Trading Metrics calculated at close of trading on 28-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
Open |
9,366.63 |
9,404.83 |
38.20 |
0.4% |
9,281.36 |
High |
9,445.06 |
9,568.89 |
123.83 |
1.3% |
9,515.05 |
Low |
9,182.45 |
9,391.84 |
209.39 |
2.3% |
9,248.78 |
Close |
9,442.05 |
9,416.71 |
-25.34 |
-0.3% |
9,413.99 |
Range |
262.61 |
177.05 |
-85.56 |
-32.6% |
266.27 |
ATR |
213.34 |
210.75 |
-2.59 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,990.30 |
9,880.55 |
9,514.09 |
|
R3 |
9,813.25 |
9,703.50 |
9,465.40 |
|
R2 |
9,636.20 |
9,636.20 |
9,449.17 |
|
R1 |
9,526.45 |
9,526.45 |
9,432.94 |
9,581.33 |
PP |
9,459.15 |
9,459.15 |
9,459.15 |
9,486.58 |
S1 |
9,349.40 |
9,349.40 |
9,400.48 |
9,404.28 |
S2 |
9,282.10 |
9,282.10 |
9,384.25 |
|
S3 |
9,105.05 |
9,172.35 |
9,368.02 |
|
S4 |
8,928.00 |
8,995.30 |
9,319.33 |
|
|
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% |
176.07 |
1.9% |
60% |
False |
False |
|
10 |
9,570.53 |
8,860.77 |
709.76 |
7.5% |
164.72 |
1.7% |
78% |
False |
False |
|
20 |
9,570.53 |
8,665.40 |
905.13 |
9.6% |
165.65 |
1.8% |
83% |
False |
False |
|
40 |
9,570.53 |
7,423.97 |
2,146.56 |
22.8% |
185.84 |
2.0% |
93% |
False |
False |
|
60 |
9,570.53 |
6,771.91 |
2,798.62 |
29.7% |
255.20 |
2.7% |
95% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.5% |
238.90 |
2.5% |
89% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.5% |
209.79 |
2.2% |
89% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.5% |
184.21 |
2.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,321.35 |
2.618 |
10,032.41 |
1.618 |
9,855.36 |
1.000 |
9,745.94 |
0.618 |
9,678.31 |
HIGH |
9,568.89 |
0.618 |
9,501.26 |
0.500 |
9,480.37 |
0.382 |
9,459.47 |
LOW |
9,391.84 |
0.618 |
9,282.42 |
1.000 |
9,214.79 |
1.618 |
9,105.37 |
2.618 |
8,928.32 |
4.250 |
8,639.38 |
|
|
Fisher Pivots for day following 28-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,480.37 |
9,403.30 |
PP |
9,459.15 |
9,389.90 |
S1 |
9,437.93 |
9,376.49 |
|