| Trading Metrics calculated at close of trading on 04-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2020 |
04-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,869.09 |
2,815.01 |
-54.08 |
-1.9% |
2,854.65 |
| High |
2,869.09 |
2,844.24 |
-24.85 |
-0.9% |
2,954.86 |
| Low |
2,821.61 |
2,797.85 |
-23.76 |
-0.8% |
2,821.61 |
| Close |
2,830.71 |
2,842.74 |
12.03 |
0.4% |
2,830.71 |
| Range |
47.48 |
46.39 |
-1.09 |
-2.3% |
133.25 |
| ATR |
87.55 |
84.61 |
-2.94 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.45 |
2,951.48 |
2,868.25 |
|
| R3 |
2,921.06 |
2,905.09 |
2,855.50 |
|
| R2 |
2,874.67 |
2,874.67 |
2,851.24 |
|
| R1 |
2,858.70 |
2,858.70 |
2,846.99 |
2,866.69 |
| PP |
2,828.28 |
2,828.28 |
2,828.28 |
2,832.27 |
| S1 |
2,812.31 |
2,812.31 |
2,838.49 |
2,820.30 |
| S2 |
2,781.89 |
2,781.89 |
2,834.24 |
|
| S3 |
2,735.50 |
2,765.92 |
2,829.98 |
|
| S4 |
2,689.11 |
2,719.53 |
2,817.23 |
|
|
| 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 |
2,797.85 |
157.01 |
5.5% |
47.09 |
1.7% |
29% |
False |
True |
|
| 10 |
2,954.86 |
2,727.10 |
227.76 |
8.0% |
46.95 |
1.7% |
51% |
False |
False |
|
| 20 |
2,954.86 |
2,574.57 |
380.29 |
13.4% |
55.60 |
2.0% |
71% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.8% |
93.78 |
3.3% |
85% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.3% |
83.83 |
2.9% |
54% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.3% |
69.22 |
2.4% |
54% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.3% |
58.83 |
2.1% |
54% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.3% |
51.80 |
1.8% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.40 |
|
2.618 |
2,965.69 |
|
1.618 |
2,919.30 |
|
1.000 |
2,890.63 |
|
0.618 |
2,872.91 |
|
HIGH |
2,844.24 |
|
0.618 |
2,826.52 |
|
0.500 |
2,821.05 |
|
0.382 |
2,815.57 |
|
LOW |
2,797.85 |
|
0.618 |
2,769.18 |
|
1.000 |
2,751.46 |
|
1.618 |
2,722.79 |
|
2.618 |
2,676.40 |
|
4.250 |
2,600.69 |
|
|
| Fisher Pivots for day following 04-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.51 |
2,864.38 |
| PP |
2,828.28 |
2,857.17 |
| S1 |
2,821.05 |
2,849.95 |
|