Trading Metrics calculated at close of trading on 21-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
Open |
24,455.94 |
24,564.27 |
108.33 |
0.4% |
24,256.45 |
High |
24,649.48 |
24,718.46 |
68.98 |
0.3% |
24,382.09 |
Low |
24,455.94 |
24,370.88 |
-85.06 |
-0.3% |
22,789.62 |
Close |
24,575.90 |
24,474.12 |
-101.78 |
-0.4% |
23,685.42 |
Range |
193.54 |
347.58 |
154.04 |
79.6% |
1,592.47 |
ATR |
621.56 |
601.99 |
-19.57 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,563.89 |
25,366.59 |
24,665.29 |
|
R3 |
25,216.31 |
25,019.01 |
24,569.70 |
|
R2 |
24,868.73 |
24,868.73 |
24,537.84 |
|
R1 |
24,671.43 |
24,671.43 |
24,505.98 |
24,596.29 |
PP |
24,521.15 |
24,521.15 |
24,521.15 |
24,483.59 |
S1 |
24,323.85 |
24,323.85 |
24,442.26 |
24,248.71 |
S2 |
24,173.57 |
24,173.57 |
24,410.40 |
|
S3 |
23,825.99 |
23,976.27 |
24,378.54 |
|
S4 |
23,478.41 |
23,628.69 |
24,282.95 |
|
|
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 |
24,718.46 |
23,354.15 |
1,364.31 |
5.6% |
392.23 |
1.6% |
82% |
True |
False |
|
10 |
24,718.46 |
22,789.62 |
1,928.84 |
7.9% |
460.30 |
1.9% |
87% |
True |
False |
|
20 |
24,764.77 |
22,789.62 |
1,975.15 |
8.1% |
420.36 |
1.7% |
85% |
False |
False |
|
40 |
24,764.77 |
20,735.02 |
4,029.75 |
16.5% |
528.40 |
2.2% |
93% |
False |
False |
|
60 |
27,095.50 |
18,213.65 |
8,881.85 |
36.3% |
771.37 |
3.2% |
70% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
46.4% |
663.19 |
2.7% |
55% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
46.4% |
572.76 |
2.3% |
55% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
46.4% |
502.68 |
2.1% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,195.68 |
2.618 |
25,628.42 |
1.618 |
25,280.84 |
1.000 |
25,066.04 |
0.618 |
24,933.26 |
HIGH |
24,718.46 |
0.618 |
24,585.68 |
0.500 |
24,544.67 |
0.382 |
24,503.66 |
LOW |
24,370.88 |
0.618 |
24,156.08 |
1.000 |
24,023.30 |
1.618 |
23,808.50 |
2.618 |
23,460.92 |
4.250 |
22,893.67 |
|
|
Fisher Pivots for day following 21-May-2020 |
Pivot |
1 day |
3 day |
R1 |
24,544.67 |
24,469.82 |
PP |
24,521.15 |
24,465.52 |
S1 |
24,497.64 |
24,461.22 |
|