Trading Metrics calculated at close of trading on 12-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,702.52 |
1,696.67 |
-5.85 |
-0.3% |
1,699.93 |
High |
1,710.73 |
1,709.47 |
-1.26 |
-0.1% |
1,721.90 |
Low |
1,693.39 |
1,693.87 |
0.48 |
0.0% |
1,683.39 |
Close |
1,697.03 |
1,701.47 |
4.44 |
0.3% |
1,700.98 |
Range |
17.34 |
15.60 |
-1.74 |
-10.0% |
38.51 |
ATR |
27.84 |
26.97 |
-0.87 |
-3.1% |
0.00 |
Volume |
6,324 |
6,034 |
-290 |
-4.6% |
30,902 |
|
Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.40 |
1,740.54 |
1,710.05 |
|
R3 |
1,732.80 |
1,724.94 |
1,705.76 |
|
R2 |
1,717.20 |
1,717.20 |
1,704.33 |
|
R1 |
1,709.34 |
1,709.34 |
1,702.90 |
1,713.27 |
PP |
1,701.60 |
1,701.60 |
1,701.60 |
1,703.57 |
S1 |
1,693.74 |
1,693.74 |
1,700.04 |
1,697.67 |
S2 |
1,686.00 |
1,686.00 |
1,698.61 |
|
S3 |
1,670.40 |
1,678.14 |
1,697.18 |
|
S4 |
1,654.80 |
1,662.54 |
1,692.89 |
|
|
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% |
22.99 |
1.4% |
47% |
False |
False |
6,109 |
10 |
1,721.90 |
1,671.36 |
50.54 |
3.0% |
23.40 |
1.4% |
60% |
False |
False |
6,128 |
20 |
1,737.29 |
1,663.76 |
73.53 |
4.3% |
25.27 |
1.5% |
51% |
False |
False |
6,108 |
40 |
1,744.37 |
1,463.91 |
280.46 |
16.5% |
31.58 |
1.9% |
85% |
False |
False |
5,731 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
36.20 |
2.1% |
85% |
False |
False |
5,797 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
30.64 |
1.8% |
85% |
False |
False |
6,115 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
27.75 |
1.6% |
85% |
False |
False |
6,343 |
120 |
1,744.37 |
1,452.18 |
292.19 |
17.2% |
24.83 |
1.5% |
85% |
False |
False |
6,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,775.77 |
2.618 |
1,750.31 |
1.618 |
1,734.71 |
1.000 |
1,725.07 |
0.618 |
1,719.11 |
HIGH |
1,709.47 |
0.618 |
1,703.51 |
0.500 |
1,701.67 |
0.382 |
1,699.83 |
LOW |
1,693.87 |
0.618 |
1,684.23 |
1.000 |
1,678.27 |
1.618 |
1,668.63 |
2.618 |
1,653.03 |
4.250 |
1,627.57 |
|
|
Fisher Pivots for day following 12-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,701.67 |
1,707.65 |
PP |
1,701.60 |
1,705.59 |
S1 |
1,701.54 |
1,703.53 |
|