Trading Metrics calculated at close of trading on 21-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,777.7 |
1,778.8 |
1.1 |
0.1% |
1,727.7 |
High |
1,785.1 |
1,779.8 |
-5.3 |
-0.3% |
1,783.0 |
Low |
1,773.0 |
1,743.8 |
-29.2 |
-1.6% |
1,714.2 |
Close |
1,781.7 |
1,750.4 |
-31.3 |
-1.8% |
1,778.7 |
Range |
12.1 |
36.0 |
23.9 |
197.5% |
68.8 |
ATR |
32.9 |
33.3 |
0.4 |
1.1% |
0.0 |
Volume |
4,201 |
5,865 |
1,664 |
39.6% |
27,950 |
|
Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.0 |
1,844.2 |
1,770.2 |
|
R3 |
1,830.0 |
1,808.2 |
1,760.3 |
|
R2 |
1,794.0 |
1,794.0 |
1,757.0 |
|
R1 |
1,772.2 |
1,772.2 |
1,753.7 |
1,765.1 |
PP |
1,758.0 |
1,758.0 |
1,758.0 |
1,754.5 |
S1 |
1,736.2 |
1,736.2 |
1,747.1 |
1,729.1 |
S2 |
1,722.0 |
1,722.0 |
1,743.8 |
|
S3 |
1,686.0 |
1,700.2 |
1,740.5 |
|
S4 |
1,650.0 |
1,664.2 |
1,730.6 |
|
|
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 |
1,800.0 |
1,743.8 |
56.2 |
3.2% |
28.5 |
1.6% |
12% |
False |
True |
4,800 |
10 |
1,800.0 |
1,714.2 |
85.8 |
4.9% |
26.4 |
1.5% |
42% |
False |
False |
5,454 |
20 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
29.3 |
1.7% |
56% |
False |
False |
4,828 |
40 |
1,800.0 |
1,577.7 |
222.3 |
12.7% |
36.9 |
2.1% |
78% |
False |
False |
4,626 |
60 |
1,800.0 |
1,458.8 |
341.2 |
19.5% |
45.1 |
2.6% |
85% |
False |
False |
4,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.8 |
2.618 |
1,874.0 |
1.618 |
1,838.0 |
1.000 |
1,815.8 |
0.618 |
1,802.0 |
HIGH |
1,779.8 |
0.618 |
1,766.0 |
0.500 |
1,761.8 |
0.382 |
1,757.6 |
LOW |
1,743.8 |
0.618 |
1,721.6 |
1.000 |
1,707.8 |
1.618 |
1,685.6 |
2.618 |
1,649.6 |
4.250 |
1,590.8 |
|
|
Fisher Pivots for day following 21-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,761.8 |
1,764.5 |
PP |
1,758.0 |
1,759.8 |
S1 |
1,754.2 |
1,755.1 |
|