| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,868.88 |
2,883.14 |
14.26 |
0.5% |
2,854.65 |
| High |
2,898.23 |
2,891.11 |
-7.12 |
-0.2% |
2,954.86 |
| Low |
2,863.55 |
2,847.65 |
-15.90 |
-0.6% |
2,821.61 |
| Close |
2,868.44 |
2,848.42 |
-20.02 |
-0.7% |
2,830.71 |
| Range |
34.68 |
43.46 |
8.78 |
25.3% |
133.25 |
| ATR |
82.53 |
79.74 |
-2.79 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,992.77 |
2,964.06 |
2,872.32 |
|
| R3 |
2,949.31 |
2,920.60 |
2,860.37 |
|
| R2 |
2,905.85 |
2,905.85 |
2,856.39 |
|
| R1 |
2,877.14 |
2,877.14 |
2,852.40 |
2,869.77 |
| PP |
2,862.39 |
2,862.39 |
2,862.39 |
2,858.71 |
| S1 |
2,833.68 |
2,833.68 |
2,844.44 |
2,826.31 |
| S2 |
2,818.93 |
2,818.93 |
2,840.45 |
|
| S3 |
2,775.47 |
2,790.22 |
2,836.47 |
|
| S4 |
2,732.01 |
2,746.76 |
2,824.52 |
|
|
| 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 |
2,930.91 |
2,797.85 |
133.06 |
4.7% |
42.09 |
1.5% |
38% |
False |
False |
|
| 10 |
2,954.86 |
2,791.76 |
163.10 |
5.7% |
45.00 |
1.6% |
35% |
False |
False |
|
| 20 |
2,954.86 |
2,663.30 |
291.56 |
10.2% |
49.44 |
1.7% |
63% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.8% |
88.78 |
3.1% |
86% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
84.24 |
3.0% |
55% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
69.77 |
2.4% |
55% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
59.34 |
2.1% |
55% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
52.20 |
1.8% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,075.82 |
|
2.618 |
3,004.89 |
|
1.618 |
2,961.43 |
|
1.000 |
2,934.57 |
|
0.618 |
2,917.97 |
|
HIGH |
2,891.11 |
|
0.618 |
2,874.51 |
|
0.500 |
2,869.38 |
|
0.382 |
2,864.25 |
|
LOW |
2,847.65 |
|
0.618 |
2,820.79 |
|
1.000 |
2,804.19 |
|
1.618 |
2,777.33 |
|
2.618 |
2,733.87 |
|
4.250 |
2,662.95 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.38 |
2,848.29 |
| PP |
2,862.39 |
2,848.17 |
| S1 |
2,855.41 |
2,848.04 |
|