Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,734.39 |
1,727.49 |
-6.90 |
-0.4% |
1,741.03 |
High |
1,734.39 |
1,734.14 |
-0.25 |
0.0% |
1,764.12 |
Low |
1,724.21 |
1,708.89 |
-15.32 |
-0.9% |
1,719.07 |
Close |
1,727.49 |
1,709.57 |
-17.92 |
-1.0% |
1,734.41 |
Range |
10.18 |
25.25 |
15.07 |
148.0% |
45.05 |
ATR |
23.15 |
23.30 |
0.15 |
0.6% |
0.00 |
Volume |
5,046 |
5,296 |
250 |
5.0% |
29,117 |
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.28 |
1,776.68 |
1,723.46 |
|
R3 |
1,768.03 |
1,751.43 |
1,716.51 |
|
R2 |
1,742.78 |
1,742.78 |
1,714.20 |
|
R1 |
1,726.18 |
1,726.18 |
1,711.88 |
1,721.86 |
PP |
1,717.53 |
1,717.53 |
1,717.53 |
1,715.37 |
S1 |
1,700.93 |
1,700.93 |
1,707.26 |
1,696.61 |
S2 |
1,692.28 |
1,692.28 |
1,704.94 |
|
S3 |
1,667.03 |
1,675.68 |
1,702.63 |
|
S4 |
1,641.78 |
1,650.43 |
1,695.68 |
|
|
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 |
1,751.71 |
1,708.89 |
42.82 |
2.5% |
17.37 |
1.0% |
2% |
False |
True |
5,312 |
10 |
1,764.12 |
1,699.89 |
64.23 |
3.8% |
20.26 |
1.2% |
15% |
False |
False |
5,686 |
20 |
1,764.12 |
1,671.36 |
92.76 |
5.4% |
21.83 |
1.3% |
41% |
False |
False |
5,907 |
40 |
1,764.12 |
1,564.96 |
199.16 |
11.6% |
25.16 |
1.5% |
73% |
False |
False |
5,772 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
33.78 |
2.0% |
82% |
False |
False |
5,797 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
31.12 |
1.8% |
82% |
False |
False |
5,946 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
28.33 |
1.7% |
82% |
False |
False |
6,197 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
25.60 |
1.5% |
82% |
False |
False |
6,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,841.45 |
2.618 |
1,800.24 |
1.618 |
1,774.99 |
1.000 |
1,759.39 |
0.618 |
1,749.74 |
HIGH |
1,734.14 |
0.618 |
1,724.49 |
0.500 |
1,721.52 |
0.382 |
1,718.54 |
LOW |
1,708.89 |
0.618 |
1,693.29 |
1.000 |
1,683.64 |
1.618 |
1,668.04 |
2.618 |
1,642.79 |
4.250 |
1,601.58 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,721.52 |
1,723.60 |
PP |
1,717.53 |
1,718.92 |
S1 |
1,713.55 |
1,714.25 |
|