Trading Metrics calculated at close of trading on 20-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,731.87 |
1,744.41 |
12.54 |
0.7% |
1,702.52 |
High |
1,746.49 |
1,751.71 |
5.22 |
0.3% |
1,749.45 |
Low |
1,726.89 |
1,742.96 |
16.07 |
0.9% |
1,693.39 |
Close |
1,744.45 |
1,747.20 |
2.75 |
0.2% |
1,740.94 |
Range |
19.60 |
8.75 |
-10.85 |
-55.4% |
56.06 |
ATR |
25.86 |
24.64 |
-1.22 |
-4.7% |
0.00 |
Volume |
5,884 |
5,389 |
-495 |
-8.4% |
29,768 |
|
Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.54 |
1,769.12 |
1,752.01 |
|
R3 |
1,764.79 |
1,760.37 |
1,749.61 |
|
R2 |
1,756.04 |
1,756.04 |
1,748.80 |
|
R1 |
1,751.62 |
1,751.62 |
1,748.00 |
1,753.83 |
PP |
1,747.29 |
1,747.29 |
1,747.29 |
1,748.40 |
S1 |
1,742.87 |
1,742.87 |
1,746.40 |
1,745.08 |
S2 |
1,738.54 |
1,738.54 |
1,745.60 |
|
S3 |
1,729.79 |
1,734.12 |
1,744.79 |
|
S4 |
1,721.04 |
1,725.37 |
1,742.39 |
|
|
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 |
1,711.12 |
53.00 |
3.0% |
21.60 |
1.2% |
68% |
False |
False |
5,977 |
10 |
1,764.12 |
1,683.69 |
80.43 |
4.6% |
21.56 |
1.2% |
79% |
False |
False |
6,016 |
20 |
1,764.12 |
1,671.36 |
92.76 |
5.3% |
22.57 |
1.3% |
82% |
False |
False |
6,071 |
40 |
1,764.12 |
1,564.96 |
199.16 |
11.4% |
26.32 |
1.5% |
92% |
False |
False |
5,766 |
60 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
35.67 |
2.0% |
95% |
False |
False |
5,765 |
80 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
31.13 |
1.8% |
95% |
False |
False |
6,022 |
100 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
28.39 |
1.6% |
95% |
False |
False |
6,255 |
120 |
1,764.12 |
1,453.26 |
310.86 |
17.8% |
25.42 |
1.5% |
95% |
False |
False |
6,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,788.90 |
2.618 |
1,774.62 |
1.618 |
1,765.87 |
1.000 |
1,760.46 |
0.618 |
1,757.12 |
HIGH |
1,751.71 |
0.618 |
1,748.37 |
0.500 |
1,747.34 |
0.382 |
1,746.30 |
LOW |
1,742.96 |
0.618 |
1,737.55 |
1.000 |
1,734.21 |
1.618 |
1,728.80 |
2.618 |
1,720.05 |
4.250 |
1,705.77 |
|
|
Fisher Pivots for day following 20-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,747.34 |
1,746.64 |
PP |
1,747.29 |
1,746.07 |
S1 |
1,747.25 |
1,745.51 |
|