Trading Metrics calculated at close of trading on 06-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
Open |
23,958.88 |
23,978.88 |
20.00 |
0.1% |
23,866.15 |
High |
24,169.72 |
24,054.59 |
-115.13 |
-0.5% |
24,764.77 |
Low |
23,868.91 |
23,661.14 |
-207.77 |
-0.9% |
23,645.30 |
Close |
23,883.09 |
23,664.64 |
-218.45 |
-0.9% |
23,723.69 |
Range |
300.81 |
393.45 |
92.64 |
30.8% |
1,119.47 |
ATR |
703.36 |
681.22 |
-22.14 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,973.81 |
24,712.67 |
23,881.04 |
|
R3 |
24,580.36 |
24,319.22 |
23,772.84 |
|
R2 |
24,186.91 |
24,186.91 |
23,736.77 |
|
R1 |
23,925.77 |
23,925.77 |
23,700.71 |
23,859.62 |
PP |
23,793.46 |
23,793.46 |
23,793.46 |
23,760.38 |
S1 |
23,532.32 |
23,532.32 |
23,628.57 |
23,466.17 |
S2 |
23,400.01 |
23,400.01 |
23,592.51 |
|
S3 |
23,006.56 |
23,138.87 |
23,556.44 |
|
S4 |
22,613.11 |
22,745.42 |
23,448.24 |
|
|
Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,403.00 |
26,682.81 |
24,339.40 |
|
R3 |
26,283.53 |
25,563.34 |
24,031.54 |
|
R2 |
25,164.06 |
25,164.06 |
23,928.93 |
|
R1 |
24,443.87 |
24,443.87 |
23,826.31 |
24,244.23 |
PP |
24,044.59 |
24,044.59 |
24,044.59 |
23,944.77 |
S1 |
23,324.40 |
23,324.40 |
23,621.07 |
23,124.76 |
S2 |
22,925.12 |
22,925.12 |
23,518.45 |
|
S3 |
21,805.65 |
22,204.93 |
23,415.84 |
|
S4 |
20,686.18 |
21,085.46 |
23,107.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,585.57 |
23,361.16 |
1,224.41 |
5.2% |
395.36 |
1.7% |
25% |
False |
False |
|
10 |
24,764.77 |
23,361.16 |
1,403.61 |
5.9% |
394.15 |
1.7% |
22% |
False |
False |
|
20 |
24,764.77 |
22,682.99 |
2,081.78 |
8.8% |
433.30 |
1.8% |
47% |
False |
False |
|
40 |
24,764.77 |
18,213.65 |
6,551.12 |
27.7% |
799.57 |
3.4% |
83% |
False |
False |
|
60 |
29,568.57 |
18,213.65 |
11,354.92 |
48.0% |
757.37 |
3.2% |
48% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
48.0% |
630.36 |
2.7% |
48% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
48.0% |
539.87 |
2.3% |
48% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
48.0% |
475.42 |
2.0% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,726.75 |
2.618 |
25,084.64 |
1.618 |
24,691.19 |
1.000 |
24,448.04 |
0.618 |
24,297.74 |
HIGH |
24,054.59 |
0.618 |
23,904.29 |
0.500 |
23,857.87 |
0.382 |
23,811.44 |
LOW |
23,661.14 |
0.618 |
23,417.99 |
1.000 |
23,267.69 |
1.618 |
23,024.54 |
2.618 |
22,631.09 |
4.250 |
21,988.98 |
|
|
Fisher Pivots for day following 06-May-2020 |
Pivot |
1 day |
3 day |
R1 |
23,857.87 |
23,765.44 |
PP |
23,793.46 |
23,731.84 |
S1 |
23,729.05 |
23,698.24 |
|