Trading Metrics calculated at close of trading on 11-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,743.5 |
1,727.7 |
-15.8 |
-0.9% |
1,722.9 |
High |
1,752.7 |
1,734.2 |
-18.5 |
-1.1% |
1,752.7 |
Low |
1,724.5 |
1,714.2 |
-10.3 |
-0.6% |
1,698.8 |
Close |
1,735.2 |
1,720.9 |
-14.3 |
-0.8% |
1,735.2 |
Range |
28.2 |
20.0 |
-8.2 |
-29.1% |
53.9 |
ATR |
39.2 |
37.9 |
-1.3 |
-3.3% |
0.0 |
Volume |
8,128 |
6,372 |
-1,756 |
-21.6% |
33,925 |
|
Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.1 |
1,772.0 |
1,731.9 |
|
R3 |
1,763.1 |
1,752.0 |
1,726.4 |
|
R2 |
1,743.1 |
1,743.1 |
1,724.6 |
|
R1 |
1,732.0 |
1,732.0 |
1,722.7 |
1,727.6 |
PP |
1,723.1 |
1,723.1 |
1,723.1 |
1,720.9 |
S1 |
1,712.0 |
1,712.0 |
1,719.1 |
1,707.6 |
S2 |
1,703.1 |
1,703.1 |
1,717.2 |
|
S3 |
1,683.1 |
1,692.0 |
1,715.4 |
|
S4 |
1,663.1 |
1,672.0 |
1,709.9 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.6 |
1,866.8 |
1,764.8 |
|
R3 |
1,836.7 |
1,812.9 |
1,750.0 |
|
R2 |
1,782.8 |
1,782.8 |
1,745.1 |
|
R1 |
1,759.0 |
1,759.0 |
1,740.1 |
1,770.9 |
PP |
1,728.9 |
1,728.9 |
1,728.9 |
1,734.9 |
S1 |
1,705.1 |
1,705.1 |
1,730.3 |
1,717.0 |
S2 |
1,675.0 |
1,675.0 |
1,725.3 |
|
S3 |
1,621.1 |
1,651.2 |
1,720.4 |
|
S4 |
1,567.2 |
1,597.3 |
1,705.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,752.7 |
1,698.8 |
53.9 |
3.1% |
30.4 |
1.8% |
41% |
False |
False |
7,388 |
10 |
1,752.7 |
1,687.8 |
64.9 |
3.8% |
31.0 |
1.8% |
51% |
False |
False |
5,138 |
20 |
1,789.6 |
1,670.3 |
119.3 |
6.9% |
34.4 |
2.0% |
42% |
False |
False |
4,363 |
40 |
1,789.6 |
1,458.8 |
330.8 |
19.2% |
47.8 |
2.8% |
79% |
False |
False |
4,452 |
60 |
1,789.6 |
1,458.8 |
330.8 |
19.2% |
44.7 |
2.6% |
79% |
False |
False |
4,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,819.2 |
2.618 |
1,786.6 |
1.618 |
1,766.6 |
1.000 |
1,754.2 |
0.618 |
1,746.6 |
HIGH |
1,734.2 |
0.618 |
1,726.6 |
0.500 |
1,724.2 |
0.382 |
1,721.8 |
LOW |
1,714.2 |
0.618 |
1,701.8 |
1.000 |
1,694.2 |
1.618 |
1,681.8 |
2.618 |
1,661.8 |
4.250 |
1,629.2 |
|
|
Fisher Pivots for day following 11-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,724.2 |
1,728.6 |
PP |
1,723.1 |
1,726.0 |
S1 |
1,722.0 |
1,723.5 |
|