Trading Metrics calculated at close of trading on 26-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
Open |
24,461.98 |
24,781.84 |
319.86 |
1.3% |
24,059.98 |
High |
24,481.64 |
25,176.42 |
694.78 |
2.8% |
24,718.46 |
Low |
24,294.07 |
24,781.84 |
487.77 |
2.0% |
24,059.98 |
Close |
24,465.16 |
24,995.11 |
529.95 |
2.2% |
24,465.16 |
Range |
187.57 |
394.58 |
207.01 |
110.4% |
658.48 |
ATR |
572.39 |
582.31 |
9.92 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,168.20 |
25,976.23 |
25,212.13 |
|
R3 |
25,773.62 |
25,581.65 |
25,103.62 |
|
R2 |
25,379.04 |
25,379.04 |
25,067.45 |
|
R1 |
25,187.07 |
25,187.07 |
25,031.28 |
25,283.06 |
PP |
24,984.46 |
24,984.46 |
24,984.46 |
25,032.45 |
S1 |
24,792.49 |
24,792.49 |
24,958.94 |
24,888.48 |
S2 |
24,589.88 |
24,589.88 |
24,922.77 |
|
S3 |
24,195.30 |
24,397.91 |
24,886.60 |
|
S4 |
23,800.72 |
24,003.33 |
24,778.09 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,389.97 |
26,086.05 |
24,827.32 |
|
R3 |
25,731.49 |
25,427.57 |
24,646.24 |
|
R2 |
25,073.01 |
25,073.01 |
24,585.88 |
|
R1 |
24,769.09 |
24,769.09 |
24,525.52 |
24,921.05 |
PP |
24,414.53 |
24,414.53 |
24,414.53 |
24,490.52 |
S1 |
24,110.61 |
24,110.61 |
24,404.80 |
24,262.57 |
S2 |
23,756.05 |
23,756.05 |
24,344.44 |
|
S3 |
23,097.57 |
23,452.13 |
24,284.08 |
|
S4 |
22,439.09 |
22,793.65 |
24,103.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,176.42 |
24,203.97 |
972.45 |
3.9% |
303.76 |
1.2% |
81% |
True |
False |
|
10 |
25,176.42 |
22,789.62 |
2,386.80 |
9.5% |
464.63 |
1.9% |
92% |
True |
False |
|
20 |
25,176.42 |
22,789.62 |
2,386.80 |
9.5% |
410.70 |
1.6% |
92% |
True |
False |
|
40 |
25,176.42 |
20,735.02 |
4,441.40 |
17.8% |
492.30 |
2.0% |
96% |
True |
False |
|
60 |
27,095.50 |
18,213.65 |
8,881.85 |
35.5% |
750.47 |
3.0% |
76% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
45.4% |
662.90 |
2.7% |
60% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
45.4% |
574.52 |
2.3% |
60% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
45.4% |
504.16 |
2.0% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,853.39 |
2.618 |
26,209.43 |
1.618 |
25,814.85 |
1.000 |
25,571.00 |
0.618 |
25,420.27 |
HIGH |
25,176.42 |
0.618 |
25,025.69 |
0.500 |
24,979.13 |
0.382 |
24,932.57 |
LOW |
24,781.84 |
0.618 |
24,537.99 |
1.000 |
24,387.26 |
1.618 |
24,143.41 |
2.618 |
23,748.83 |
4.250 |
23,104.88 |
|
|
Fisher Pivots for day following 26-May-2020 |
Pivot |
1 day |
3 day |
R1 |
24,989.78 |
24,908.49 |
PP |
24,984.46 |
24,821.87 |
S1 |
24,979.13 |
24,735.25 |
|