Trading Metrics calculated at close of trading on 27-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,570.53 |
9,366.63 |
-203.90 |
-2.1% |
9,281.36 |
High |
9,570.53 |
9,445.06 |
-125.47 |
-1.3% |
9,515.05 |
Low |
9,379.90 |
9,182.45 |
-197.45 |
-2.1% |
9,248.78 |
Close |
9,389.98 |
9,442.05 |
52.07 |
0.6% |
9,413.99 |
Range |
190.63 |
262.61 |
71.98 |
37.8% |
266.27 |
ATR |
209.55 |
213.34 |
3.79 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,144.35 |
10,055.81 |
9,586.49 |
|
R3 |
9,881.74 |
9,793.20 |
9,514.27 |
|
R2 |
9,619.13 |
9,619.13 |
9,490.20 |
|
R1 |
9,530.59 |
9,530.59 |
9,466.12 |
9,574.86 |
PP |
9,356.52 |
9,356.52 |
9,356.52 |
9,378.66 |
S1 |
9,267.98 |
9,267.98 |
9,417.98 |
9,312.25 |
S2 |
9,093.91 |
9,093.91 |
9,393.90 |
|
S3 |
8,831.30 |
9,005.37 |
9,369.83 |
|
S4 |
8,568.69 |
8,742.76 |
9,297.61 |
|
|
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 |
9,182.45 |
388.08 |
4.1% |
157.75 |
1.7% |
67% |
False |
True |
|
10 |
9,570.53 |
8,860.77 |
709.76 |
7.5% |
178.95 |
1.9% |
82% |
False |
False |
|
20 |
9,570.53 |
8,665.40 |
905.13 |
9.6% |
166.49 |
1.8% |
86% |
False |
False |
|
40 |
9,570.53 |
7,423.97 |
2,146.56 |
22.7% |
187.57 |
2.0% |
94% |
False |
False |
|
60 |
9,570.53 |
6,771.91 |
2,798.62 |
29.6% |
260.23 |
2.8% |
95% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.4% |
238.15 |
2.5% |
90% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.4% |
208.91 |
2.2% |
90% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.4% |
182.99 |
1.9% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,561.15 |
2.618 |
10,132.57 |
1.618 |
9,869.96 |
1.000 |
9,707.67 |
0.618 |
9,607.35 |
HIGH |
9,445.06 |
0.618 |
9,344.74 |
0.500 |
9,313.76 |
0.382 |
9,282.77 |
LOW |
9,182.45 |
0.618 |
9,020.16 |
1.000 |
8,919.84 |
1.618 |
8,757.55 |
2.618 |
8,494.94 |
4.250 |
8,066.36 |
|
|
Fisher Pivots for day following 27-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,399.29 |
9,420.20 |
PP |
9,356.52 |
9,398.34 |
S1 |
9,313.76 |
9,376.49 |
|