Trading Metrics calculated at close of trading on 14-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
Open |
23,702.16 |
23,049.06 |
-653.10 |
-2.8% |
23,581.55 |
High |
23,708.90 |
23,630.86 |
-78.04 |
-0.3% |
24,349.90 |
Low |
23,067.64 |
22,789.62 |
-278.02 |
-1.2% |
23,361.16 |
Close |
23,247.97 |
23,625.34 |
377.37 |
1.6% |
24,331.32 |
Range |
641.26 |
841.24 |
199.98 |
31.2% |
988.74 |
ATR |
629.41 |
644.54 |
15.13 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,872.33 |
25,590.07 |
24,088.02 |
|
R3 |
25,031.09 |
24,748.83 |
23,856.68 |
|
R2 |
24,189.85 |
24,189.85 |
23,779.57 |
|
R1 |
23,907.59 |
23,907.59 |
23,702.45 |
24,048.72 |
PP |
23,348.61 |
23,348.61 |
23,348.61 |
23,419.17 |
S1 |
23,066.35 |
23,066.35 |
23,548.23 |
23,207.48 |
S2 |
22,507.37 |
22,507.37 |
23,471.11 |
|
S3 |
21,666.13 |
22,225.11 |
23,394.00 |
|
S4 |
20,824.89 |
21,383.87 |
23,162.66 |
|
|
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 |
22,789.62 |
1,592.47 |
6.7% |
528.37 |
2.2% |
52% |
False |
True |
|
10 |
24,382.09 |
22,789.62 |
1,592.47 |
6.7% |
448.02 |
1.9% |
52% |
False |
True |
|
20 |
24,764.77 |
22,789.62 |
1,975.15 |
8.4% |
423.45 |
1.8% |
42% |
False |
True |
|
40 |
24,764.77 |
18,213.65 |
6,551.12 |
27.7% |
633.42 |
2.7% |
83% |
False |
False |
|
60 |
29,368.45 |
18,213.65 |
11,154.80 |
47.2% |
787.72 |
3.3% |
49% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
48.1% |
654.77 |
2.8% |
48% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
48.1% |
558.24 |
2.4% |
48% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
48.1% |
491.33 |
2.1% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,206.13 |
2.618 |
25,833.23 |
1.618 |
24,991.99 |
1.000 |
24,472.10 |
0.618 |
24,150.75 |
HIGH |
23,630.86 |
0.618 |
23,309.51 |
0.500 |
23,210.24 |
0.382 |
23,110.97 |
LOW |
22,789.62 |
0.618 |
22,269.73 |
1.000 |
21,948.38 |
1.618 |
21,428.49 |
2.618 |
20,587.25 |
4.250 |
19,214.35 |
|
|
Fisher Pivots for day following 14-May-2020 |
Pivot |
1 day |
3 day |
R1 |
23,486.97 |
23,612.18 |
PP |
23,348.61 |
23,599.02 |
S1 |
23,210.24 |
23,585.86 |
|