| Trading Metrics calculated at close of trading on 05-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2020 |
05-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,815.01 |
2,868.88 |
53.87 |
1.9% |
2,854.65 |
| High |
2,844.24 |
2,898.23 |
53.99 |
1.9% |
2,954.86 |
| Low |
2,797.85 |
2,863.55 |
65.70 |
2.3% |
2,821.61 |
| Close |
2,842.74 |
2,868.44 |
25.70 |
0.9% |
2,830.71 |
| Range |
46.39 |
34.68 |
-11.71 |
-25.2% |
133.25 |
| ATR |
84.61 |
82.53 |
-2.08 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.78 |
2,959.29 |
2,887.51 |
|
| R3 |
2,946.10 |
2,924.61 |
2,877.98 |
|
| R2 |
2,911.42 |
2,911.42 |
2,874.80 |
|
| R1 |
2,889.93 |
2,889.93 |
2,871.62 |
2,883.34 |
| PP |
2,876.74 |
2,876.74 |
2,876.74 |
2,873.44 |
| S1 |
2,855.25 |
2,855.25 |
2,865.26 |
2,848.66 |
| S2 |
2,842.06 |
2,842.06 |
2,862.08 |
|
| S3 |
2,807.38 |
2,820.57 |
2,858.90 |
|
| S4 |
2,772.70 |
2,785.89 |
2,849.37 |
|
|
| 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% |
41.94 |
1.5% |
45% |
False |
False |
|
| 10 |
2,954.86 |
2,775.95 |
178.91 |
6.2% |
44.57 |
1.6% |
52% |
False |
False |
|
| 20 |
2,954.86 |
2,657.67 |
297.19 |
10.4% |
52.22 |
1.8% |
71% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.6% |
91.41 |
3.2% |
89% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
84.09 |
2.9% |
56% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
69.50 |
2.4% |
56% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
59.01 |
2.1% |
56% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
51.98 |
1.8% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.62 |
|
2.618 |
2,989.02 |
|
1.618 |
2,954.34 |
|
1.000 |
2,932.91 |
|
0.618 |
2,919.66 |
|
HIGH |
2,898.23 |
|
0.618 |
2,884.98 |
|
0.500 |
2,880.89 |
|
0.382 |
2,876.80 |
|
LOW |
2,863.55 |
|
0.618 |
2,842.12 |
|
1.000 |
2,828.87 |
|
1.618 |
2,807.44 |
|
2.618 |
2,772.76 |
|
4.250 |
2,716.16 |
|
|
| Fisher Pivots for day following 05-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.89 |
2,861.64 |
| PP |
2,876.74 |
2,854.84 |
| S1 |
2,872.59 |
2,848.04 |
|