Trading Metrics calculated at close of trading on 22-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,778.8 |
1,755.9 |
-22.9 |
-1.3% |
1,780.0 |
High |
1,779.8 |
1,768.9 |
-10.9 |
-0.6% |
1,800.0 |
Low |
1,743.8 |
1,750.6 |
6.8 |
0.4% |
1,743.8 |
Close |
1,750.4 |
1,765.6 |
15.2 |
0.9% |
1,765.6 |
Range |
36.0 |
18.3 |
-17.7 |
-49.2% |
56.2 |
ATR |
33.3 |
32.2 |
-1.1 |
-3.2% |
0.0 |
Volume |
5,865 |
8,363 |
2,498 |
42.6% |
26,825 |
|
Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.6 |
1,809.4 |
1,775.7 |
|
R3 |
1,798.3 |
1,791.1 |
1,770.6 |
|
R2 |
1,780.0 |
1,780.0 |
1,769.0 |
|
R1 |
1,772.8 |
1,772.8 |
1,767.3 |
1,776.4 |
PP |
1,761.7 |
1,761.7 |
1,761.7 |
1,763.5 |
S1 |
1,754.5 |
1,754.5 |
1,763.9 |
1,758.1 |
S2 |
1,743.4 |
1,743.4 |
1,762.2 |
|
S3 |
1,725.1 |
1,736.2 |
1,760.6 |
|
S4 |
1,706.8 |
1,717.9 |
1,755.5 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.4 |
1,908.2 |
1,796.5 |
|
R3 |
1,882.2 |
1,852.0 |
1,781.1 |
|
R2 |
1,826.0 |
1,826.0 |
1,775.9 |
|
R1 |
1,795.8 |
1,795.8 |
1,770.8 |
1,782.8 |
PP |
1,769.8 |
1,769.8 |
1,769.8 |
1,763.3 |
S1 |
1,739.6 |
1,739.6 |
1,760.4 |
1,726.6 |
S2 |
1,713.6 |
1,713.6 |
1,755.3 |
|
S3 |
1,657.4 |
1,683.4 |
1,750.1 |
|
S4 |
1,601.2 |
1,627.2 |
1,734.7 |
|
|
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% |
27.1 |
1.5% |
39% |
False |
False |
5,365 |
10 |
1,800.0 |
1,714.2 |
85.8 |
4.9% |
25.4 |
1.4% |
60% |
False |
False |
5,477 |
20 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
28.5 |
1.6% |
69% |
False |
False |
5,134 |
40 |
1,800.0 |
1,577.7 |
222.3 |
12.6% |
35.8 |
2.0% |
85% |
False |
False |
4,645 |
60 |
1,800.0 |
1,458.8 |
341.2 |
19.3% |
45.0 |
2.5% |
90% |
False |
False |
4,434 |
80 |
1,800.0 |
1,458.8 |
341.2 |
19.3% |
38.4 |
2.2% |
90% |
False |
False |
3,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,846.7 |
2.618 |
1,816.8 |
1.618 |
1,798.5 |
1.000 |
1,787.2 |
0.618 |
1,780.2 |
HIGH |
1,768.9 |
0.618 |
1,761.9 |
0.500 |
1,759.8 |
0.382 |
1,757.6 |
LOW |
1,750.6 |
0.618 |
1,739.3 |
1.000 |
1,732.3 |
1.618 |
1,721.0 |
2.618 |
1,702.7 |
4.250 |
1,672.8 |
|
|
Fisher Pivots for day following 22-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,763.7 |
1,765.2 |
PP |
1,761.7 |
1,764.8 |
S1 |
1,759.8 |
1,764.5 |
|