| Trading Metrics calculated at close of trading on 30-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2020 |
30-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,918.46 |
2,930.91 |
12.45 |
0.4% |
2,845.62 |
| High |
2,954.86 |
2,930.91 |
-23.95 |
-0.8% |
2,868.98 |
| Low |
2,912.16 |
2,892.47 |
-19.69 |
-0.7% |
2,727.10 |
| Close |
2,939.51 |
2,912.43 |
-27.08 |
-0.9% |
2,836.74 |
| Range |
42.70 |
38.44 |
-4.26 |
-10.0% |
141.88 |
| ATR |
90.40 |
87.30 |
-3.10 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.26 |
3,008.28 |
2,933.57 |
|
| R3 |
2,988.82 |
2,969.84 |
2,923.00 |
|
| R2 |
2,950.38 |
2,950.38 |
2,919.48 |
|
| R1 |
2,931.40 |
2,931.40 |
2,915.95 |
2,921.67 |
| PP |
2,911.94 |
2,911.94 |
2,911.94 |
2,907.07 |
| S1 |
2,892.96 |
2,892.96 |
2,908.91 |
2,883.23 |
| S2 |
2,873.50 |
2,873.50 |
2,905.38 |
|
| S3 |
2,835.06 |
2,854.52 |
2,901.86 |
|
| S4 |
2,796.62 |
2,816.08 |
2,891.29 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.58 |
3,178.54 |
2,914.77 |
|
| R3 |
3,094.70 |
3,036.66 |
2,875.76 |
|
| R2 |
2,952.82 |
2,952.82 |
2,862.75 |
|
| R1 |
2,894.78 |
2,894.78 |
2,849.75 |
2,852.86 |
| PP |
2,810.94 |
2,810.94 |
2,810.94 |
2,789.98 |
| S1 |
2,752.90 |
2,752.90 |
2,823.73 |
2,710.98 |
| S2 |
2,669.06 |
2,669.06 |
2,810.73 |
|
| S3 |
2,527.18 |
2,611.02 |
2,797.72 |
|
| S4 |
2,385.30 |
2,469.14 |
2,758.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,954.86 |
2,791.76 |
163.10 |
5.6% |
45.47 |
1.6% |
74% |
False |
False |
|
| 10 |
2,954.86 |
2,727.10 |
227.76 |
7.8% |
47.25 |
1.6% |
81% |
False |
False |
|
| 20 |
2,954.86 |
2,455.79 |
499.07 |
17.1% |
58.68 |
2.0% |
91% |
False |
False |
|
| 40 |
3,083.04 |
2,191.86 |
891.18 |
30.6% |
95.62 |
3.3% |
81% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.3% |
82.89 |
2.8% |
60% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.3% |
68.58 |
2.4% |
60% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.3% |
58.18 |
2.0% |
60% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.3% |
51.32 |
1.8% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,094.28 |
|
2.618 |
3,031.55 |
|
1.618 |
2,993.11 |
|
1.000 |
2,969.35 |
|
0.618 |
2,954.67 |
|
HIGH |
2,930.91 |
|
0.618 |
2,916.23 |
|
0.500 |
2,911.69 |
|
0.382 |
2,907.15 |
|
LOW |
2,892.47 |
|
0.618 |
2,868.71 |
|
1.000 |
2,854.03 |
|
1.618 |
2,830.27 |
|
2.618 |
2,791.83 |
|
4.250 |
2,729.10 |
|
|
| Fisher Pivots for day following 30-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.18 |
2,910.88 |
| PP |
2,911.94 |
2,909.33 |
| S1 |
2,911.69 |
2,907.79 |
|