
9.9953 |
|
|
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 |
9.3848 |
1.2419 |
12.1% |
0.6989 |
6.8% |
68% |
False |
False |
502,398 |
10 |
10.6267 |
9.2147 |
1.4120 |
13.8% |
0.6342 |
6.2% |
71% |
False |
False |
477,695 |
20 |
11.7560 |
8.6093 |
3.1467 |
30.8% |
0.7170 |
7.0% |
51% |
False |
False |
517,156 |
40 |
11.7560 |
6.8303 |
4.9257 |
48.2% |
0.6408 |
6.3% |
69% |
False |
False |
486,434 |
60 |
12.4222 |
4.0141 |
8.4081 |
82.2% |
0.7778 |
7.6% |
74% |
False |
False |
509,421 |
80 |
16.7241 |
4.0141 |
12.7100 |
124.3% |
0.9118 |
8.9% |
49% |
False |
False |
677,633 |
100 |
16.7241 |
4.0141 |
12.7100 |
124.3% |
0.8950 |
8.8% |
49% |
False |
False |
738,007 |
120 |
16.7241 |
4.0141 |
12.7100 |
124.3% |
0.8328 |
8.1% |
49% |
False |
False |
737,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.0506 |
2.618 |
11.3746 |
1.618 |
10.9604 |
1.000 |
10.7044 |
0.618 |
10.5462 |
HIGH |
10.2902 |
0.618 |
10.1320 |
0.500 |
10.0831 |
0.382 |
10.0342 |
LOW |
9.8760 |
0.618 |
9.6200 |
1.000 |
9.4618 |
1.618 |
9.2058 |
2.618 |
8.7916 |
4.250 |
8.1157 |
|
|
Fisher Pivots for day following 28-May-2020 |
Pivot |
1 day |
3 day |
R1 |
10.1764 |
10.1283 |
PP |
10.1298 |
10.0335 |
S1 |
10.0831 |
9.9387 |
|