Trading Metrics calculated at close of trading on 11-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,715.35 |
1,702.52 |
-12.83 |
-0.7% |
1,699.93 |
High |
1,721.90 |
1,710.73 |
-11.17 |
-0.6% |
1,721.90 |
Low |
1,700.98 |
1,693.39 |
-7.59 |
-0.4% |
1,683.39 |
Close |
1,700.98 |
1,697.03 |
-3.95 |
-0.2% |
1,700.98 |
Range |
20.92 |
17.34 |
-3.58 |
-17.1% |
38.51 |
ATR |
28.65 |
27.84 |
-0.81 |
-2.8% |
0.00 |
Volume |
6,029 |
6,324 |
295 |
4.9% |
30,902 |
|
Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,752.40 |
1,742.06 |
1,706.57 |
|
R3 |
1,735.06 |
1,724.72 |
1,701.80 |
|
R2 |
1,717.72 |
1,717.72 |
1,700.21 |
|
R1 |
1,707.38 |
1,707.38 |
1,698.62 |
1,703.88 |
PP |
1,700.38 |
1,700.38 |
1,700.38 |
1,698.64 |
S1 |
1,690.04 |
1,690.04 |
1,695.44 |
1,686.54 |
S2 |
1,683.04 |
1,683.04 |
1,693.85 |
|
S3 |
1,665.70 |
1,672.70 |
1,692.26 |
|
S4 |
1,648.36 |
1,655.36 |
1,687.49 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.62 |
1,797.81 |
1,722.16 |
|
R3 |
1,779.11 |
1,759.30 |
1,711.57 |
|
R2 |
1,740.60 |
1,740.60 |
1,708.04 |
|
R1 |
1,720.79 |
1,720.79 |
1,704.51 |
1,730.70 |
PP |
1,702.09 |
1,702.09 |
1,702.09 |
1,707.04 |
S1 |
1,682.28 |
1,682.28 |
1,697.45 |
1,692.19 |
S2 |
1,663.58 |
1,663.58 |
1,693.92 |
|
S3 |
1,625.07 |
1,643.77 |
1,690.39 |
|
S4 |
1,586.56 |
1,605.26 |
1,679.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,721.90 |
1,683.39 |
38.51 |
2.3% |
23.26 |
1.4% |
35% |
False |
False |
6,166 |
10 |
1,721.90 |
1,671.36 |
50.54 |
3.0% |
24.00 |
1.4% |
51% |
False |
False |
6,147 |
20 |
1,744.37 |
1,663.76 |
80.61 |
4.8% |
26.23 |
1.5% |
41% |
False |
False |
6,085 |
40 |
1,744.37 |
1,463.91 |
280.46 |
16.5% |
33.23 |
2.0% |
83% |
False |
False |
5,778 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.2% |
36.33 |
2.1% |
84% |
False |
False |
5,818 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.2% |
30.70 |
1.8% |
84% |
False |
False |
6,132 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.2% |
27.63 |
1.6% |
84% |
False |
False |
6,356 |
120 |
1,744.37 |
1,452.18 |
292.19 |
17.2% |
24.79 |
1.5% |
84% |
False |
False |
6,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.43 |
2.618 |
1,756.13 |
1.618 |
1,738.79 |
1.000 |
1,728.07 |
0.618 |
1,721.45 |
HIGH |
1,710.73 |
0.618 |
1,704.11 |
0.500 |
1,702.06 |
0.382 |
1,700.01 |
LOW |
1,693.39 |
0.618 |
1,682.67 |
1.000 |
1,676.05 |
1.618 |
1,665.33 |
2.618 |
1,647.99 |
4.250 |
1,619.70 |
|
|
Fisher Pivots for day following 11-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,702.06 |
1,702.80 |
PP |
1,700.38 |
1,700.87 |
S1 |
1,698.71 |
1,698.95 |
|