Trading Metrics calculated at close of trading on 28-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
Open |
25,298.63 |
25,697.36 |
398.73 |
1.6% |
24,059.98 |
High |
25,551.56 |
25,758.79 |
207.23 |
0.8% |
24,718.46 |
Low |
25,009.87 |
25,358.73 |
348.86 |
1.4% |
24,059.98 |
Close |
25,548.27 |
25,400.64 |
-147.63 |
-0.6% |
24,465.16 |
Range |
541.69 |
400.06 |
-141.63 |
-26.1% |
658.48 |
ATR |
580.46 |
567.57 |
-12.89 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,706.23 |
26,453.50 |
25,620.67 |
|
R3 |
26,306.17 |
26,053.44 |
25,510.66 |
|
R2 |
25,906.11 |
25,906.11 |
25,473.98 |
|
R1 |
25,653.38 |
25,653.38 |
25,437.31 |
25,579.72 |
PP |
25,506.05 |
25,506.05 |
25,506.05 |
25,469.22 |
S1 |
25,253.32 |
25,253.32 |
25,363.97 |
25,179.66 |
S2 |
25,105.99 |
25,105.99 |
25,327.30 |
|
S3 |
24,705.93 |
24,853.26 |
25,290.62 |
|
S4 |
24,305.87 |
24,453.20 |
25,180.61 |
|
|
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 |
25,758.79 |
24,294.07 |
1,464.72 |
5.8% |
374.30 |
1.5% |
76% |
True |
False |
|
10 |
25,758.79 |
22,789.62 |
2,969.17 |
11.7% |
432.63 |
1.7% |
88% |
True |
False |
|
20 |
25,758.79 |
22,789.62 |
2,969.17 |
11.7% |
418.20 |
1.6% |
88% |
True |
False |
|
40 |
25,758.79 |
20,735.02 |
5,023.77 |
19.8% |
478.90 |
1.9% |
93% |
True |
False |
|
60 |
27,095.50 |
18,213.65 |
8,881.85 |
35.0% |
721.50 |
2.8% |
81% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
44.7% |
662.74 |
2.6% |
63% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
44.7% |
579.33 |
2.3% |
63% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
44.7% |
509.38 |
2.0% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,459.05 |
2.618 |
26,806.15 |
1.618 |
26,406.09 |
1.000 |
26,158.85 |
0.618 |
26,006.03 |
HIGH |
25,758.79 |
0.618 |
25,605.97 |
0.500 |
25,558.76 |
0.382 |
25,511.55 |
LOW |
25,358.73 |
0.618 |
25,111.49 |
1.000 |
24,958.67 |
1.618 |
24,711.43 |
2.618 |
24,311.37 |
4.250 |
23,658.48 |
|
|
Fisher Pivots for day following 28-May-2020 |
Pivot |
1 day |
3 day |
R1 |
25,558.76 |
25,357.20 |
PP |
25,506.05 |
25,313.76 |
S1 |
25,453.35 |
25,270.32 |
|