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 |
8,917.92 |
8,863.72 |
-54.20 |
-0.6% |
9,236.12 |
High |
9,006.67 |
9,217.03 |
210.36 |
2.3% |
9,942.50 |
Low |
8,705.92 |
8,807.22 |
101.30 |
1.2% |
8,819.19 |
Close |
8,863.25 |
9,165.17 |
301.92 |
3.4% |
9,183.23 |
Range |
300.75 |
409.81 |
109.06 |
36.3% |
1,123.31 |
ATR |
579.33 |
567.22 |
-12.11 |
-2.1% |
0.00 |
Volume |
30,186 |
31,811 |
1,625 |
5.4% |
322,874 |
|
Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,292.57 |
10,138.68 |
9,390.57 |
|
R3 |
9,882.76 |
9,728.87 |
9,277.87 |
|
R2 |
9,472.95 |
9,472.95 |
9,240.30 |
|
R1 |
9,319.06 |
9,319.06 |
9,202.74 |
9,396.01 |
PP |
9,063.14 |
9,063.14 |
9,063.14 |
9,101.61 |
S1 |
8,909.25 |
8,909.25 |
9,127.60 |
8,986.20 |
S2 |
8,653.33 |
8,653.33 |
9,090.04 |
|
S3 |
8,243.52 |
8,499.44 |
9,052.47 |
|
S4 |
7,833.71 |
8,089.63 |
8,939.77 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,684.90 |
12,057.38 |
9,801.05 |
|
R3 |
11,561.59 |
10,934.07 |
9,492.14 |
|
R2 |
10,438.28 |
10,438.28 |
9,389.17 |
|
R1 |
9,810.76 |
9,810.76 |
9,286.20 |
9,562.87 |
PP |
9,314.97 |
9,314.97 |
9,314.97 |
9,191.03 |
S1 |
8,687.45 |
8,687.45 |
9,080.26 |
8,439.56 |
S2 |
8,191.66 |
8,191.66 |
8,977.29 |
|
S3 |
7,068.35 |
7,564.14 |
8,874.32 |
|
S4 |
5,945.04 |
6,440.83 |
8,565.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,587.73 |
8,647.02 |
940.71 |
10.3% |
492.40 |
5.4% |
55% |
False |
False |
51,227 |
10 |
9,942.50 |
8,647.02 |
1,295.48 |
14.1% |
546.33 |
6.0% |
40% |
False |
False |
58,655 |
20 |
10,058.62 |
8,201.24 |
1,857.38 |
20.3% |
626.98 |
6.8% |
52% |
False |
False |
74,095 |
40 |
10,058.62 |
6,355.56 |
3,703.06 |
40.4% |
538.14 |
5.9% |
76% |
False |
False |
67,370 |
60 |
10,058.62 |
3,925.27 |
6,133.35 |
66.9% |
629.91 |
6.9% |
85% |
False |
False |
84,106 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
71.7% |
587.60 |
6.4% |
80% |
False |
False |
71,595 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
71.7% |
549.83 |
6.0% |
80% |
False |
False |
65,182 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.7% |
513.93 |
5.6% |
80% |
False |
False |
59,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,958.72 |
2.618 |
10,289.91 |
1.618 |
9,880.10 |
1.000 |
9,626.84 |
0.618 |
9,470.29 |
HIGH |
9,217.03 |
0.618 |
9,060.48 |
0.500 |
9,012.13 |
0.382 |
8,963.77 |
LOW |
8,807.22 |
0.618 |
8,553.96 |
1.000 |
8,397.41 |
1.618 |
8,144.15 |
2.618 |
7,734.34 |
4.250 |
7,065.53 |
|
|
Fisher Pivots for day following 27-May-2020 |
Pivot |
1 day |
3 day |
R1 |
9,114.16 |
9,102.87 |
PP |
9,063.14 |
9,040.57 |
S1 |
9,012.13 |
8,978.27 |
|