Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,363.68 |
9,570.53 |
206.85 |
2.2% |
9,281.36 |
High |
9,421.93 |
9,570.53 |
148.60 |
1.6% |
9,515.05 |
Low |
9,325.07 |
9,379.90 |
54.83 |
0.6% |
9,248.78 |
Close |
9,413.99 |
9,389.98 |
-24.01 |
-0.3% |
9,413.99 |
Range |
96.86 |
190.63 |
93.77 |
96.8% |
266.27 |
ATR |
211.01 |
209.55 |
-1.46 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,018.69 |
9,894.97 |
9,494.83 |
|
R3 |
9,828.06 |
9,704.34 |
9,442.40 |
|
R2 |
9,637.43 |
9,637.43 |
9,424.93 |
|
R1 |
9,513.71 |
9,513.71 |
9,407.45 |
9,480.26 |
PP |
9,446.80 |
9,446.80 |
9,446.80 |
9,430.08 |
S1 |
9,323.08 |
9,323.08 |
9,372.51 |
9,289.63 |
S2 |
9,256.17 |
9,256.17 |
9,355.03 |
|
S3 |
9,065.54 |
9,132.45 |
9,337.56 |
|
S4 |
8,874.91 |
8,941.82 |
9,285.13 |
|
|
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 |
9,570.53 |
9,296.65 |
273.88 |
2.9% |
130.48 |
1.4% |
34% |
True |
False |
|
10 |
9,570.53 |
8,860.77 |
709.76 |
7.6% |
177.22 |
1.9% |
75% |
True |
False |
|
20 |
9,570.53 |
8,665.40 |
905.13 |
9.6% |
165.85 |
1.8% |
80% |
True |
False |
|
40 |
9,570.53 |
7,423.97 |
2,146.56 |
22.9% |
187.27 |
2.0% |
92% |
True |
False |
|
60 |
9,570.53 |
6,771.91 |
2,798.62 |
29.8% |
263.07 |
2.8% |
94% |
True |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.6% |
237.48 |
2.5% |
88% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.6% |
207.15 |
2.2% |
88% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.6% |
181.55 |
1.9% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,380.71 |
2.618 |
10,069.60 |
1.618 |
9,878.97 |
1.000 |
9,761.16 |
0.618 |
9,688.34 |
HIGH |
9,570.53 |
0.618 |
9,497.71 |
0.500 |
9,475.22 |
0.382 |
9,452.72 |
LOW |
9,379.90 |
0.618 |
9,262.09 |
1.000 |
9,189.27 |
1.618 |
9,071.46 |
2.618 |
8,880.83 |
4.250 |
8,569.72 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,475.22 |
9,447.80 |
PP |
9,446.80 |
9,428.53 |
S1 |
9,418.39 |
9,409.25 |
|