Trading Metrics calculated at close of trading on 29-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,708.54 |
1,718.25 |
9.71 |
0.6% |
1,734.39 |
High |
1,725.83 |
1,735.65 |
9.82 |
0.6% |
1,735.65 |
Low |
1,707.26 |
1,714.21 |
6.95 |
0.4% |
1,694.60 |
Close |
1,718.28 |
1,728.83 |
10.55 |
0.6% |
1,728.83 |
Range |
18.57 |
21.44 |
2.87 |
15.5% |
41.05 |
ATR |
22.77 |
22.67 |
-0.09 |
-0.4% |
0.00 |
Volume |
5,454 |
5,472 |
18 |
0.3% |
26,713 |
|
Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.55 |
1,781.13 |
1,740.62 |
|
R3 |
1,769.11 |
1,759.69 |
1,734.73 |
|
R2 |
1,747.67 |
1,747.67 |
1,732.76 |
|
R1 |
1,738.25 |
1,738.25 |
1,730.80 |
1,742.96 |
PP |
1,726.23 |
1,726.23 |
1,726.23 |
1,728.59 |
S1 |
1,716.81 |
1,716.81 |
1,726.86 |
1,721.52 |
S2 |
1,704.79 |
1,704.79 |
1,724.90 |
|
S3 |
1,683.35 |
1,695.37 |
1,722.93 |
|
S4 |
1,661.91 |
1,673.93 |
1,717.04 |
|
|
Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.84 |
1,826.89 |
1,751.41 |
|
R3 |
1,801.79 |
1,785.84 |
1,740.12 |
|
R2 |
1,760.74 |
1,760.74 |
1,736.36 |
|
R1 |
1,744.79 |
1,744.79 |
1,732.59 |
1,732.24 |
PP |
1,719.69 |
1,719.69 |
1,719.69 |
1,713.42 |
S1 |
1,703.74 |
1,703.74 |
1,725.07 |
1,691.19 |
S2 |
1,678.64 |
1,678.64 |
1,721.30 |
|
S3 |
1,637.59 |
1,662.69 |
1,717.54 |
|
S4 |
1,596.54 |
1,621.64 |
1,706.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,735.65 |
1,694.60 |
41.05 |
2.4% |
19.16 |
1.1% |
83% |
True |
False |
5,342 |
10 |
1,764.12 |
1,694.60 |
69.52 |
4.0% |
20.20 |
1.2% |
49% |
False |
False |
5,583 |
20 |
1,764.12 |
1,683.39 |
80.73 |
4.7% |
20.55 |
1.2% |
56% |
False |
False |
5,825 |
40 |
1,764.12 |
1,611.27 |
152.85 |
8.8% |
24.57 |
1.4% |
77% |
False |
False |
5,740 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
33.30 |
1.9% |
89% |
False |
False |
5,796 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
31.40 |
1.8% |
89% |
False |
False |
5,883 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
28.03 |
1.6% |
89% |
False |
False |
6,139 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.0% |
25.86 |
1.5% |
89% |
False |
False |
6,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,826.77 |
2.618 |
1,791.78 |
1.618 |
1,770.34 |
1.000 |
1,757.09 |
0.618 |
1,748.90 |
HIGH |
1,735.65 |
0.618 |
1,727.46 |
0.500 |
1,724.93 |
0.382 |
1,722.40 |
LOW |
1,714.21 |
0.618 |
1,700.96 |
1.000 |
1,692.77 |
1.618 |
1,679.52 |
2.618 |
1,658.08 |
4.250 |
1,623.09 |
|
|
Fisher Pivots for day following 29-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,727.53 |
1,724.26 |
PP |
1,726.23 |
1,719.69 |
S1 |
1,724.93 |
1,715.13 |
|