Trading Metrics calculated at close of trading on 15-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
Open |
23,049.06 |
23,454.83 |
405.77 |
1.8% |
24,256.45 |
High |
23,630.86 |
23,730.08 |
99.22 |
0.4% |
24,382.09 |
Low |
22,789.62 |
23,354.15 |
564.53 |
2.5% |
22,789.62 |
Close |
23,625.34 |
23,685.42 |
60.08 |
0.3% |
23,685.42 |
Range |
841.24 |
375.93 |
-465.31 |
-55.3% |
1,592.47 |
ATR |
644.54 |
625.36 |
-19.19 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,717.67 |
24,577.48 |
23,892.18 |
|
R3 |
24,341.74 |
24,201.55 |
23,788.80 |
|
R2 |
23,965.81 |
23,965.81 |
23,754.34 |
|
R1 |
23,825.62 |
23,825.62 |
23,719.88 |
23,895.72 |
PP |
23,589.88 |
23,589.88 |
23,589.88 |
23,624.93 |
S1 |
23,449.69 |
23,449.69 |
23,650.96 |
23,519.79 |
S2 |
23,213.95 |
23,213.95 |
23,616.50 |
|
S3 |
22,838.02 |
23,073.76 |
23,582.04 |
|
S4 |
22,462.09 |
22,697.83 |
23,478.66 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,396.45 |
27,633.41 |
24,561.28 |
|
R3 |
26,803.98 |
26,040.94 |
24,123.35 |
|
R2 |
25,211.51 |
25,211.51 |
23,977.37 |
|
R1 |
24,448.47 |
24,448.47 |
23,831.40 |
24,033.76 |
PP |
23,619.04 |
23,619.04 |
23,619.04 |
23,411.69 |
S1 |
22,856.00 |
22,856.00 |
23,539.44 |
22,441.29 |
S2 |
22,026.57 |
22,026.57 |
23,393.47 |
|
S3 |
20,434.10 |
21,263.53 |
23,247.49 |
|
S4 |
18,841.63 |
19,671.06 |
22,809.56 |
|
|
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% |
554.99 |
2.3% |
56% |
False |
False |
|
10 |
24,382.09 |
22,789.62 |
1,592.47 |
6.7% |
438.07 |
1.8% |
56% |
False |
False |
|
20 |
24,764.77 |
22,789.62 |
1,975.15 |
8.3% |
419.89 |
1.8% |
45% |
False |
False |
|
40 |
24,764.77 |
18,213.65 |
6,551.12 |
27.7% |
611.42 |
2.6% |
84% |
False |
False |
|
60 |
29,146.53 |
18,213.65 |
10,932.88 |
46.2% |
787.17 |
3.3% |
50% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
47.9% |
657.62 |
2.8% |
48% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
47.9% |
560.37 |
2.4% |
48% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
47.9% |
493.46 |
2.1% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,327.78 |
2.618 |
24,714.26 |
1.618 |
24,338.33 |
1.000 |
24,106.01 |
0.618 |
23,962.40 |
HIGH |
23,730.08 |
0.618 |
23,586.47 |
0.500 |
23,542.12 |
0.382 |
23,497.76 |
LOW |
23,354.15 |
0.618 |
23,121.83 |
1.000 |
22,978.22 |
1.618 |
22,745.90 |
2.618 |
22,369.97 |
4.250 |
21,756.45 |
|
|
Fisher Pivots for day following 15-May-2020 |
Pivot |
1 day |
3 day |
R1 |
23,637.65 |
23,543.56 |
PP |
23,589.88 |
23,401.71 |
S1 |
23,542.12 |
23,259.85 |
|