| Trading Metrics calculated at close of trading on 11-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,908.83 |
2,915.46 |
6.63 |
0.2% |
2,815.01 |
| High |
2,932.16 |
2,944.25 |
12.09 |
0.4% |
2,932.16 |
| Low |
2,902.88 |
2,903.44 |
0.56 |
0.0% |
2,797.85 |
| Close |
2,929.80 |
2,930.32 |
0.52 |
0.0% |
2,929.80 |
| Range |
29.28 |
40.81 |
11.53 |
39.4% |
134.31 |
| ATR |
75.95 |
73.44 |
-2.51 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.43 |
3,030.19 |
2,952.77 |
|
| R3 |
3,007.62 |
2,989.38 |
2,941.54 |
|
| R2 |
2,966.81 |
2,966.81 |
2,937.80 |
|
| R1 |
2,948.57 |
2,948.57 |
2,934.06 |
2,957.69 |
| PP |
2,926.00 |
2,926.00 |
2,926.00 |
2,930.57 |
| S1 |
2,907.76 |
2,907.76 |
2,926.58 |
2,916.88 |
| S2 |
2,885.19 |
2,885.19 |
2,922.84 |
|
| S3 |
2,844.38 |
2,866.95 |
2,919.10 |
|
| S4 |
2,803.57 |
2,826.14 |
2,907.87 |
|
|
| 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 |
2,944.25 |
2,847.65 |
96.60 |
3.3% |
34.73 |
1.2% |
86% |
True |
False |
|
| 10 |
2,954.86 |
2,797.85 |
157.01 |
5.4% |
40.91 |
1.4% |
84% |
False |
False |
|
| 20 |
2,954.86 |
2,727.10 |
227.76 |
7.8% |
43.47 |
1.5% |
89% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.0% |
78.25 |
2.7% |
97% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
84.84 |
2.9% |
61% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
70.28 |
2.4% |
61% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
59.52 |
2.0% |
61% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.0% |
52.58 |
1.8% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,117.69 |
|
2.618 |
3,051.09 |
|
1.618 |
3,010.28 |
|
1.000 |
2,985.06 |
|
0.618 |
2,969.47 |
|
HIGH |
2,944.25 |
|
0.618 |
2,928.66 |
|
0.500 |
2,923.85 |
|
0.382 |
2,919.03 |
|
LOW |
2,903.44 |
|
0.618 |
2,878.22 |
|
1.000 |
2,862.63 |
|
1.618 |
2,837.41 |
|
2.618 |
2,796.60 |
|
4.250 |
2,730.00 |
|
|
| Fisher Pivots for day following 11-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.16 |
2,923.67 |
| PP |
2,926.00 |
2,917.02 |
| S1 |
2,923.85 |
2,910.37 |
|