Trading Metrics calculated at close of trading on 19-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,281.36 |
9,326.28 |
44.92 |
0.5% |
9,155.21 |
High |
9,367.54 |
9,422.90 |
55.36 |
0.6% |
9,354.45 |
Low |
9,248.78 |
9,296.65 |
47.87 |
0.5% |
8,860.77 |
Close |
9,331.93 |
9,298.54 |
-33.39 |
-0.4% |
9,152.64 |
Range |
118.76 |
126.25 |
7.49 |
6.3% |
493.68 |
ATR |
234.59 |
226.85 |
-7.74 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,718.11 |
9,634.58 |
9,367.98 |
|
R3 |
9,591.86 |
9,508.33 |
9,333.26 |
|
R2 |
9,465.61 |
9,465.61 |
9,321.69 |
|
R1 |
9,382.08 |
9,382.08 |
9,310.11 |
9,360.72 |
PP |
9,339.36 |
9,339.36 |
9,339.36 |
9,328.69 |
S1 |
9,255.83 |
9,255.83 |
9,286.97 |
9,234.47 |
S2 |
9,213.11 |
9,213.11 |
9,275.39 |
|
S3 |
9,086.86 |
9,129.58 |
9,263.82 |
|
S4 |
8,960.61 |
9,003.33 |
9,229.10 |
|
|
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 |
9,422.90 |
8,860.77 |
562.13 |
6.0% |
200.14 |
2.2% |
78% |
True |
False |
|
10 |
9,422.90 |
8,860.77 |
562.13 |
6.0% |
174.03 |
1.9% |
78% |
True |
False |
|
20 |
9,422.90 |
8,550.61 |
872.29 |
9.4% |
169.78 |
1.8% |
86% |
True |
False |
|
40 |
9,422.90 |
7,304.39 |
2,118.51 |
22.8% |
205.11 |
2.2% |
94% |
True |
False |
|
60 |
9,422.90 |
6,771.91 |
2,650.99 |
28.5% |
275.99 |
3.0% |
95% |
True |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.9% |
236.08 |
2.5% |
85% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.9% |
204.69 |
2.2% |
85% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.9% |
179.24 |
1.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,959.46 |
2.618 |
9,753.42 |
1.618 |
9,627.17 |
1.000 |
9,549.15 |
0.618 |
9,500.92 |
HIGH |
9,422.90 |
0.618 |
9,374.67 |
0.500 |
9,359.78 |
0.382 |
9,344.88 |
LOW |
9,296.65 |
0.618 |
9,218.63 |
1.000 |
9,170.40 |
1.618 |
9,092.38 |
2.618 |
8,966.13 |
4.250 |
8,760.09 |
|
|
Fisher Pivots for day following 19-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,359.78 |
9,262.52 |
PP |
9,339.36 |
9,226.51 |
S1 |
9,318.95 |
9,190.49 |
|