| Trading Metrics calculated at close of trading on 08-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2020 |
08-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,878.26 |
2,908.83 |
30.57 |
1.1% |
2,815.01 |
| High |
2,901.92 |
2,932.16 |
30.24 |
1.0% |
2,932.16 |
| Low |
2,876.48 |
2,902.88 |
26.40 |
0.9% |
2,797.85 |
| Close |
2,881.19 |
2,929.80 |
48.61 |
1.7% |
2,929.80 |
| Range |
25.44 |
29.28 |
3.84 |
15.1% |
134.31 |
| ATR |
77.87 |
75.95 |
-1.92 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,009.45 |
2,998.91 |
2,945.90 |
|
| R3 |
2,980.17 |
2,969.63 |
2,937.85 |
|
| R2 |
2,950.89 |
2,950.89 |
2,935.17 |
|
| R1 |
2,940.35 |
2,940.35 |
2,932.48 |
2,945.62 |
| PP |
2,921.61 |
2,921.61 |
2,921.61 |
2,924.25 |
| S1 |
2,911.07 |
2,911.07 |
2,927.12 |
2,916.34 |
| S2 |
2,892.33 |
2,892.33 |
2,924.43 |
|
| S3 |
2,863.05 |
2,881.79 |
2,921.75 |
|
| S4 |
2,833.77 |
2,852.51 |
2,913.70 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,289.53 |
3,243.98 |
3,003.67 |
|
| R3 |
3,155.22 |
3,109.67 |
2,966.74 |
|
| R2 |
3,020.91 |
3,020.91 |
2,954.42 |
|
| R1 |
2,975.36 |
2,975.36 |
2,942.11 |
2,998.14 |
| PP |
2,886.60 |
2,886.60 |
2,886.60 |
2,897.99 |
| S1 |
2,841.05 |
2,841.05 |
2,917.49 |
2,863.83 |
| S2 |
2,752.29 |
2,752.29 |
2,905.18 |
|
| S3 |
2,617.98 |
2,706.74 |
2,892.86 |
|
| S4 |
2,483.67 |
2,572.43 |
2,855.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,932.16 |
2,797.85 |
134.31 |
4.6% |
35.85 |
1.2% |
98% |
True |
False |
|
| 10 |
2,954.86 |
2,797.85 |
157.01 |
5.4% |
40.31 |
1.4% |
84% |
False |
False |
|
| 20 |
2,954.86 |
2,721.17 |
233.69 |
8.0% |
44.49 |
1.5% |
89% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.0% |
82.69 |
2.8% |
97% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
84.57 |
2.9% |
61% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
69.99 |
2.4% |
61% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
59.25 |
2.0% |
61% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
52.37 |
1.8% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.60 |
|
2.618 |
3,008.82 |
|
1.618 |
2,979.54 |
|
1.000 |
2,961.44 |
|
0.618 |
2,950.26 |
|
HIGH |
2,932.16 |
|
0.618 |
2,920.98 |
|
0.500 |
2,917.52 |
|
0.382 |
2,914.06 |
|
LOW |
2,902.88 |
|
0.618 |
2,884.78 |
|
1.000 |
2,873.60 |
|
1.618 |
2,855.50 |
|
2.618 |
2,826.22 |
|
4.250 |
2,778.44 |
|
|
| Fisher Pivots for day following 08-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.71 |
2,916.50 |
| PP |
2,921.61 |
2,903.20 |
| S1 |
2,917.52 |
2,889.91 |
|