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 |
1,709.52 |
1,708.54 |
-0.98 |
-0.1% |
1,741.03 |
High |
1,714.94 |
1,725.83 |
10.89 |
0.6% |
1,764.12 |
Low |
1,694.60 |
1,707.26 |
12.66 |
0.7% |
1,719.07 |
Close |
1,708.78 |
1,718.28 |
9.50 |
0.6% |
1,734.41 |
Range |
20.34 |
18.57 |
-1.77 |
-8.7% |
45.05 |
ATR |
23.09 |
22.77 |
-0.32 |
-1.4% |
0.00 |
Volume |
5,445 |
5,454 |
9 |
0.2% |
29,117 |
|
Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,772.83 |
1,764.13 |
1,728.49 |
|
R3 |
1,754.26 |
1,745.56 |
1,723.39 |
|
R2 |
1,735.69 |
1,735.69 |
1,721.68 |
|
R1 |
1,726.99 |
1,726.99 |
1,719.98 |
1,731.34 |
PP |
1,717.12 |
1,717.12 |
1,717.12 |
1,719.30 |
S1 |
1,708.42 |
1,708.42 |
1,716.58 |
1,712.77 |
S2 |
1,698.55 |
1,698.55 |
1,714.88 |
|
S3 |
1,679.98 |
1,689.85 |
1,713.17 |
|
S4 |
1,661.41 |
1,671.28 |
1,708.07 |
|
|
Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.35 |
1,849.43 |
1,759.19 |
|
R3 |
1,829.30 |
1,804.38 |
1,746.80 |
|
R2 |
1,784.25 |
1,784.25 |
1,742.67 |
|
R1 |
1,759.33 |
1,759.33 |
1,738.54 |
1,749.27 |
PP |
1,739.20 |
1,739.20 |
1,739.20 |
1,734.17 |
S1 |
1,714.28 |
1,714.28 |
1,730.28 |
1,704.22 |
S2 |
1,694.15 |
1,694.15 |
1,726.15 |
|
S3 |
1,649.10 |
1,669.23 |
1,722.02 |
|
S4 |
1,604.05 |
1,624.18 |
1,709.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,738.30 |
1,694.60 |
43.70 |
2.5% |
17.73 |
1.0% |
54% |
False |
False |
5,340 |
10 |
1,764.12 |
1,694.60 |
69.52 |
4.0% |
20.12 |
1.2% |
34% |
False |
False |
5,614 |
20 |
1,764.12 |
1,671.36 |
92.76 |
5.4% |
21.06 |
1.2% |
51% |
False |
False |
5,851 |
40 |
1,764.12 |
1,607.57 |
156.55 |
9.1% |
24.41 |
1.4% |
71% |
False |
False |
5,752 |
60 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
33.57 |
2.0% |
85% |
False |
False |
5,788 |
80 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
31.25 |
1.8% |
85% |
False |
False |
5,904 |
100 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
27.98 |
1.6% |
85% |
False |
False |
6,160 |
120 |
1,764.12 |
1,453.26 |
310.86 |
18.1% |
25.81 |
1.5% |
85% |
False |
False |
6,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.75 |
2.618 |
1,774.45 |
1.618 |
1,755.88 |
1.000 |
1,744.40 |
0.618 |
1,737.31 |
HIGH |
1,725.83 |
0.618 |
1,718.74 |
0.500 |
1,716.55 |
0.382 |
1,714.35 |
LOW |
1,707.26 |
0.618 |
1,695.78 |
1.000 |
1,688.69 |
1.618 |
1,677.21 |
2.618 |
1,658.64 |
4.250 |
1,628.34 |
|
|
Fisher Pivots for day following 28-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,717.70 |
1,716.98 |
PP |
1,717.12 |
1,715.67 |
S1 |
1,716.55 |
1,714.37 |
|