Trading Metrics calculated at close of trading on 22-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,747.15 |
1,726.33 |
-20.82 |
-1.2% |
1,741.03 |
High |
1,747.44 |
1,738.30 |
-9.14 |
-0.5% |
1,764.12 |
Low |
1,719.07 |
1,724.00 |
4.93 |
0.3% |
1,719.07 |
Close |
1,726.51 |
1,734.41 |
7.90 |
0.5% |
1,734.41 |
Range |
28.37 |
14.30 |
-14.07 |
-49.6% |
45.05 |
ATR |
24.91 |
24.15 |
-0.76 |
-3.0% |
0.00 |
Volume |
5,367 |
5,463 |
96 |
1.8% |
29,117 |
|
Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.14 |
1,769.07 |
1,742.28 |
|
R3 |
1,760.84 |
1,754.77 |
1,738.34 |
|
R2 |
1,746.54 |
1,746.54 |
1,737.03 |
|
R1 |
1,740.47 |
1,740.47 |
1,735.72 |
1,743.51 |
PP |
1,732.24 |
1,732.24 |
1,732.24 |
1,733.75 |
S1 |
1,726.17 |
1,726.17 |
1,733.10 |
1,729.21 |
S2 |
1,717.94 |
1,717.94 |
1,731.79 |
|
S3 |
1,703.64 |
1,711.87 |
1,730.48 |
|
S4 |
1,689.34 |
1,697.57 |
1,726.55 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.35 |
1,849.43 |
1,759.19 |
|
R3 |
1,829.30 |
1,804.38 |
1,746.80 |
|
R2 |
1,784.25 |
1,784.25 |
1,742.67 |
|
R1 |
1,759.33 |
1,759.33 |
1,738.54 |
1,749.27 |
PP |
1,739.20 |
1,739.20 |
1,739.20 |
1,734.17 |
S1 |
1,714.28 |
1,714.28 |
1,730.28 |
1,704.22 |
S2 |
1,694.15 |
1,694.15 |
1,726.15 |
|
S3 |
1,649.10 |
1,669.23 |
1,722.02 |
|
S4 |
1,604.05 |
1,624.18 |
1,709.63 |
|
|
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% |
21.24 |
1.2% |
34% |
False |
False |
5,823 |
10 |
1,764.12 |
1,693.39 |
70.73 |
4.1% |
20.01 |
1.2% |
58% |
False |
False |
5,888 |
20 |
1,764.12 |
1,671.36 |
92.76 |
5.3% |
22.01 |
1.3% |
68% |
False |
False |
6,000 |
40 |
1,764.12 |
1,564.96 |
199.16 |
11.5% |
25.97 |
1.5% |
85% |
False |
False |
5,804 |
60 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
34.68 |
2.0% |
90% |
False |
False |
5,784 |
80 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
31.27 |
1.8% |
90% |
False |
False |
5,988 |
100 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
28.45 |
1.6% |
90% |
False |
False |
6,240 |
120 |
1,764.12 |
1,453.26 |
310.86 |
17.9% |
25.51 |
1.5% |
90% |
False |
False |
6,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.08 |
2.618 |
1,775.74 |
1.618 |
1,761.44 |
1.000 |
1,752.60 |
0.618 |
1,747.14 |
HIGH |
1,738.30 |
0.618 |
1,732.84 |
0.500 |
1,731.15 |
0.382 |
1,729.46 |
LOW |
1,724.00 |
0.618 |
1,715.16 |
1.000 |
1,709.70 |
1.618 |
1,700.86 |
2.618 |
1,686.56 |
4.250 |
1,663.23 |
|
|
Fisher Pivots for day following 22-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,733.32 |
1,735.39 |
PP |
1,732.24 |
1,735.06 |
S1 |
1,731.15 |
1,734.74 |
|