Trading Metrics calculated at close of trading on 29-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,737.5 |
1,748.7 |
11.2 |
0.6% |
1,765.0 |
High |
1,757.3 |
1,767.1 |
9.8 |
0.6% |
1,768.0 |
Low |
1,734.3 |
1,740.7 |
6.4 |
0.4% |
1,714.4 |
Close |
1,742.7 |
1,765.7 |
23.0 |
1.3% |
1,765.7 |
Range |
23.0 |
26.4 |
3.4 |
14.8% |
53.6 |
ATR |
31.4 |
31.1 |
-0.4 |
-1.1% |
0.0 |
Volume |
4,165 |
6,421 |
2,256 |
54.2% |
22,699 |
|
Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,837.0 |
1,827.8 |
1,780.2 |
|
R3 |
1,810.6 |
1,801.4 |
1,773.0 |
|
R2 |
1,784.2 |
1,784.2 |
1,770.5 |
|
R1 |
1,775.0 |
1,775.0 |
1,768.1 |
1,779.6 |
PP |
1,757.8 |
1,757.8 |
1,757.8 |
1,760.2 |
S1 |
1,748.6 |
1,748.6 |
1,763.3 |
1,753.2 |
S2 |
1,731.4 |
1,731.4 |
1,760.9 |
|
S3 |
1,705.0 |
1,722.2 |
1,758.4 |
|
S4 |
1,678.6 |
1,695.8 |
1,751.2 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.2 |
1,891.5 |
1,795.2 |
|
R3 |
1,856.6 |
1,837.9 |
1,780.4 |
|
R2 |
1,803.0 |
1,803.0 |
1,775.5 |
|
R1 |
1,784.3 |
1,784.3 |
1,770.6 |
1,793.7 |
PP |
1,749.4 |
1,749.4 |
1,749.4 |
1,754.0 |
S1 |
1,730.7 |
1,730.7 |
1,760.8 |
1,740.1 |
S2 |
1,695.8 |
1,695.8 |
1,755.9 |
|
S3 |
1,642.2 |
1,677.1 |
1,751.0 |
|
S4 |
1,588.6 |
1,623.5 |
1,736.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,768.9 |
1,714.4 |
54.5 |
3.1% |
26.0 |
1.5% |
94% |
False |
False |
6,212 |
10 |
1,800.0 |
1,714.4 |
85.6 |
4.8% |
27.2 |
1.5% |
60% |
False |
False |
5,506 |
20 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
27.9 |
1.6% |
69% |
False |
False |
5,686 |
40 |
1,800.0 |
1,596.7 |
203.3 |
11.5% |
34.8 |
2.0% |
83% |
False |
False |
4,817 |
60 |
1,800.0 |
1,458.8 |
341.2 |
19.3% |
43.7 |
2.5% |
90% |
False |
False |
4,550 |
80 |
1,800.0 |
1,458.8 |
341.2 |
19.3% |
38.7 |
2.2% |
90% |
False |
False |
4,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,879.3 |
2.618 |
1,836.2 |
1.618 |
1,809.8 |
1.000 |
1,793.5 |
0.618 |
1,783.4 |
HIGH |
1,767.1 |
0.618 |
1,757.0 |
0.500 |
1,753.9 |
0.382 |
1,750.8 |
LOW |
1,740.7 |
0.618 |
1,724.4 |
1.000 |
1,714.3 |
1.618 |
1,698.0 |
2.618 |
1,671.6 |
4.250 |
1,628.5 |
|
|
Fisher Pivots for day following 29-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,761.8 |
1,757.4 |
PP |
1,757.8 |
1,749.1 |
S1 |
1,753.9 |
1,740.8 |
|