| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,953.63 |
2,969.95 |
16.32 |
0.6% |
2,915.46 |
| High |
2,980.29 |
2,978.50 |
-1.79 |
-0.1% |
2,945.82 |
| Low |
2,953.63 |
2,938.57 |
-15.06 |
-0.5% |
2,766.64 |
| Close |
2,971.61 |
2,948.51 |
-23.10 |
-0.8% |
2,863.70 |
| Range |
26.66 |
39.93 |
13.27 |
49.8% |
179.18 |
| ATR |
71.83 |
69.55 |
-2.28 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,074.98 |
3,051.68 |
2,970.47 |
|
| R3 |
3,035.05 |
3,011.75 |
2,959.49 |
|
| R2 |
2,995.12 |
2,995.12 |
2,955.83 |
|
| R1 |
2,971.82 |
2,971.82 |
2,952.17 |
2,963.51 |
| PP |
2,955.19 |
2,955.19 |
2,955.19 |
2,951.04 |
| S1 |
2,931.89 |
2,931.89 |
2,944.85 |
2,923.58 |
| S2 |
2,915.26 |
2,915.26 |
2,941.19 |
|
| S3 |
2,875.33 |
2,891.96 |
2,937.53 |
|
| S4 |
2,835.40 |
2,852.03 |
2,926.55 |
|
|
| 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 |
2,980.29 |
2,816.78 |
163.51 |
5.5% |
42.17 |
1.4% |
81% |
False |
False |
|
| 10 |
2,980.29 |
2,766.64 |
213.65 |
7.2% |
52.43 |
1.8% |
85% |
False |
False |
|
| 20 |
2,980.29 |
2,766.64 |
213.65 |
7.2% |
47.46 |
1.6% |
85% |
False |
False |
|
| 40 |
2,980.29 |
2,447.49 |
532.80 |
18.1% |
58.99 |
2.0% |
94% |
False |
False |
|
| 60 |
3,136.39 |
2,191.86 |
944.53 |
32.0% |
86.17 |
2.9% |
80% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
40.8% |
73.58 |
2.5% |
63% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
40.8% |
63.31 |
2.1% |
63% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
40.8% |
55.34 |
1.9% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,148.20 |
|
2.618 |
3,083.04 |
|
1.618 |
3,043.11 |
|
1.000 |
3,018.43 |
|
0.618 |
3,003.18 |
|
HIGH |
2,978.50 |
|
0.618 |
2,963.25 |
|
0.500 |
2,958.54 |
|
0.382 |
2,953.82 |
|
LOW |
2,938.57 |
|
0.618 |
2,913.89 |
|
1.000 |
2,898.64 |
|
1.618 |
2,873.96 |
|
2.618 |
2,834.03 |
|
4.250 |
2,768.87 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,958.54 |
2,951.35 |
| PP |
2,955.19 |
2,950.40 |
| S1 |
2,951.85 |
2,949.46 |
|