Trading Metrics calculated at close of trading on 15-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
Open |
8,946.45 |
8,976.29 |
29.84 |
0.3% |
9,155.21 |
High |
9,097.75 |
9,157.46 |
59.71 |
0.7% |
9,354.45 |
Low |
8,860.77 |
8,958.08 |
97.31 |
1.1% |
8,860.77 |
Close |
9,094.43 |
9,152.64 |
58.21 |
0.6% |
9,152.64 |
Range |
236.98 |
199.38 |
-37.60 |
-15.9% |
493.68 |
ATR |
238.93 |
236.10 |
-2.82 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,687.53 |
9,619.47 |
9,262.30 |
|
R3 |
9,488.15 |
9,420.09 |
9,207.47 |
|
R2 |
9,288.77 |
9,288.77 |
9,189.19 |
|
R1 |
9,220.71 |
9,220.71 |
9,170.92 |
9,254.74 |
PP |
9,089.39 |
9,089.39 |
9,089.39 |
9,106.41 |
S1 |
9,021.33 |
9,021.33 |
9,134.36 |
9,055.36 |
S2 |
8,890.01 |
8,890.01 |
9,116.09 |
|
S3 |
8,690.63 |
8,821.95 |
9,097.81 |
|
S4 |
8,491.25 |
8,622.57 |
9,042.98 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,603.66 |
10,371.83 |
9,424.16 |
|
R3 |
10,109.98 |
9,878.15 |
9,288.40 |
|
R2 |
9,616.30 |
9,616.30 |
9,243.15 |
|
R1 |
9,384.47 |
9,384.47 |
9,197.89 |
9,253.55 |
PP |
9,122.62 |
9,122.62 |
9,122.62 |
9,057.16 |
S1 |
8,890.79 |
8,890.79 |
9,107.39 |
8,759.87 |
S2 |
8,628.94 |
8,628.94 |
9,062.13 |
|
S3 |
8,135.26 |
8,397.11 |
9,016.88 |
|
S4 |
7,641.58 |
7,903.43 |
8,881.12 |
|
|
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 |
8,860.77 |
493.68 |
5.4% |
238.42 |
2.6% |
59% |
False |
False |
|
10 |
9,354.45 |
8,665.40 |
689.05 |
7.5% |
180.06 |
2.0% |
71% |
False |
False |
|
20 |
9,354.45 |
8,359.84 |
994.61 |
10.9% |
179.19 |
2.0% |
80% |
False |
False |
|
40 |
9,354.45 |
6,771.91 |
2,582.54 |
28.2% |
221.27 |
2.4% |
92% |
False |
False |
|
60 |
9,594.00 |
6,771.91 |
2,822.09 |
30.8% |
277.71 |
3.0% |
84% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
32.4% |
236.10 |
2.6% |
80% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
32.4% |
202.69 |
2.2% |
80% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
32.4% |
178.25 |
1.9% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,004.83 |
2.618 |
9,679.44 |
1.618 |
9,480.06 |
1.000 |
9,356.84 |
0.618 |
9,280.68 |
HIGH |
9,157.46 |
0.618 |
9,081.30 |
0.500 |
9,057.77 |
0.382 |
9,034.24 |
LOW |
8,958.08 |
0.618 |
8,834.86 |
1.000 |
8,758.70 |
1.618 |
8,635.48 |
2.618 |
8,436.10 |
4.250 |
8,110.72 |
|
|
Fisher Pivots for day following 15-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,121.02 |
9,113.47 |
PP |
9,089.39 |
9,074.30 |
S1 |
9,057.77 |
9,035.13 |
|