Trading Metrics calculated at close of trading on 28-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,738.8 |
1,737.5 |
-1.3 |
-0.1% |
1,780.0 |
High |
1,743.3 |
1,757.3 |
14.0 |
0.8% |
1,800.0 |
Low |
1,714.4 |
1,734.3 |
19.9 |
1.2% |
1,743.8 |
Close |
1,740.5 |
1,742.7 |
2.2 |
0.1% |
1,765.6 |
Range |
28.9 |
23.0 |
-5.9 |
-20.4% |
56.2 |
ATR |
32.1 |
31.4 |
-0.6 |
-2.0% |
0.0 |
Volume |
6,084 |
4,165 |
-1,919 |
-31.5% |
26,825 |
|
Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.8 |
1,801.2 |
1,755.4 |
|
R3 |
1,790.8 |
1,778.2 |
1,749.0 |
|
R2 |
1,767.8 |
1,767.8 |
1,746.9 |
|
R1 |
1,755.2 |
1,755.2 |
1,744.8 |
1,761.5 |
PP |
1,744.8 |
1,744.8 |
1,744.8 |
1,747.9 |
S1 |
1,732.2 |
1,732.2 |
1,740.6 |
1,738.5 |
S2 |
1,721.8 |
1,721.8 |
1,738.5 |
|
S3 |
1,698.8 |
1,709.2 |
1,736.4 |
|
S4 |
1,675.8 |
1,686.2 |
1,730.1 |
|
|
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 |
1,779.8 |
1,714.4 |
65.4 |
3.8% |
27.9 |
1.6% |
43% |
False |
False |
6,101 |
10 |
1,800.0 |
1,714.4 |
85.6 |
4.9% |
27.6 |
1.6% |
33% |
False |
False |
5,269 |
20 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
28.9 |
1.7% |
49% |
False |
False |
5,555 |
40 |
1,800.0 |
1,577.7 |
222.3 |
12.8% |
35.0 |
2.0% |
74% |
False |
False |
4,737 |
60 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
43.5 |
2.5% |
83% |
False |
False |
4,508 |
80 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
38.7 |
2.2% |
83% |
False |
False |
4,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.1 |
2.618 |
1,817.5 |
1.618 |
1,794.5 |
1.000 |
1,780.3 |
0.618 |
1,771.5 |
HIGH |
1,757.3 |
0.618 |
1,748.5 |
0.500 |
1,745.8 |
0.382 |
1,743.1 |
LOW |
1,734.3 |
0.618 |
1,720.1 |
1.000 |
1,711.3 |
1.618 |
1,697.1 |
2.618 |
1,674.1 |
4.250 |
1,636.6 |
|
|
Fisher Pivots for day following 28-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,745.8 |
1,742.2 |
PP |
1,744.8 |
1,741.7 |
S1 |
1,743.7 |
1,741.2 |
|