Trading Metrics calculated at close of trading on 06-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,719.0 |
1,730.5 |
11.5 |
0.7% |
1,746.7 |
High |
1,733.7 |
1,733.4 |
-0.3 |
0.0% |
1,753.0 |
Low |
1,710.5 |
1,698.8 |
-11.7 |
-0.7% |
1,687.8 |
Close |
1,728.0 |
1,704.4 |
-23.6 |
-1.4% |
1,712.0 |
Range |
23.2 |
34.6 |
11.4 |
49.1% |
65.2 |
ATR |
40.0 |
39.6 |
-0.4 |
-1.0% |
0.0 |
Volume |
8,369 |
5,812 |
-2,557 |
-30.6% |
13,984 |
|
Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.0 |
1,794.8 |
1,723.4 |
|
R3 |
1,781.4 |
1,760.2 |
1,713.9 |
|
R2 |
1,746.8 |
1,746.8 |
1,710.7 |
|
R1 |
1,725.6 |
1,725.6 |
1,707.6 |
1,718.9 |
PP |
1,712.2 |
1,712.2 |
1,712.2 |
1,708.9 |
S1 |
1,691.0 |
1,691.0 |
1,701.2 |
1,684.3 |
S2 |
1,677.6 |
1,677.6 |
1,698.1 |
|
S3 |
1,643.0 |
1,656.4 |
1,694.9 |
|
S4 |
1,608.4 |
1,621.8 |
1,685.4 |
|
|
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 |
3.4% |
33.0 |
1.9% |
29% |
False |
False |
4,733 |
10 |
1,769.2 |
1,687.8 |
81.4 |
4.8% |
30.8 |
1.8% |
20% |
False |
False |
3,756 |
20 |
1,789.6 |
1,670.3 |
119.3 |
7.0% |
36.9 |
2.2% |
29% |
False |
False |
4,064 |
40 |
1,789.6 |
1,458.8 |
330.8 |
19.4% |
50.7 |
3.0% |
74% |
False |
False |
4,126 |
60 |
1,789.6 |
1,458.8 |
330.8 |
19.4% |
43.6 |
2.6% |
74% |
False |
False |
3,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,880.5 |
2.618 |
1,824.0 |
1.618 |
1,789.4 |
1.000 |
1,768.0 |
0.618 |
1,754.8 |
HIGH |
1,733.4 |
0.618 |
1,720.2 |
0.500 |
1,716.1 |
0.382 |
1,712.0 |
LOW |
1,698.8 |
0.618 |
1,677.4 |
1.000 |
1,664.2 |
1.618 |
1,642.8 |
2.618 |
1,608.2 |
4.250 |
1,551.8 |
|
|
Fisher Pivots for day following 06-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,716.1 |
1,717.2 |
PP |
1,712.2 |
1,712.9 |
S1 |
1,708.3 |
1,708.7 |
|