Trading Metrics calculated at close of trading on 14-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,701.26 |
1,715.01 |
13.75 |
0.8% |
1,699.93 |
High |
1,716.36 |
1,734.99 |
18.63 |
1.1% |
1,721.90 |
Low |
1,699.89 |
1,711.12 |
11.23 |
0.7% |
1,683.39 |
Close |
1,715.19 |
1,729.50 |
14.31 |
0.8% |
1,700.98 |
Range |
16.47 |
23.87 |
7.40 |
44.9% |
38.51 |
ATR |
26.22 |
26.05 |
-0.17 |
-0.6% |
0.00 |
Volume |
5,812 |
5,808 |
-4 |
-0.1% |
30,902 |
|
Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,796.81 |
1,787.03 |
1,742.63 |
|
R3 |
1,772.94 |
1,763.16 |
1,736.06 |
|
R2 |
1,749.07 |
1,749.07 |
1,733.88 |
|
R1 |
1,739.29 |
1,739.29 |
1,731.69 |
1,744.18 |
PP |
1,725.20 |
1,725.20 |
1,725.20 |
1,727.65 |
S1 |
1,715.42 |
1,715.42 |
1,727.31 |
1,720.31 |
S2 |
1,701.33 |
1,701.33 |
1,725.12 |
|
S3 |
1,677.46 |
1,691.55 |
1,722.94 |
|
S4 |
1,653.59 |
1,667.68 |
1,716.37 |
|
|
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 |
1,734.99 |
1,693.39 |
41.60 |
2.4% |
18.84 |
1.1% |
87% |
True |
False |
6,001 |
10 |
1,734.99 |
1,671.36 |
63.63 |
3.7% |
22.01 |
1.3% |
91% |
True |
False |
6,088 |
20 |
1,737.29 |
1,663.76 |
73.53 |
4.3% |
25.01 |
1.4% |
89% |
False |
False |
6,091 |
40 |
1,744.37 |
1,463.91 |
280.46 |
16.2% |
30.12 |
1.7% |
95% |
False |
False |
5,673 |
60 |
1,744.37 |
1,453.26 |
291.11 |
16.8% |
36.37 |
2.1% |
95% |
False |
False |
5,752 |
80 |
1,744.37 |
1,453.26 |
291.11 |
16.8% |
30.85 |
1.8% |
95% |
False |
False |
6,076 |
100 |
1,744.37 |
1,453.26 |
291.11 |
16.8% |
27.91 |
1.6% |
95% |
False |
False |
6,319 |
120 |
1,744.37 |
1,452.80 |
291.57 |
16.9% |
25.01 |
1.4% |
95% |
False |
False |
6,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,836.44 |
2.618 |
1,797.48 |
1.618 |
1,773.61 |
1.000 |
1,758.86 |
0.618 |
1,749.74 |
HIGH |
1,734.99 |
0.618 |
1,725.87 |
0.500 |
1,723.06 |
0.382 |
1,720.24 |
LOW |
1,711.12 |
0.618 |
1,696.37 |
1.000 |
1,687.25 |
1.618 |
1,672.50 |
2.618 |
1,648.63 |
4.250 |
1,609.67 |
|
|
Fisher Pivots for day following 14-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,727.35 |
1,724.48 |
PP |
1,725.20 |
1,719.45 |
S1 |
1,723.06 |
1,714.43 |
|