Trading Metrics calculated at close of trading on 21-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,744.41 |
1,747.15 |
2.74 |
0.2% |
1,702.52 |
High |
1,751.71 |
1,747.44 |
-4.27 |
-0.2% |
1,749.45 |
Low |
1,742.96 |
1,719.07 |
-23.89 |
-1.4% |
1,693.39 |
Close |
1,747.20 |
1,726.51 |
-20.69 |
-1.2% |
1,740.94 |
Range |
8.75 |
28.37 |
19.62 |
224.2% |
56.06 |
ATR |
24.64 |
24.91 |
0.27 |
1.1% |
0.00 |
Volume |
5,389 |
5,367 |
-22 |
-0.4% |
29,768 |
|
Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,816.12 |
1,799.68 |
1,742.11 |
|
R3 |
1,787.75 |
1,771.31 |
1,734.31 |
|
R2 |
1,759.38 |
1,759.38 |
1,731.71 |
|
R1 |
1,742.94 |
1,742.94 |
1,729.11 |
1,736.98 |
PP |
1,731.01 |
1,731.01 |
1,731.01 |
1,728.02 |
S1 |
1,714.57 |
1,714.57 |
1,723.91 |
1,708.61 |
S2 |
1,702.64 |
1,702.64 |
1,721.31 |
|
S3 |
1,674.27 |
1,686.20 |
1,718.71 |
|
S4 |
1,645.90 |
1,657.83 |
1,710.91 |
|
|
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 |
1,719.07 |
45.05 |
2.6% |
22.50 |
1.3% |
17% |
False |
True |
5,888 |
10 |
1,764.12 |
1,693.39 |
70.73 |
4.1% |
20.67 |
1.2% |
47% |
False |
False |
5,945 |
20 |
1,764.12 |
1,671.36 |
92.76 |
5.4% |
22.52 |
1.3% |
59% |
False |
False |
6,040 |
40 |
1,764.12 |
1,564.96 |
199.16 |
11.5% |
26.00 |
1.5% |
81% |
False |
False |
5,788 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
35.79 |
2.1% |
88% |
False |
False |
5,769 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
31.33 |
1.8% |
88% |
False |
False |
6,001 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
28.54 |
1.7% |
88% |
False |
False |
6,253 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
25.49 |
1.5% |
88% |
False |
False |
6,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,868.01 |
2.618 |
1,821.71 |
1.618 |
1,793.34 |
1.000 |
1,775.81 |
0.618 |
1,764.97 |
HIGH |
1,747.44 |
0.618 |
1,736.60 |
0.500 |
1,733.26 |
0.382 |
1,729.91 |
LOW |
1,719.07 |
0.618 |
1,701.54 |
1.000 |
1,690.70 |
1.618 |
1,673.17 |
2.618 |
1,644.80 |
4.250 |
1,598.50 |
|
|
Fisher Pivots for day following 21-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,733.26 |
1,735.39 |
PP |
1,731.01 |
1,732.43 |
S1 |
1,728.76 |
1,729.47 |
|