Trading Metrics calculated at close of trading on 13-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,696.67 |
1,701.26 |
4.59 |
0.3% |
1,699.93 |
High |
1,709.47 |
1,716.36 |
6.89 |
0.4% |
1,721.90 |
Low |
1,693.87 |
1,699.89 |
6.02 |
0.4% |
1,683.39 |
Close |
1,701.47 |
1,715.19 |
13.72 |
0.8% |
1,700.98 |
Range |
15.60 |
16.47 |
0.87 |
5.6% |
38.51 |
ATR |
26.97 |
26.22 |
-0.75 |
-2.8% |
0.00 |
Volume |
6,034 |
5,812 |
-222 |
-3.7% |
30,902 |
|
Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.89 |
1,754.01 |
1,724.25 |
|
R3 |
1,743.42 |
1,737.54 |
1,719.72 |
|
R2 |
1,726.95 |
1,726.95 |
1,718.21 |
|
R1 |
1,721.07 |
1,721.07 |
1,716.70 |
1,724.01 |
PP |
1,710.48 |
1,710.48 |
1,710.48 |
1,711.95 |
S1 |
1,704.60 |
1,704.60 |
1,713.68 |
1,707.54 |
S2 |
1,694.01 |
1,694.01 |
1,712.17 |
|
S3 |
1,677.54 |
1,688.13 |
1,710.66 |
|
S4 |
1,661.07 |
1,671.66 |
1,706.13 |
|
|
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 |
1,683.69 |
38.21 |
2.2% |
21.51 |
1.3% |
82% |
False |
False |
6,056 |
10 |
1,721.90 |
1,671.36 |
50.54 |
2.9% |
23.46 |
1.4% |
87% |
False |
False |
6,105 |
20 |
1,737.29 |
1,663.76 |
73.53 |
4.3% |
25.11 |
1.5% |
70% |
False |
False |
6,090 |
40 |
1,744.37 |
1,463.91 |
280.46 |
16.4% |
30.32 |
1.8% |
90% |
False |
False |
5,693 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.0% |
36.27 |
2.1% |
90% |
False |
False |
5,772 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.0% |
30.74 |
1.8% |
90% |
False |
False |
6,095 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.0% |
27.83 |
1.6% |
90% |
False |
False |
6,323 |
120 |
1,744.37 |
1,452.18 |
292.19 |
17.0% |
24.90 |
1.5% |
90% |
False |
False |
6,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,786.36 |
2.618 |
1,759.48 |
1.618 |
1,743.01 |
1.000 |
1,732.83 |
0.618 |
1,726.54 |
HIGH |
1,716.36 |
0.618 |
1,710.07 |
0.500 |
1,708.13 |
0.382 |
1,706.18 |
LOW |
1,699.89 |
0.618 |
1,689.71 |
1.000 |
1,683.42 |
1.618 |
1,673.24 |
2.618 |
1,656.77 |
4.250 |
1,629.89 |
|
|
Fisher Pivots for day following 13-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,712.84 |
1,711.75 |
PP |
1,710.48 |
1,708.31 |
S1 |
1,708.13 |
1,704.88 |
|