Trading Metrics calculated at close of trading on 11-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
Open |
24,107.82 |
24,256.45 |
148.63 |
0.6% |
23,581.55 |
High |
24,349.90 |
24,366.21 |
16.31 |
0.1% |
24,349.90 |
Low |
24,107.05 |
24,070.22 |
-36.83 |
-0.2% |
23,361.16 |
Close |
24,331.32 |
24,221.99 |
-109.33 |
-0.4% |
24,331.32 |
Range |
242.85 |
295.99 |
53.14 |
21.9% |
988.74 |
ATR |
649.76 |
624.49 |
-25.27 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,107.44 |
24,960.71 |
24,384.78 |
|
R3 |
24,811.45 |
24,664.72 |
24,303.39 |
|
R2 |
24,515.46 |
24,515.46 |
24,276.25 |
|
R1 |
24,368.73 |
24,368.73 |
24,249.12 |
24,294.10 |
PP |
24,219.47 |
24,219.47 |
24,219.47 |
24,182.16 |
S1 |
24,072.74 |
24,072.74 |
24,194.86 |
23,998.11 |
S2 |
23,923.48 |
23,923.48 |
24,167.73 |
|
S3 |
23,627.49 |
23,776.75 |
24,140.59 |
|
S4 |
23,331.50 |
23,480.76 |
24,059.20 |
|
|
Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,980.35 |
26,644.57 |
24,875.13 |
|
R3 |
25,991.61 |
25,655.83 |
24,603.22 |
|
R2 |
25,002.87 |
25,002.87 |
24,512.59 |
|
R1 |
24,667.09 |
24,667.09 |
24,421.95 |
24,834.98 |
PP |
24,014.13 |
24,014.13 |
24,014.13 |
24,098.07 |
S1 |
23,678.35 |
23,678.35 |
24,240.69 |
23,846.24 |
S2 |
23,025.39 |
23,025.39 |
24,150.05 |
|
S3 |
22,036.65 |
22,689.61 |
24,059.42 |
|
S4 |
21,047.91 |
21,700.87 |
23,787.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,366.21 |
23,661.14 |
705.07 |
2.9% |
298.67 |
1.2% |
80% |
True |
False |
|
10 |
24,764.77 |
23,361.16 |
1,403.61 |
5.8% |
356.77 |
1.5% |
61% |
False |
False |
|
20 |
24,764.77 |
22,941.88 |
1,822.89 |
7.5% |
376.31 |
1.6% |
70% |
False |
False |
|
40 |
24,764.77 |
18,213.65 |
6,551.12 |
27.0% |
698.82 |
2.9% |
92% |
False |
False |
|
60 |
29,463.04 |
18,213.65 |
11,249.39 |
46.4% |
761.46 |
3.1% |
53% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
46.9% |
634.06 |
2.6% |
53% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
46.9% |
540.17 |
2.2% |
53% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
46.9% |
477.88 |
2.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,624.17 |
2.618 |
25,141.11 |
1.618 |
24,845.12 |
1.000 |
24,662.20 |
0.618 |
24,549.13 |
HIGH |
24,366.21 |
0.618 |
24,253.14 |
0.500 |
24,218.22 |
0.382 |
24,183.29 |
LOW |
24,070.22 |
0.618 |
23,887.30 |
1.000 |
23,774.23 |
1.618 |
23,591.31 |
2.618 |
23,295.32 |
4.250 |
22,812.26 |
|
|
Fisher Pivots for day following 11-May-2020 |
Pivot |
1 day |
3 day |
R1 |
24,220.73 |
24,181.43 |
PP |
24,219.47 |
24,140.86 |
S1 |
24,218.22 |
24,100.30 |
|