| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,794.54 |
2,829.95 |
35.41 |
1.3% |
2,915.46 |
| High |
2,852.80 |
2,865.01 |
12.21 |
0.4% |
2,945.82 |
| Low |
2,766.64 |
2,816.78 |
50.14 |
1.8% |
2,766.64 |
| Close |
2,852.50 |
2,863.70 |
11.20 |
0.4% |
2,863.70 |
| Range |
86.16 |
48.23 |
-37.93 |
-44.0% |
179.18 |
| ATR |
75.02 |
73.11 |
-1.91 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.19 |
2,976.67 |
2,890.23 |
|
| R3 |
2,944.96 |
2,928.44 |
2,876.96 |
|
| R2 |
2,896.73 |
2,896.73 |
2,872.54 |
|
| R1 |
2,880.21 |
2,880.21 |
2,868.12 |
2,888.47 |
| PP |
2,848.50 |
2,848.50 |
2,848.50 |
2,852.63 |
| S1 |
2,831.98 |
2,831.98 |
2,859.28 |
2,840.24 |
| S2 |
2,800.27 |
2,800.27 |
2,854.86 |
|
| S3 |
2,752.04 |
2,783.75 |
2,850.44 |
|
| S4 |
2,703.81 |
2,735.52 |
2,837.17 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.26 |
3,309.16 |
2,962.25 |
|
| R3 |
3,217.08 |
3,129.98 |
2,912.97 |
|
| R2 |
3,037.90 |
3,037.90 |
2,896.55 |
|
| R1 |
2,950.80 |
2,950.80 |
2,880.12 |
2,904.76 |
| PP |
2,858.72 |
2,858.72 |
2,858.72 |
2,835.70 |
| S1 |
2,771.62 |
2,771.62 |
2,847.28 |
2,725.58 |
| S2 |
2,679.54 |
2,679.54 |
2,830.85 |
|
| S3 |
2,500.36 |
2,592.44 |
2,814.43 |
|
| S4 |
2,321.18 |
2,413.26 |
2,765.15 |
|
|
| 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% |
66.48 |
2.3% |
54% |
False |
False |
|
| 10 |
2,945.82 |
2,766.64 |
179.18 |
6.3% |
51.17 |
1.8% |
54% |
False |
False |
|
| 20 |
2,954.86 |
2,727.10 |
227.76 |
8.0% |
49.16 |
1.7% |
60% |
False |
False |
|
| 40 |
2,954.86 |
2,191.86 |
763.00 |
26.6% |
68.31 |
2.4% |
88% |
False |
False |
|
| 60 |
3,360.76 |
2,191.86 |
1,168.90 |
40.8% |
88.09 |
3.1% |
57% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.0% |
73.22 |
2.6% |
56% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.0% |
62.06 |
2.2% |
56% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.0% |
54.43 |
1.9% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.99 |
|
2.618 |
2,991.28 |
|
1.618 |
2,943.05 |
|
1.000 |
2,913.24 |
|
0.618 |
2,894.82 |
|
HIGH |
2,865.01 |
|
0.618 |
2,846.59 |
|
0.500 |
2,840.90 |
|
0.382 |
2,835.20 |
|
LOW |
2,816.78 |
|
0.618 |
2,786.97 |
|
1.000 |
2,768.55 |
|
1.618 |
2,738.74 |
|
2.618 |
2,690.51 |
|
4.250 |
2,611.80 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,856.10 |
2,849.26 |
| PP |
2,848.50 |
2,834.83 |
| S1 |
2,840.90 |
2,820.39 |
|