| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,950.0 |
2,960.0 |
10.0 |
0.3% |
2,785.0 |
| High |
2,961.0 |
3,020.0 |
59.0 |
2.0% |
2,904.0 |
| Low |
2,946.0 |
2,960.0 |
14.0 |
0.5% |
2,785.0 |
| Close |
2,961.0 |
3,005.0 |
44.0 |
1.5% |
2,865.0 |
| Range |
15.0 |
60.0 |
45.0 |
300.0% |
119.0 |
| ATR |
60.3 |
60.3 |
0.0 |
0.0% |
0.0 |
| Volume |
7,224 |
32,247 |
25,023 |
346.4% |
63,561 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,175.0 |
3,150.0 |
3,038.0 |
|
| R3 |
3,115.0 |
3,090.0 |
3,021.5 |
|
| R2 |
3,055.0 |
3,055.0 |
3,016.0 |
|
| R1 |
3,030.0 |
3,030.0 |
3,010.5 |
3,042.5 |
| PP |
2,995.0 |
2,995.0 |
2,995.0 |
3,001.3 |
| S1 |
2,970.0 |
2,970.0 |
2,999.5 |
2,982.5 |
| S2 |
2,935.0 |
2,935.0 |
2,994.0 |
|
| S3 |
2,875.0 |
2,910.0 |
2,988.5 |
|
| S4 |
2,815.0 |
2,850.0 |
2,972.0 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,208.3 |
3,155.7 |
2,930.5 |
|
| R3 |
3,089.3 |
3,036.7 |
2,897.7 |
|
| R2 |
2,970.3 |
2,970.3 |
2,886.8 |
|
| R1 |
2,917.7 |
2,917.7 |
2,875.9 |
2,944.0 |
| PP |
2,851.3 |
2,851.3 |
2,851.3 |
2,864.5 |
| S1 |
2,798.7 |
2,798.7 |
2,854.1 |
2,825.0 |
| S2 |
2,732.3 |
2,732.3 |
2,843.2 |
|
| S3 |
2,613.3 |
2,679.7 |
2,832.3 |
|
| S4 |
2,494.3 |
2,560.7 |
2,799.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,020.0 |
2,826.0 |
194.0 |
6.5% |
33.0 |
1.1% |
92% |
True |
False |
14,208 |
| 10 |
3,020.0 |
2,665.0 |
355.0 |
11.8% |
36.7 |
1.2% |
96% |
True |
False |
12,188 |
| 20 |
3,020.0 |
2,665.0 |
355.0 |
11.8% |
32.9 |
1.1% |
96% |
True |
False |
12,527 |
| 40 |
3,020.0 |
2,612.0 |
408.0 |
13.6% |
23.9 |
0.8% |
96% |
True |
False |
14,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,275.0 |
|
2.618 |
3,177.1 |
|
1.618 |
3,117.1 |
|
1.000 |
3,080.0 |
|
0.618 |
3,057.1 |
|
HIGH |
3,020.0 |
|
0.618 |
2,997.1 |
|
0.500 |
2,990.0 |
|
0.382 |
2,982.9 |
|
LOW |
2,960.0 |
|
0.618 |
2,922.9 |
|
1.000 |
2,900.0 |
|
1.618 |
2,862.9 |
|
2.618 |
2,802.9 |
|
4.250 |
2,705.0 |
|
|