| Trading Metrics calculated at close of trading on 04-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2020 |
04-May-2020 |
Change |
Change % |
Previous Week |
| Open |
8,821.71 |
8,743.89 |
-77.82 |
-0.9% |
7,535.40 |
| High |
9,065.31 |
9,198.67 |
133.36 |
1.5% |
9,460.63 |
| Low |
8,595.02 |
8,537.79 |
-57.23 |
-0.7% |
7,451.23 |
| Close |
8,743.71 |
8,930.26 |
186.55 |
2.1% |
8,743.71 |
| Range |
470.29 |
660.88 |
190.59 |
40.5% |
2,009.40 |
| ATR |
531.85 |
541.06 |
9.22 |
1.7% |
0.00 |
| Volume |
57,359 |
48,876 |
-8,483 |
-14.8% |
466,439 |
|
| Daily Pivots for day following 04-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,871.55 |
10,561.78 |
9,293.74 |
|
| R3 |
10,210.67 |
9,900.90 |
9,112.00 |
|
| R2 |
9,549.79 |
9,549.79 |
9,051.42 |
|
| R1 |
9,240.02 |
9,240.02 |
8,990.84 |
9,394.91 |
| PP |
8,888.91 |
8,888.91 |
8,888.91 |
8,966.35 |
| S1 |
8,579.14 |
8,579.14 |
8,869.68 |
8,734.03 |
| S2 |
8,228.03 |
8,228.03 |
8,809.10 |
|
| S3 |
7,567.15 |
7,918.26 |
8,748.52 |
|
| S4 |
6,906.27 |
7,257.38 |
8,566.78 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,580.06 |
13,671.28 |
9,848.88 |
|
| R3 |
12,570.66 |
11,661.88 |
9,296.30 |
|
| R2 |
10,561.26 |
10,561.26 |
9,112.10 |
|
| R1 |
9,652.48 |
9,652.48 |
8,927.91 |
10,106.87 |
| PP |
8,551.86 |
8,551.86 |
8,551.86 |
8,779.05 |
| S1 |
7,643.08 |
7,643.08 |
8,559.52 |
8,097.47 |
| S2 |
6,542.46 |
6,542.46 |
8,375.32 |
|
| S3 |
4,533.06 |
5,633.68 |
8,191.13 |
|
| S4 |
2,523.66 |
3,624.28 |
7,638.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,460.63 |
7,673.69 |
1,786.94 |
20.0% |
701.26 |
7.9% |
70% |
False |
False |
95,261 |
| 10 |
9,460.63 |
6,778.33 |
2,682.30 |
30.0% |
523.06 |
5.9% |
80% |
False |
False |
69,759 |
| 20 |
9,460.63 |
6,485.16 |
2,975.47 |
33.3% |
460.40 |
5.2% |
82% |
False |
False |
61,209 |
| 40 |
9,460.63 |
3,925.27 |
5,535.36 |
62.0% |
631.72 |
7.1% |
90% |
False |
False |
92,229 |
| 60 |
10,499.36 |
3,925.27 |
6,574.09 |
73.6% |
593.34 |
6.6% |
76% |
False |
False |
73,073 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
73.6% |
543.75 |
6.1% |
76% |
False |
False |
64,849 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
73.6% |
506.02 |
5.7% |
76% |
False |
False |
58,636 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
73.6% |
488.96 |
5.5% |
76% |
False |
False |
55,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,007.41 |
|
2.618 |
10,928.85 |
|
1.618 |
10,267.97 |
|
1.000 |
9,859.55 |
|
0.618 |
9,607.09 |
|
HIGH |
9,198.67 |
|
0.618 |
8,946.21 |
|
0.500 |
8,868.23 |
|
0.382 |
8,790.25 |
|
LOW |
8,537.79 |
|
0.618 |
8,129.37 |
|
1.000 |
7,876.91 |
|
1.618 |
7,468.49 |
|
2.618 |
6,807.61 |
|
4.250 |
5,729.05 |
|
|
| Fisher Pivots for day following 04-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,909.58 |
8,937.48 |
| PP |
8,888.91 |
8,935.07 |
| S1 |
8,868.23 |
8,932.67 |
|