| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,829.95 |
2,913.86 |
83.91 |
3.0% |
2,915.46 |
| High |
2,865.01 |
2,968.09 |
103.08 |
3.6% |
2,945.82 |
| Low |
2,816.78 |
2,913.86 |
97.08 |
3.4% |
2,766.64 |
| Close |
2,863.70 |
2,953.91 |
90.21 |
3.2% |
2,863.70 |
| Range |
48.23 |
54.23 |
6.00 |
12.4% |
179.18 |
| ATR |
73.11 |
75.34 |
2.23 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.98 |
3,085.17 |
2,983.74 |
|
| R3 |
3,053.75 |
3,030.94 |
2,968.82 |
|
| R2 |
2,999.52 |
2,999.52 |
2,963.85 |
|
| R1 |
2,976.71 |
2,976.71 |
2,958.88 |
2,988.12 |
| PP |
2,945.29 |
2,945.29 |
2,945.29 |
2,950.99 |
| S1 |
2,922.48 |
2,922.48 |
2,948.94 |
2,933.89 |
| S2 |
2,891.06 |
2,891.06 |
2,943.97 |
|
| S3 |
2,836.83 |
2,868.25 |
2,939.00 |
|
| S4 |
2,782.60 |
2,814.02 |
2,924.08 |
|
|
| 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 |
2,968.09 |
2,766.64 |
201.45 |
6.8% |
69.17 |
2.3% |
93% |
True |
False |
|
| 10 |
2,968.09 |
2,766.64 |
201.45 |
6.8% |
51.95 |
1.8% |
93% |
True |
False |
|
| 20 |
2,968.09 |
2,727.10 |
240.99 |
8.2% |
49.45 |
1.7% |
94% |
True |
False |
|
| 40 |
2,968.09 |
2,191.86 |
776.23 |
26.3% |
65.73 |
2.2% |
98% |
True |
False |
|
| 60 |
3,259.81 |
2,191.86 |
1,067.95 |
36.2% |
88.46 |
3.0% |
71% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
40.7% |
73.59 |
2.5% |
63% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
40.7% |
62.55 |
2.1% |
63% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
40.7% |
54.77 |
1.9% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.57 |
|
2.618 |
3,110.06 |
|
1.618 |
3,055.83 |
|
1.000 |
3,022.32 |
|
0.618 |
3,001.60 |
|
HIGH |
2,968.09 |
|
0.618 |
2,947.37 |
|
0.500 |
2,940.98 |
|
0.382 |
2,934.58 |
|
LOW |
2,913.86 |
|
0.618 |
2,880.35 |
|
1.000 |
2,859.63 |
|
1.618 |
2,826.12 |
|
2.618 |
2,771.89 |
|
4.250 |
2,683.38 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,949.60 |
2,925.06 |
| PP |
2,945.29 |
2,896.21 |
| S1 |
2,940.98 |
2,867.37 |
|