Trading Metrics calculated at close of trading on 05-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2020 |
05-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,722.9 |
1,719.0 |
-3.9 |
-0.2% |
1,746.7 |
High |
1,735.5 |
1,733.7 |
-1.8 |
-0.1% |
1,753.0 |
Low |
1,711.8 |
1,710.5 |
-1.3 |
-0.1% |
1,687.8 |
Close |
1,725.9 |
1,728.0 |
2.1 |
0.1% |
1,712.0 |
Range |
23.7 |
23.2 |
-0.5 |
-2.1% |
65.2 |
ATR |
41.3 |
40.0 |
-1.3 |
-3.1% |
0.0 |
Volume |
3,353 |
8,369 |
5,016 |
149.6% |
13,984 |
|
Daily Pivots for day following 05-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.7 |
1,784.0 |
1,740.8 |
|
R3 |
1,770.5 |
1,760.8 |
1,734.4 |
|
R2 |
1,747.3 |
1,747.3 |
1,732.3 |
|
R1 |
1,737.6 |
1,737.6 |
1,730.1 |
1,742.5 |
PP |
1,724.1 |
1,724.1 |
1,724.1 |
1,726.5 |
S1 |
1,714.4 |
1,714.4 |
1,725.9 |
1,719.3 |
S2 |
1,700.9 |
1,700.9 |
1,723.7 |
|
S3 |
1,677.7 |
1,691.2 |
1,721.6 |
|
S4 |
1,654.5 |
1,668.0 |
1,715.2 |
|
|
Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.2 |
1,877.8 |
1,747.9 |
|
R3 |
1,848.0 |
1,812.6 |
1,729.9 |
|
R2 |
1,782.8 |
1,782.8 |
1,724.0 |
|
R1 |
1,747.4 |
1,747.4 |
1,718.0 |
1,732.5 |
PP |
1,717.6 |
1,717.6 |
1,717.6 |
1,710.2 |
S1 |
1,682.2 |
1,682.2 |
1,706.0 |
1,667.3 |
S2 |
1,652.4 |
1,652.4 |
1,700.0 |
|
S3 |
1,587.2 |
1,617.0 |
1,694.1 |
|
S4 |
1,522.0 |
1,551.8 |
1,676.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,745.2 |
1,687.8 |
57.4 |
3.3% |
30.8 |
1.8% |
70% |
False |
False |
3,950 |
10 |
1,769.2 |
1,687.8 |
81.4 |
4.7% |
32.1 |
1.9% |
49% |
False |
False |
3,425 |
20 |
1,789.6 |
1,670.3 |
119.3 |
6.9% |
38.5 |
2.2% |
48% |
False |
False |
4,126 |
40 |
1,789.6 |
1,458.8 |
330.8 |
19.1% |
50.6 |
2.9% |
81% |
False |
False |
4,073 |
60 |
1,789.6 |
1,458.8 |
330.8 |
19.1% |
43.1 |
2.5% |
81% |
False |
False |
3,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.3 |
2.618 |
1,794.4 |
1.618 |
1,771.2 |
1.000 |
1,756.9 |
0.618 |
1,748.0 |
HIGH |
1,733.7 |
0.618 |
1,724.8 |
0.500 |
1,722.1 |
0.382 |
1,719.4 |
LOW |
1,710.5 |
0.618 |
1,696.2 |
1.000 |
1,687.3 |
1.618 |
1,673.0 |
2.618 |
1,649.8 |
4.250 |
1,611.9 |
|
|
Fisher Pivots for day following 05-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,726.0 |
1,722.6 |
PP |
1,724.1 |
1,717.1 |
S1 |
1,722.1 |
1,711.7 |
|