| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,865.86 |
2,794.54 |
-71.32 |
-2.5% |
2,815.01 |
| High |
2,874.14 |
2,852.80 |
-21.34 |
-0.7% |
2,932.16 |
| Low |
2,793.15 |
2,766.64 |
-26.51 |
-0.9% |
2,797.85 |
| Close |
2,820.00 |
2,852.50 |
32.50 |
1.2% |
2,929.80 |
| Range |
80.99 |
86.16 |
5.17 |
6.4% |
134.31 |
| ATR |
74.16 |
75.02 |
0.86 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.46 |
3,053.64 |
2,899.89 |
|
| R3 |
2,996.30 |
2,967.48 |
2,876.19 |
|
| R2 |
2,910.14 |
2,910.14 |
2,868.30 |
|
| R1 |
2,881.32 |
2,881.32 |
2,860.40 |
2,895.73 |
| PP |
2,823.98 |
2,823.98 |
2,823.98 |
2,831.19 |
| S1 |
2,795.16 |
2,795.16 |
2,844.60 |
2,809.57 |
| S2 |
2,737.82 |
2,737.82 |
2,836.70 |
|
| S3 |
2,651.66 |
2,709.00 |
2,828.81 |
|
| S4 |
2,565.50 |
2,622.84 |
2,805.11 |
|
|
| 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 |
2,766.64 |
179.18 |
6.3% |
62.69 |
2.2% |
48% |
False |
True |
|
| 10 |
2,945.82 |
2,766.64 |
179.18 |
6.3% |
51.09 |
1.8% |
48% |
False |
True |
|
| 20 |
2,954.86 |
2,727.10 |
227.76 |
8.0% |
49.17 |
1.7% |
55% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.7% |
70.78 |
2.5% |
87% |
False |
False |
|
| 60 |
3,389.15 |
2,191.86 |
1,197.29 |
42.0% |
88.09 |
3.1% |
55% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.1% |
72.84 |
2.6% |
55% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.1% |
61.67 |
2.2% |
55% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.1% |
54.16 |
1.9% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,218.98 |
|
2.618 |
3,078.37 |
|
1.618 |
2,992.21 |
|
1.000 |
2,938.96 |
|
0.618 |
2,906.05 |
|
HIGH |
2,852.80 |
|
0.618 |
2,819.89 |
|
0.500 |
2,809.72 |
|
0.382 |
2,799.55 |
|
LOW |
2,766.64 |
|
0.618 |
2,713.39 |
|
1.000 |
2,680.48 |
|
1.618 |
2,627.23 |
|
2.618 |
2,541.07 |
|
4.250 |
2,400.46 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.24 |
2,856.23 |
| PP |
2,823.98 |
2,854.99 |
| S1 |
2,809.72 |
2,853.74 |
|