Trading Metrics calculated at close of trading on 21-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,415.25 |
9,487.63 |
72.38 |
0.8% |
9,155.21 |
High |
9,498.28 |
9,515.05 |
16.77 |
0.2% |
9,354.45 |
Low |
9,412.83 |
9,361.83 |
-51.00 |
-0.5% |
8,860.77 |
Close |
9,485.02 |
9,377.99 |
-107.03 |
-1.1% |
9,152.64 |
Range |
85.45 |
153.22 |
67.77 |
79.3% |
493.68 |
ATR |
224.91 |
219.79 |
-5.12 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,877.95 |
9,781.19 |
9,462.26 |
|
R3 |
9,724.73 |
9,627.97 |
9,420.13 |
|
R2 |
9,571.51 |
9,571.51 |
9,406.08 |
|
R1 |
9,474.75 |
9,474.75 |
9,392.04 |
9,446.52 |
PP |
9,418.29 |
9,418.29 |
9,418.29 |
9,404.18 |
S1 |
9,321.53 |
9,321.53 |
9,363.94 |
9,293.30 |
S2 |
9,265.07 |
9,265.07 |
9,349.90 |
|
S3 |
9,111.85 |
9,168.31 |
9,335.85 |
|
S4 |
8,958.63 |
9,015.09 |
9,293.72 |
|
|
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 |
9,515.05 |
8,958.08 |
556.97 |
5.9% |
136.61 |
1.5% |
75% |
True |
False |
|
10 |
9,515.05 |
8,860.77 |
654.28 |
7.0% |
177.33 |
1.9% |
79% |
True |
False |
|
20 |
9,515.05 |
8,599.99 |
915.06 |
9.8% |
165.23 |
1.8% |
85% |
True |
False |
|
40 |
9,515.05 |
7,423.97 |
2,091.08 |
22.3% |
195.10 |
2.1% |
93% |
True |
False |
|
60 |
9,515.05 |
6,771.91 |
2,743.14 |
29.3% |
270.13 |
2.9% |
95% |
True |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.6% |
236.47 |
2.5% |
88% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.6% |
205.85 |
2.2% |
88% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.6% |
180.56 |
1.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,166.24 |
2.618 |
9,916.18 |
1.618 |
9,762.96 |
1.000 |
9,668.27 |
0.618 |
9,609.74 |
HIGH |
9,515.05 |
0.618 |
9,456.52 |
0.500 |
9,438.44 |
0.382 |
9,420.36 |
LOW |
9,361.83 |
0.618 |
9,267.14 |
1.000 |
9,208.61 |
1.618 |
9,113.92 |
2.618 |
8,960.70 |
4.250 |
8,710.65 |
|
|
Fisher Pivots for day following 21-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,438.44 |
9,405.85 |
PP |
9,418.29 |
9,396.56 |
S1 |
9,398.14 |
9,387.28 |
|