Trading Metrics calculated at close of trading on 27-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,727.49 |
1,709.52 |
-17.97 |
-1.0% |
1,741.03 |
High |
1,734.14 |
1,714.94 |
-19.20 |
-1.1% |
1,764.12 |
Low |
1,708.89 |
1,694.60 |
-14.29 |
-0.8% |
1,719.07 |
Close |
1,709.57 |
1,708.78 |
-0.79 |
0.0% |
1,734.41 |
Range |
25.25 |
20.34 |
-4.91 |
-19.4% |
45.05 |
ATR |
23.30 |
23.09 |
-0.21 |
-0.9% |
0.00 |
Volume |
5,296 |
5,445 |
149 |
2.8% |
29,117 |
|
Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,767.13 |
1,758.29 |
1,719.97 |
|
R3 |
1,746.79 |
1,737.95 |
1,714.37 |
|
R2 |
1,726.45 |
1,726.45 |
1,712.51 |
|
R1 |
1,717.61 |
1,717.61 |
1,710.64 |
1,711.86 |
PP |
1,706.11 |
1,706.11 |
1,706.11 |
1,703.23 |
S1 |
1,697.27 |
1,697.27 |
1,706.92 |
1,691.52 |
S2 |
1,685.77 |
1,685.77 |
1,705.05 |
|
S3 |
1,665.43 |
1,676.93 |
1,703.19 |
|
S4 |
1,645.09 |
1,656.59 |
1,697.59 |
|
|
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 |
1,747.44 |
1,694.60 |
52.84 |
3.1% |
19.69 |
1.2% |
27% |
False |
True |
5,323 |
10 |
1,764.12 |
1,694.60 |
69.52 |
4.1% |
20.65 |
1.2% |
20% |
False |
True |
5,650 |
20 |
1,764.12 |
1,671.36 |
92.76 |
5.4% |
22.05 |
1.3% |
40% |
False |
False |
5,877 |
40 |
1,764.12 |
1,581.02 |
183.10 |
10.7% |
24.86 |
1.5% |
70% |
False |
False |
5,772 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
33.89 |
2.0% |
82% |
False |
False |
5,795 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
31.20 |
1.8% |
82% |
False |
False |
5,927 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
27.97 |
1.6% |
82% |
False |
False |
6,181 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.2% |
25.72 |
1.5% |
82% |
False |
False |
6,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,801.39 |
2.618 |
1,768.19 |
1.618 |
1,747.85 |
1.000 |
1,735.28 |
0.618 |
1,727.51 |
HIGH |
1,714.94 |
0.618 |
1,707.17 |
0.500 |
1,704.77 |
0.382 |
1,702.37 |
LOW |
1,694.60 |
0.618 |
1,682.03 |
1.000 |
1,674.26 |
1.618 |
1,661.69 |
2.618 |
1,641.35 |
4.250 |
1,608.16 |
|
|
Fisher Pivots for day following 27-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,707.44 |
1,714.50 |
PP |
1,706.11 |
1,712.59 |
S1 |
1,704.77 |
1,710.69 |
|