Trading Metrics calculated at close of trading on 13-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,326.06 |
9,123.69 |
-202.37 |
-2.2% |
8,683.94 |
High |
9,354.45 |
9,209.49 |
-144.96 |
-1.5% |
9,224.49 |
Low |
9,109.09 |
8,890.16 |
-218.93 |
-2.4% |
8,665.40 |
Close |
9,112.45 |
9,000.08 |
-112.37 |
-1.2% |
9,220.35 |
Range |
245.36 |
319.33 |
73.97 |
30.1% |
559.09 |
ATR |
232.90 |
239.07 |
6.17 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,991.23 |
9,814.99 |
9,175.71 |
|
R3 |
9,671.90 |
9,495.66 |
9,087.90 |
|
R2 |
9,352.57 |
9,352.57 |
9,058.62 |
|
R1 |
9,176.33 |
9,176.33 |
9,029.35 |
9,104.79 |
PP |
9,033.24 |
9,033.24 |
9,033.24 |
8,997.47 |
S1 |
8,857.00 |
8,857.00 |
8,970.81 |
8,785.46 |
S2 |
8,713.91 |
8,713.91 |
8,941.54 |
|
S3 |
8,394.58 |
8,537.67 |
8,912.26 |
|
S4 |
8,075.25 |
8,218.34 |
8,824.45 |
|
|
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 |
9,354.45 |
8,890.16 |
464.29 |
5.2% |
188.84 |
2.1% |
24% |
False |
True |
|
10 |
9,354.45 |
8,665.40 |
689.05 |
7.7% |
166.59 |
1.9% |
49% |
False |
False |
|
20 |
9,354.45 |
8,359.84 |
994.61 |
11.1% |
175.50 |
2.0% |
64% |
False |
False |
|
40 |
9,354.45 |
6,771.91 |
2,582.54 |
28.7% |
234.69 |
2.6% |
86% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
32.9% |
274.80 |
3.1% |
75% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
32.9% |
232.01 |
2.6% |
75% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
32.9% |
199.14 |
2.2% |
75% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
32.9% |
175.89 |
2.0% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,566.64 |
2.618 |
10,045.50 |
1.618 |
9,726.17 |
1.000 |
9,528.82 |
0.618 |
9,406.84 |
HIGH |
9,209.49 |
0.618 |
9,087.51 |
0.500 |
9,049.83 |
0.382 |
9,012.14 |
LOW |
8,890.16 |
0.618 |
8,692.81 |
1.000 |
8,570.83 |
1.618 |
8,373.48 |
2.618 |
8,054.15 |
4.250 |
7,533.01 |
|
|
Fisher Pivots for day following 13-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,049.83 |
9,122.31 |
PP |
9,033.24 |
9,081.56 |
S1 |
9,016.66 |
9,040.82 |
|