Trading Metrics calculated at close of trading on 13-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
Open |
24,292.84 |
23,702.16 |
-590.68 |
-2.4% |
23,581.55 |
High |
24,382.09 |
23,708.90 |
-673.19 |
-2.8% |
24,349.90 |
Low |
23,761.58 |
23,067.64 |
-693.94 |
-2.9% |
23,361.16 |
Close |
23,764.78 |
23,247.97 |
-516.81 |
-2.2% |
24,331.32 |
Range |
620.51 |
641.26 |
20.75 |
3.3% |
988.74 |
ATR |
624.20 |
629.41 |
5.21 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,265.28 |
24,897.89 |
23,600.66 |
|
R3 |
24,624.02 |
24,256.63 |
23,424.32 |
|
R2 |
23,982.76 |
23,982.76 |
23,365.53 |
|
R1 |
23,615.37 |
23,615.37 |
23,306.75 |
23,478.44 |
PP |
23,341.50 |
23,341.50 |
23,341.50 |
23,273.04 |
S1 |
22,974.11 |
22,974.11 |
23,189.19 |
22,837.18 |
S2 |
22,700.24 |
22,700.24 |
23,130.41 |
|
S3 |
22,058.98 |
22,332.85 |
23,071.62 |
|
S4 |
21,417.72 |
21,691.59 |
22,895.28 |
|
|
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 |
23,067.64 |
1,314.45 |
5.7% |
412.17 |
1.8% |
14% |
False |
True |
|
10 |
24,585.57 |
23,067.64 |
1,517.93 |
6.5% |
403.77 |
1.7% |
12% |
False |
True |
|
20 |
24,764.77 |
22,941.88 |
1,822.89 |
7.8% |
400.72 |
1.7% |
17% |
False |
False |
|
40 |
24,764.77 |
18,213.65 |
6,551.12 |
28.2% |
651.69 |
2.8% |
77% |
False |
False |
|
60 |
29,409.09 |
18,213.65 |
11,195.44 |
48.2% |
775.94 |
3.3% |
45% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
48.8% |
646.69 |
2.8% |
44% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
48.8% |
550.86 |
2.4% |
44% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
48.8% |
486.17 |
2.1% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,434.26 |
2.618 |
25,387.72 |
1.618 |
24,746.46 |
1.000 |
24,350.16 |
0.618 |
24,105.20 |
HIGH |
23,708.90 |
0.618 |
23,463.94 |
0.500 |
23,388.27 |
0.382 |
23,312.60 |
LOW |
23,067.64 |
0.618 |
22,671.34 |
1.000 |
22,426.38 |
1.618 |
22,030.08 |
2.618 |
21,388.82 |
4.250 |
20,342.29 |
|
|
Fisher Pivots for day following 13-May-2020 |
Pivot |
1 day |
3 day |
R1 |
23,388.27 |
23,724.87 |
PP |
23,341.50 |
23,565.90 |
S1 |
23,294.74 |
23,406.94 |
|