Trading Metrics calculated at close of trading on 20-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,326.28 |
9,415.25 |
88.97 |
1.0% |
9,155.21 |
High |
9,422.90 |
9,498.28 |
75.38 |
0.8% |
9,354.45 |
Low |
9,296.65 |
9,412.83 |
116.18 |
1.2% |
8,860.77 |
Close |
9,298.54 |
9,485.02 |
186.48 |
2.0% |
9,152.64 |
Range |
126.25 |
85.45 |
-40.80 |
-32.3% |
493.68 |
ATR |
226.85 |
224.91 |
-1.94 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,721.73 |
9,688.82 |
9,532.02 |
|
R3 |
9,636.28 |
9,603.37 |
9,508.52 |
|
R2 |
9,550.83 |
9,550.83 |
9,500.69 |
|
R1 |
9,517.92 |
9,517.92 |
9,492.85 |
9,534.38 |
PP |
9,465.38 |
9,465.38 |
9,465.38 |
9,473.60 |
S1 |
9,432.47 |
9,432.47 |
9,477.19 |
9,448.93 |
S2 |
9,379.93 |
9,379.93 |
9,469.35 |
|
S3 |
9,294.48 |
9,347.02 |
9,461.52 |
|
S4 |
9,209.03 |
9,261.57 |
9,438.02 |
|
|
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 |
9,498.28 |
8,860.77 |
637.51 |
6.7% |
153.36 |
1.6% |
98% |
True |
False |
|
10 |
9,498.28 |
8,860.77 |
637.51 |
6.7% |
171.10 |
1.8% |
98% |
True |
False |
|
20 |
9,498.28 |
8,599.99 |
898.29 |
9.5% |
166.16 |
1.8% |
99% |
True |
False |
|
40 |
9,498.28 |
7,390.41 |
2,107.87 |
22.2% |
200.95 |
2.1% |
99% |
True |
False |
|
60 |
9,498.28 |
6,771.91 |
2,726.37 |
28.7% |
271.22 |
2.9% |
100% |
True |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.3% |
236.02 |
2.5% |
92% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.3% |
204.93 |
2.2% |
92% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.3% |
179.67 |
1.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,861.44 |
2.618 |
9,721.99 |
1.618 |
9,636.54 |
1.000 |
9,583.73 |
0.618 |
9,551.09 |
HIGH |
9,498.28 |
0.618 |
9,465.64 |
0.500 |
9,455.56 |
0.382 |
9,445.47 |
LOW |
9,412.83 |
0.618 |
9,360.02 |
1.000 |
9,327.38 |
1.618 |
9,274.57 |
2.618 |
9,189.12 |
4.250 |
9,049.67 |
|
|
Fisher Pivots for day following 20-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,475.20 |
9,447.86 |
PP |
9,465.38 |
9,410.69 |
S1 |
9,455.56 |
9,373.53 |
|