Trading Metrics calculated at close of trading on 12-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
Open |
24,256.45 |
24,292.84 |
36.39 |
0.2% |
23,581.55 |
High |
24,366.21 |
24,382.09 |
15.88 |
0.1% |
24,349.90 |
Low |
24,070.22 |
23,761.58 |
-308.64 |
-1.3% |
23,361.16 |
Close |
24,221.99 |
23,764.78 |
-457.21 |
-1.9% |
24,331.32 |
Range |
295.99 |
620.51 |
324.52 |
109.6% |
988.74 |
ATR |
624.49 |
624.20 |
-0.28 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,831.01 |
25,418.41 |
24,106.06 |
|
R3 |
25,210.50 |
24,797.90 |
23,935.42 |
|
R2 |
24,589.99 |
24,589.99 |
23,878.54 |
|
R1 |
24,177.39 |
24,177.39 |
23,821.66 |
24,073.44 |
PP |
23,969.48 |
23,969.48 |
23,969.48 |
23,917.51 |
S1 |
23,556.88 |
23,556.88 |
23,707.90 |
23,452.93 |
S2 |
23,348.97 |
23,348.97 |
23,651.02 |
|
S3 |
22,728.46 |
22,936.37 |
23,594.14 |
|
S4 |
22,107.95 |
22,315.86 |
23,423.50 |
|
|
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 |
24,382.09 |
23,661.14 |
720.95 |
3.0% |
362.61 |
1.5% |
14% |
True |
False |
|
10 |
24,764.77 |
23,361.16 |
1,403.61 |
5.9% |
370.72 |
1.6% |
29% |
False |
False |
|
20 |
24,764.77 |
22,941.88 |
1,822.89 |
7.7% |
389.48 |
1.6% |
45% |
False |
False |
|
40 |
24,764.77 |
18,213.65 |
6,551.12 |
27.6% |
673.08 |
2.8% |
85% |
False |
False |
|
60 |
29,409.09 |
18,213.65 |
11,195.44 |
47.1% |
768.81 |
3.2% |
50% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
47.8% |
639.72 |
2.7% |
49% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
47.8% |
545.29 |
2.3% |
49% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
47.8% |
482.45 |
2.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,019.26 |
2.618 |
26,006.59 |
1.618 |
25,386.08 |
1.000 |
25,002.60 |
0.618 |
24,765.57 |
HIGH |
24,382.09 |
0.618 |
24,145.06 |
0.500 |
24,071.84 |
0.382 |
23,998.61 |
LOW |
23,761.58 |
0.618 |
23,378.10 |
1.000 |
23,141.07 |
1.618 |
22,757.59 |
2.618 |
22,137.08 |
4.250 |
21,124.41 |
|
|
Fisher Pivots for day following 12-May-2020 |
Pivot |
1 day |
3 day |
R1 |
24,071.84 |
24,071.84 |
PP |
23,969.48 |
23,969.48 |
S1 |
23,867.13 |
23,867.13 |
|