Trading Metrics calculated at close of trading on 11-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,165.70 |
9,155.21 |
-10.49 |
-0.1% |
8,683.94 |
High |
9,224.49 |
9,346.27 |
121.78 |
1.3% |
9,224.49 |
Low |
9,126.97 |
9,155.21 |
28.24 |
0.3% |
8,665.40 |
Close |
9,220.35 |
9,298.92 |
78.57 |
0.9% |
9,220.35 |
Range |
97.52 |
191.06 |
93.54 |
95.9% |
559.09 |
ATR |
235.09 |
231.94 |
-3.14 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,839.98 |
9,760.51 |
9,404.00 |
|
R3 |
9,648.92 |
9,569.45 |
9,351.46 |
|
R2 |
9,457.86 |
9,457.86 |
9,333.95 |
|
R1 |
9,378.39 |
9,378.39 |
9,316.43 |
9,418.13 |
PP |
9,266.80 |
9,266.80 |
9,266.80 |
9,286.67 |
S1 |
9,187.33 |
9,187.33 |
9,281.41 |
9,227.07 |
S2 |
9,075.74 |
9,075.74 |
9,263.89 |
|
S3 |
8,884.68 |
8,996.27 |
9,246.38 |
|
S4 |
8,693.62 |
8,805.21 |
9,193.84 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,714.02 |
10,526.27 |
9,527.85 |
|
R3 |
10,154.93 |
9,967.18 |
9,374.10 |
|
R2 |
9,595.84 |
9,595.84 |
9,322.85 |
|
R1 |
9,408.09 |
9,408.09 |
9,271.60 |
9,501.97 |
PP |
9,036.75 |
9,036.75 |
9,036.75 |
9,083.68 |
S1 |
8,849.00 |
8,849.00 |
9,169.10 |
8,942.88 |
S2 |
8,477.66 |
8,477.66 |
9,117.85 |
|
S3 |
7,918.57 |
8,289.91 |
9,066.60 |
|
S4 |
7,359.48 |
7,730.82 |
8,912.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,346.27 |
8,900.57 |
445.70 |
4.8% |
124.93 |
1.3% |
89% |
True |
False |
|
10 |
9,346.27 |
8,665.40 |
680.87 |
7.3% |
154.47 |
1.7% |
93% |
True |
False |
|
20 |
9,346.27 |
8,359.84 |
986.43 |
10.6% |
167.44 |
1.8% |
95% |
True |
False |
|
40 |
9,346.27 |
6,771.91 |
2,574.36 |
27.7% |
249.59 |
2.7% |
98% |
True |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
31.9% |
267.59 |
2.9% |
85% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.9% |
226.42 |
2.4% |
85% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.9% |
194.07 |
2.1% |
85% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.9% |
172.14 |
1.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,158.28 |
2.618 |
9,846.47 |
1.618 |
9,655.41 |
1.000 |
9,537.33 |
0.618 |
9,464.35 |
HIGH |
9,346.27 |
0.618 |
9,273.29 |
0.500 |
9,250.74 |
0.382 |
9,228.19 |
LOW |
9,155.21 |
0.618 |
9,037.13 |
1.000 |
8,964.15 |
1.618 |
8,846.07 |
2.618 |
8,655.01 |
4.250 |
8,343.21 |
|
|
Fisher Pivots for day following 11-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,282.86 |
9,264.53 |
PP |
9,266.80 |
9,230.14 |
S1 |
9,250.74 |
9,195.75 |
|