Trading Metrics calculated at close of trading on 22-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,487.63 |
9,363.68 |
-123.95 |
-1.3% |
9,281.36 |
High |
9,515.05 |
9,421.93 |
-93.12 |
-1.0% |
9,515.05 |
Low |
9,361.83 |
9,325.07 |
-36.76 |
-0.4% |
9,248.78 |
Close |
9,377.99 |
9,413.99 |
36.00 |
0.4% |
9,413.99 |
Range |
153.22 |
96.86 |
-56.36 |
-36.8% |
266.27 |
ATR |
219.79 |
211.01 |
-8.78 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,677.58 |
9,642.64 |
9,467.26 |
|
R3 |
9,580.72 |
9,545.78 |
9,440.63 |
|
R2 |
9,483.86 |
9,483.86 |
9,431.75 |
|
R1 |
9,448.92 |
9,448.92 |
9,422.87 |
9,466.39 |
PP |
9,387.00 |
9,387.00 |
9,387.00 |
9,395.73 |
S1 |
9,352.06 |
9,352.06 |
9,405.11 |
9,369.53 |
S2 |
9,290.14 |
9,290.14 |
9,396.23 |
|
S3 |
9,193.28 |
9,255.20 |
9,387.35 |
|
S4 |
9,096.42 |
9,158.34 |
9,360.72 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,191.42 |
10,068.97 |
9,560.44 |
|
R3 |
9,925.15 |
9,802.70 |
9,487.21 |
|
R2 |
9,658.88 |
9,658.88 |
9,462.81 |
|
R1 |
9,536.43 |
9,536.43 |
9,438.40 |
9,597.66 |
PP |
9,392.61 |
9,392.61 |
9,392.61 |
9,423.22 |
S1 |
9,270.16 |
9,270.16 |
9,389.58 |
9,331.39 |
S2 |
9,126.34 |
9,126.34 |
9,365.17 |
|
S3 |
8,860.07 |
9,003.89 |
9,340.77 |
|
S4 |
8,593.80 |
8,737.62 |
9,267.54 |
|
|
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 |
9,248.78 |
266.27 |
2.8% |
116.11 |
1.2% |
62% |
False |
False |
|
10 |
9,515.05 |
8,860.77 |
654.28 |
7.0% |
177.27 |
1.9% |
85% |
False |
False |
|
20 |
9,515.05 |
8,665.40 |
849.65 |
9.0% |
160.50 |
1.7% |
88% |
False |
False |
|
40 |
9,515.05 |
7,423.97 |
2,091.08 |
22.2% |
188.44 |
2.0% |
95% |
False |
False |
|
60 |
9,515.05 |
6,771.91 |
2,743.14 |
29.1% |
265.81 |
2.8% |
96% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.5% |
236.61 |
2.5% |
89% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.5% |
205.85 |
2.2% |
89% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.5% |
181.09 |
1.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,833.59 |
2.618 |
9,675.51 |
1.618 |
9,578.65 |
1.000 |
9,518.79 |
0.618 |
9,481.79 |
HIGH |
9,421.93 |
0.618 |
9,384.93 |
0.500 |
9,373.50 |
0.382 |
9,362.07 |
LOW |
9,325.07 |
0.618 |
9,265.21 |
1.000 |
9,228.21 |
1.618 |
9,168.35 |
2.618 |
9,071.49 |
4.250 |
8,913.42 |
|
|
Fisher Pivots for day following 22-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,400.49 |
9,420.06 |
PP |
9,387.00 |
9,418.04 |
S1 |
9,373.50 |
9,416.01 |
|