| Trading Metrics calculated at close of trading on 13-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,939.50 |
2,865.86 |
-73.64 |
-2.5% |
2,815.01 |
| High |
2,945.82 |
2,874.14 |
-71.68 |
-2.4% |
2,932.16 |
| Low |
2,869.59 |
2,793.15 |
-76.44 |
-2.7% |
2,797.85 |
| Close |
2,870.12 |
2,820.00 |
-50.12 |
-1.7% |
2,929.80 |
| Range |
76.23 |
80.99 |
4.76 |
6.2% |
134.31 |
| ATR |
73.64 |
74.16 |
0.53 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.07 |
3,027.02 |
2,864.54 |
|
| R3 |
2,991.08 |
2,946.03 |
2,842.27 |
|
| R2 |
2,910.09 |
2,910.09 |
2,834.85 |
|
| R1 |
2,865.04 |
2,865.04 |
2,827.42 |
2,847.07 |
| PP |
2,829.10 |
2,829.10 |
2,829.10 |
2,820.11 |
| S1 |
2,784.05 |
2,784.05 |
2,812.58 |
2,766.08 |
| S2 |
2,748.11 |
2,748.11 |
2,805.15 |
|
| S3 |
2,667.12 |
2,703.06 |
2,797.73 |
|
| S4 |
2,586.13 |
2,622.07 |
2,775.46 |
|
|
| 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 |
2,793.15 |
152.67 |
5.4% |
50.55 |
1.8% |
18% |
False |
True |
|
| 10 |
2,945.82 |
2,793.15 |
152.67 |
5.4% |
46.32 |
1.6% |
18% |
False |
True |
|
| 20 |
2,954.86 |
2,727.10 |
227.76 |
8.1% |
46.97 |
1.7% |
41% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
27.1% |
72.96 |
2.6% |
82% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
86.90 |
3.1% |
52% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
71.93 |
2.6% |
52% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
60.94 |
2.2% |
52% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
53.67 |
1.9% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.35 |
|
2.618 |
3,086.17 |
|
1.618 |
3,005.18 |
|
1.000 |
2,955.13 |
|
0.618 |
2,924.19 |
|
HIGH |
2,874.14 |
|
0.618 |
2,843.20 |
|
0.500 |
2,833.65 |
|
0.382 |
2,824.09 |
|
LOW |
2,793.15 |
|
0.618 |
2,743.10 |
|
1.000 |
2,712.16 |
|
1.618 |
2,662.11 |
|
2.618 |
2,581.12 |
|
4.250 |
2,448.94 |
|
|
| Fisher Pivots for day following 13-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,833.65 |
2,869.49 |
| PP |
2,829.10 |
2,852.99 |
| S1 |
2,824.55 |
2,836.50 |
|