Trading Metrics calculated at close of trading on 18-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,729.72 |
1,741.03 |
11.31 |
0.7% |
1,702.52 |
High |
1,749.45 |
1,764.12 |
14.67 |
0.8% |
1,749.45 |
Low |
1,728.83 |
1,728.94 |
0.11 |
0.0% |
1,693.39 |
Close |
1,740.94 |
1,731.66 |
-9.28 |
-0.5% |
1,740.94 |
Range |
20.62 |
35.18 |
14.56 |
70.6% |
56.06 |
ATR |
25.66 |
26.34 |
0.68 |
2.6% |
0.00 |
Volume |
5,790 |
7,014 |
1,224 |
21.1% |
29,768 |
|
Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.11 |
1,824.57 |
1,751.01 |
|
R3 |
1,811.93 |
1,789.39 |
1,741.33 |
|
R2 |
1,776.75 |
1,776.75 |
1,738.11 |
|
R1 |
1,754.21 |
1,754.21 |
1,734.88 |
1,747.89 |
PP |
1,741.57 |
1,741.57 |
1,741.57 |
1,738.42 |
S1 |
1,719.03 |
1,719.03 |
1,728.44 |
1,712.71 |
S2 |
1,706.39 |
1,706.39 |
1,725.21 |
|
S3 |
1,671.21 |
1,683.85 |
1,721.99 |
|
S4 |
1,636.03 |
1,648.67 |
1,712.31 |
|
|
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 |
1,764.12 |
1,693.87 |
70.25 |
4.1% |
22.35 |
1.3% |
54% |
True |
False |
6,091 |
10 |
1,764.12 |
1,683.39 |
80.73 |
4.7% |
22.80 |
1.3% |
60% |
True |
False |
6,129 |
20 |
1,764.12 |
1,663.76 |
100.36 |
5.8% |
24.56 |
1.4% |
68% |
True |
False |
6,124 |
40 |
1,764.12 |
1,549.70 |
214.42 |
12.4% |
28.44 |
1.6% |
85% |
True |
False |
5,688 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
36.06 |
2.1% |
90% |
True |
False |
5,756 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
31.15 |
1.8% |
90% |
True |
False |
6,065 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
28.26 |
1.6% |
90% |
True |
False |
6,291 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
25.38 |
1.5% |
90% |
True |
False |
6,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.64 |
2.618 |
1,856.22 |
1.618 |
1,821.04 |
1.000 |
1,799.30 |
0.618 |
1,785.86 |
HIGH |
1,764.12 |
0.618 |
1,750.68 |
0.500 |
1,746.53 |
0.382 |
1,742.38 |
LOW |
1,728.94 |
0.618 |
1,707.20 |
1.000 |
1,693.76 |
1.618 |
1,672.02 |
2.618 |
1,636.84 |
4.250 |
1,579.43 |
|
|
Fisher Pivots for day following 18-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,746.53 |
1,737.62 |
PP |
1,741.57 |
1,735.63 |
S1 |
1,736.62 |
1,733.65 |
|