| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1,765.0 |
1,738.8 |
-26.2 |
-1.5% |
1,780.0 |
| High |
1,768.0 |
1,743.3 |
-24.7 |
-1.4% |
1,800.0 |
| Low |
1,734.8 |
1,714.4 |
-20.4 |
-1.2% |
1,743.8 |
| Close |
1,740.5 |
1,740.5 |
0.0 |
0.0% |
1,765.6 |
| Range |
33.2 |
28.9 |
-4.3 |
-13.0% |
56.2 |
| ATR |
32.3 |
32.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
6,029 |
6,084 |
55 |
0.9% |
26,825 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,819.4 |
1,808.9 |
1,756.4 |
|
| R3 |
1,790.5 |
1,780.0 |
1,748.4 |
|
| R2 |
1,761.6 |
1,761.6 |
1,745.8 |
|
| R1 |
1,751.1 |
1,751.1 |
1,743.1 |
1,756.4 |
| PP |
1,732.7 |
1,732.7 |
1,732.7 |
1,735.4 |
| S1 |
1,722.2 |
1,722.2 |
1,737.9 |
1,727.5 |
| S2 |
1,703.8 |
1,703.8 |
1,735.2 |
|
| S3 |
1,674.9 |
1,693.3 |
1,732.6 |
|
| S4 |
1,646.0 |
1,664.4 |
1,724.6 |
|
|
| 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 |
1,785.1 |
1,714.4 |
70.7 |
4.1% |
25.7 |
1.5% |
37% |
False |
True |
6,108 |
| 10 |
1,800.0 |
1,714.4 |
85.6 |
4.9% |
27.6 |
1.6% |
30% |
False |
True |
5,470 |
| 20 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
29.0 |
1.7% |
47% |
False |
False |
5,442 |
| 40 |
1,800.0 |
1,577.7 |
222.3 |
12.8% |
35.7 |
2.1% |
73% |
False |
False |
4,717 |
| 60 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
44.1 |
2.5% |
83% |
False |
False |
4,491 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
38.8 |
2.2% |
83% |
False |
False |
4,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.1 |
|
2.618 |
1,819.0 |
|
1.618 |
1,790.1 |
|
1.000 |
1,772.2 |
|
0.618 |
1,761.2 |
|
HIGH |
1,743.3 |
|
0.618 |
1,732.3 |
|
0.500 |
1,728.9 |
|
0.382 |
1,725.4 |
|
LOW |
1,714.4 |
|
0.618 |
1,696.5 |
|
1.000 |
1,685.5 |
|
1.618 |
1,667.6 |
|
2.618 |
1,638.7 |
|
4.250 |
1,591.6 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,736.6 |
1,741.7 |
| PP |
1,732.7 |
1,741.3 |
| S1 |
1,728.9 |
1,740.9 |
|