| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,915.46 |
2,939.50 |
24.04 |
0.8% |
2,815.01 |
| High |
2,944.25 |
2,945.82 |
1.57 |
0.1% |
2,932.16 |
| Low |
2,903.44 |
2,869.59 |
-33.85 |
-1.2% |
2,797.85 |
| Close |
2,930.32 |
2,870.12 |
-60.20 |
-2.1% |
2,929.80 |
| Range |
40.81 |
76.23 |
35.42 |
86.8% |
134.31 |
| ATR |
73.44 |
73.64 |
0.20 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.87 |
3,073.22 |
2,912.05 |
|
| R3 |
3,047.64 |
2,996.99 |
2,891.08 |
|
| R2 |
2,971.41 |
2,971.41 |
2,884.10 |
|
| R1 |
2,920.76 |
2,920.76 |
2,877.11 |
2,907.97 |
| PP |
2,895.18 |
2,895.18 |
2,895.18 |
2,888.78 |
| S1 |
2,844.53 |
2,844.53 |
2,863.13 |
2,831.74 |
| S2 |
2,818.95 |
2,818.95 |
2,856.14 |
|
| S3 |
2,742.72 |
2,768.30 |
2,849.16 |
|
| S4 |
2,666.49 |
2,692.07 |
2,828.19 |
|
|
| 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 |
2,945.82 |
2,847.65 |
98.17 |
3.4% |
43.04 |
1.5% |
23% |
True |
False |
|
| 10 |
2,954.86 |
2,797.85 |
157.01 |
5.5% |
42.49 |
1.5% |
46% |
False |
False |
|
| 20 |
2,954.86 |
2,727.10 |
227.76 |
7.9% |
44.94 |
1.6% |
63% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.6% |
75.60 |
2.6% |
89% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
85.87 |
3.0% |
56% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
71.05 |
2.5% |
56% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
60.21 |
2.1% |
56% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.9% |
53.11 |
1.9% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.80 |
|
2.618 |
3,145.39 |
|
1.618 |
3,069.16 |
|
1.000 |
3,022.05 |
|
0.618 |
2,992.93 |
|
HIGH |
2,945.82 |
|
0.618 |
2,916.70 |
|
0.500 |
2,907.71 |
|
0.382 |
2,898.71 |
|
LOW |
2,869.59 |
|
0.618 |
2,822.48 |
|
1.000 |
2,793.36 |
|
1.618 |
2,746.25 |
|
2.618 |
2,670.02 |
|
4.250 |
2,545.61 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.71 |
2,907.71 |
| PP |
2,895.18 |
2,895.18 |
| S1 |
2,882.65 |
2,882.65 |
|