Trading Metrics calculated at close of trading on 15-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,743.3 |
1,760.1 |
16.8 |
1.0% |
1,727.7 |
High |
1,765.1 |
1,783.0 |
17.9 |
1.0% |
1,783.0 |
Low |
1,735.0 |
1,758.0 |
23.0 |
1.3% |
1,714.2 |
Close |
1,762.0 |
1,778.7 |
16.7 |
0.9% |
1,778.7 |
Range |
30.1 |
25.0 |
-5.1 |
-16.9% |
68.8 |
ATR |
35.3 |
34.6 |
-0.7 |
-2.1% |
0.0 |
Volume |
4,051 |
5,539 |
1,488 |
36.7% |
27,950 |
|
Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,848.2 |
1,838.5 |
1,792.5 |
|
R3 |
1,823.2 |
1,813.5 |
1,785.6 |
|
R2 |
1,798.2 |
1,798.2 |
1,783.3 |
|
R1 |
1,788.5 |
1,788.5 |
1,781.0 |
1,793.4 |
PP |
1,773.2 |
1,773.2 |
1,773.2 |
1,775.7 |
S1 |
1,763.5 |
1,763.5 |
1,776.4 |
1,768.4 |
S2 |
1,748.2 |
1,748.2 |
1,774.1 |
|
S3 |
1,723.2 |
1,738.5 |
1,771.8 |
|
S4 |
1,698.2 |
1,713.5 |
1,765.0 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.0 |
1,940.7 |
1,816.5 |
|
R3 |
1,896.2 |
1,871.9 |
1,797.6 |
|
R2 |
1,827.4 |
1,827.4 |
1,791.3 |
|
R1 |
1,803.1 |
1,803.1 |
1,785.0 |
1,815.3 |
PP |
1,758.6 |
1,758.6 |
1,758.6 |
1,764.7 |
S1 |
1,734.3 |
1,734.3 |
1,772.4 |
1,746.5 |
S2 |
1,689.8 |
1,689.8 |
1,766.1 |
|
S3 |
1,621.0 |
1,665.5 |
1,759.8 |
|
S4 |
1,552.2 |
1,596.7 |
1,740.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,783.0 |
1,714.2 |
68.8 |
3.9% |
23.8 |
1.3% |
94% |
True |
False |
5,590 |
10 |
1,783.0 |
1,698.8 |
84.2 |
4.7% |
27.5 |
1.5% |
95% |
True |
False |
6,187 |
20 |
1,783.0 |
1,670.3 |
112.7 |
6.3% |
31.6 |
1.8% |
96% |
True |
False |
4,482 |
40 |
1,789.6 |
1,468.0 |
321.6 |
18.1% |
42.7 |
2.4% |
97% |
False |
False |
4,720 |
60 |
1,789.6 |
1,458.8 |
330.8 |
18.6% |
45.3 |
2.5% |
97% |
False |
False |
4,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,889.3 |
2.618 |
1,848.5 |
1.618 |
1,823.5 |
1.000 |
1,808.0 |
0.618 |
1,798.5 |
HIGH |
1,783.0 |
0.618 |
1,773.5 |
0.500 |
1,770.5 |
0.382 |
1,767.6 |
LOW |
1,758.0 |
0.618 |
1,742.6 |
1.000 |
1,733.0 |
1.618 |
1,717.6 |
2.618 |
1,692.6 |
4.250 |
1,651.8 |
|
|
Fisher Pivots for day following 15-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,776.0 |
1,769.8 |
PP |
1,773.2 |
1,760.9 |
S1 |
1,770.5 |
1,752.0 |
|