Trading Metrics calculated at close of trading on 27-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
Open |
24,781.84 |
25,298.63 |
516.79 |
2.1% |
24,059.98 |
High |
25,176.42 |
25,551.56 |
375.14 |
1.5% |
24,718.46 |
Low |
24,781.84 |
25,009.87 |
228.03 |
0.9% |
24,059.98 |
Close |
24,995.11 |
25,548.27 |
553.16 |
2.2% |
24,465.16 |
Range |
394.58 |
541.69 |
147.11 |
37.3% |
658.48 |
ATR |
582.31 |
580.46 |
-1.85 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,994.97 |
26,813.31 |
25,846.20 |
|
R3 |
26,453.28 |
26,271.62 |
25,697.23 |
|
R2 |
25,911.59 |
25,911.59 |
25,647.58 |
|
R1 |
25,729.93 |
25,729.93 |
25,597.92 |
25,820.76 |
PP |
25,369.90 |
25,369.90 |
25,369.90 |
25,415.32 |
S1 |
25,188.24 |
25,188.24 |
25,498.62 |
25,279.07 |
S2 |
24,828.21 |
24,828.21 |
25,448.96 |
|
S3 |
24,286.52 |
24,646.55 |
25,399.31 |
|
S4 |
23,744.83 |
24,104.86 |
25,250.34 |
|
|
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 |
25,551.56 |
24,294.07 |
1,257.49 |
4.9% |
332.99 |
1.3% |
100% |
True |
False |
|
10 |
25,551.56 |
22,789.62 |
2,761.94 |
10.8% |
456.75 |
1.8% |
100% |
True |
False |
|
20 |
25,551.56 |
22,789.62 |
2,761.94 |
10.8% |
413.73 |
1.6% |
100% |
True |
False |
|
40 |
25,551.56 |
20,735.02 |
4,816.54 |
18.9% |
484.44 |
1.9% |
100% |
True |
False |
|
60 |
27,095.50 |
18,213.65 |
8,881.85 |
34.8% |
737.68 |
2.9% |
83% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
44.4% |
661.62 |
2.6% |
65% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.4% |
577.49 |
2.3% |
65% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.4% |
507.01 |
2.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,853.74 |
2.618 |
26,969.70 |
1.618 |
26,428.01 |
1.000 |
26,093.25 |
0.618 |
25,886.32 |
HIGH |
25,551.56 |
0.618 |
25,344.63 |
0.500 |
25,280.72 |
0.382 |
25,216.80 |
LOW |
25,009.87 |
0.618 |
24,675.11 |
1.000 |
24,468.18 |
1.618 |
24,133.42 |
2.618 |
23,591.73 |
4.250 |
22,707.69 |
|
|
Fisher Pivots for day following 27-May-2020 |
Pivot |
1 day |
3 day |
R1 |
25,459.09 |
25,339.79 |
PP |
25,369.90 |
25,131.30 |
S1 |
25,280.72 |
24,922.82 |
|