Trading Metrics calculated at close of trading on 15-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,715.01 |
1,729.72 |
14.71 |
0.9% |
1,702.52 |
High |
1,734.99 |
1,749.45 |
14.46 |
0.8% |
1,749.45 |
Low |
1,711.12 |
1,728.83 |
17.71 |
1.0% |
1,693.39 |
Close |
1,729.50 |
1,740.94 |
11.44 |
0.7% |
1,740.94 |
Range |
23.87 |
20.62 |
-3.25 |
-13.6% |
56.06 |
ATR |
26.05 |
25.66 |
-0.39 |
-1.5% |
0.00 |
Volume |
5,808 |
5,790 |
-18 |
-0.3% |
29,768 |
|
Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,801.60 |
1,791.89 |
1,752.28 |
|
R3 |
1,780.98 |
1,771.27 |
1,746.61 |
|
R2 |
1,760.36 |
1,760.36 |
1,744.72 |
|
R1 |
1,750.65 |
1,750.65 |
1,742.83 |
1,755.51 |
PP |
1,739.74 |
1,739.74 |
1,739.74 |
1,742.17 |
S1 |
1,730.03 |
1,730.03 |
1,739.05 |
1,734.89 |
S2 |
1,719.12 |
1,719.12 |
1,737.16 |
|
S3 |
1,698.50 |
1,709.41 |
1,735.27 |
|
S4 |
1,677.88 |
1,688.79 |
1,729.60 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,896.11 |
1,874.58 |
1,771.77 |
|
R3 |
1,840.05 |
1,818.52 |
1,756.36 |
|
R2 |
1,783.99 |
1,783.99 |
1,751.22 |
|
R1 |
1,762.46 |
1,762.46 |
1,746.08 |
1,773.23 |
PP |
1,727.93 |
1,727.93 |
1,727.93 |
1,733.31 |
S1 |
1,706.40 |
1,706.40 |
1,735.80 |
1,717.17 |
S2 |
1,671.87 |
1,671.87 |
1,730.66 |
|
S3 |
1,615.81 |
1,650.34 |
1,725.52 |
|
S4 |
1,559.75 |
1,594.28 |
1,710.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,749.45 |
1,693.39 |
56.06 |
3.2% |
18.78 |
1.1% |
85% |
True |
False |
5,953 |
10 |
1,749.45 |
1,683.39 |
66.06 |
3.8% |
20.91 |
1.2% |
87% |
True |
False |
6,067 |
20 |
1,749.45 |
1,663.76 |
85.69 |
4.9% |
24.19 |
1.4% |
90% |
True |
False |
6,075 |
40 |
1,749.45 |
1,486.21 |
263.24 |
15.1% |
29.39 |
1.7% |
97% |
True |
False |
5,647 |
60 |
1,749.45 |
1,453.26 |
296.19 |
17.0% |
36.23 |
2.1% |
97% |
True |
False |
5,740 |
80 |
1,749.45 |
1,453.26 |
296.19 |
17.0% |
30.88 |
1.8% |
97% |
True |
False |
6,064 |
100 |
1,749.45 |
1,453.26 |
296.19 |
17.0% |
27.98 |
1.6% |
97% |
True |
False |
6,300 |
120 |
1,749.45 |
1,453.26 |
296.19 |
17.0% |
25.11 |
1.4% |
97% |
True |
False |
6,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.09 |
2.618 |
1,803.43 |
1.618 |
1,782.81 |
1.000 |
1,770.07 |
0.618 |
1,762.19 |
HIGH |
1,749.45 |
0.618 |
1,741.57 |
0.500 |
1,739.14 |
0.382 |
1,736.71 |
LOW |
1,728.83 |
0.618 |
1,716.09 |
1.000 |
1,708.21 |
1.618 |
1,695.47 |
2.618 |
1,674.85 |
4.250 |
1,641.20 |
|
|
Fisher Pivots for day following 15-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,740.34 |
1,735.52 |
PP |
1,739.74 |
1,730.09 |
S1 |
1,739.14 |
1,724.67 |
|