| Trading Metrics calculated at close of trading on 01-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2020 |
01-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,930.91 |
2,869.09 |
-61.82 |
-2.1% |
2,854.65 |
| High |
2,930.91 |
2,869.09 |
-61.82 |
-2.1% |
2,954.86 |
| Low |
2,892.47 |
2,821.61 |
-70.86 |
-2.4% |
2,821.61 |
| Close |
2,912.43 |
2,830.71 |
-81.72 |
-2.8% |
2,830.71 |
| Range |
38.44 |
47.48 |
9.04 |
23.5% |
133.25 |
| ATR |
87.30 |
87.55 |
0.25 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.91 |
2,954.29 |
2,856.82 |
|
| R3 |
2,935.43 |
2,906.81 |
2,843.77 |
|
| R2 |
2,887.95 |
2,887.95 |
2,839.41 |
|
| R1 |
2,859.33 |
2,859.33 |
2,835.06 |
2,849.90 |
| PP |
2,840.47 |
2,840.47 |
2,840.47 |
2,835.76 |
| S1 |
2,811.85 |
2,811.85 |
2,826.36 |
2,802.42 |
| S2 |
2,792.99 |
2,792.99 |
2,822.01 |
|
| S3 |
2,745.51 |
2,764.37 |
2,817.65 |
|
| S4 |
2,698.03 |
2,716.89 |
2,804.60 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,268.81 |
3,183.01 |
2,904.00 |
|
| R3 |
3,135.56 |
3,049.76 |
2,867.35 |
|
| R2 |
3,002.31 |
3,002.31 |
2,855.14 |
|
| R1 |
2,916.51 |
2,916.51 |
2,842.92 |
2,892.79 |
| PP |
2,869.06 |
2,869.06 |
2,869.06 |
2,857.20 |
| S1 |
2,783.26 |
2,783.26 |
2,818.50 |
2,759.54 |
| S2 |
2,735.81 |
2,735.81 |
2,806.28 |
|
| S3 |
2,602.56 |
2,650.01 |
2,794.07 |
|
| S4 |
2,469.31 |
2,516.76 |
2,757.42 |
|
|
| 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 |
2,821.61 |
133.25 |
4.7% |
44.78 |
1.6% |
7% |
False |
True |
|
| 10 |
2,954.86 |
2,727.10 |
227.76 |
8.0% |
47.16 |
1.7% |
45% |
False |
False |
|
| 20 |
2,954.86 |
2,459.96 |
494.90 |
17.5% |
57.20 |
2.0% |
75% |
False |
False |
|
| 40 |
2,985.93 |
2,191.86 |
794.07 |
28.1% |
94.73 |
3.3% |
80% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.5% |
83.29 |
2.9% |
53% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.5% |
69.02 |
2.4% |
53% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.5% |
58.50 |
2.1% |
53% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.5% |
51.57 |
1.8% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,070.88 |
|
2.618 |
2,993.39 |
|
1.618 |
2,945.91 |
|
1.000 |
2,916.57 |
|
0.618 |
2,898.43 |
|
HIGH |
2,869.09 |
|
0.618 |
2,850.95 |
|
0.500 |
2,845.35 |
|
0.382 |
2,839.75 |
|
LOW |
2,821.61 |
|
0.618 |
2,792.27 |
|
1.000 |
2,774.13 |
|
1.618 |
2,744.79 |
|
2.618 |
2,697.31 |
|
4.250 |
2,619.82 |
|
|
| Fisher Pivots for day following 01-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,845.35 |
2,888.24 |
| PP |
2,840.47 |
2,869.06 |
| S1 |
2,835.59 |
2,849.89 |
|