| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
8,934.08 |
8,955.94 |
21.86 |
0.2% |
7,535.40 |
| High |
9,119.80 |
9,394.25 |
274.45 |
3.0% |
9,460.63 |
| Low |
8,792.58 |
8,924.35 |
131.77 |
1.5% |
7,451.23 |
| Close |
8,955.94 |
9,247.68 |
291.74 |
3.3% |
8,743.71 |
| Range |
327.22 |
469.90 |
142.68 |
43.6% |
2,009.40 |
| ATR |
525.79 |
521.80 |
-3.99 |
-0.8% |
0.00 |
| Volume |
47,938 |
90,622 |
42,684 |
89.0% |
466,439 |
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,598.46 |
10,392.97 |
9,506.13 |
|
| R3 |
10,128.56 |
9,923.07 |
9,376.90 |
|
| R2 |
9,658.66 |
9,658.66 |
9,333.83 |
|
| R1 |
9,453.17 |
9,453.17 |
9,290.75 |
9,555.92 |
| PP |
9,188.76 |
9,188.76 |
9,188.76 |
9,240.13 |
| S1 |
8,983.27 |
8,983.27 |
9,204.61 |
9,086.02 |
| S2 |
8,718.86 |
8,718.86 |
9,161.53 |
|
| S3 |
8,248.96 |
8,513.37 |
9,118.46 |
|
| S4 |
7,779.06 |
8,043.47 |
8,989.24 |
|
|
| 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 |
8,414.32 |
1,046.31 |
11.3% |
594.92 |
6.4% |
80% |
False |
False |
76,731 |
| 10 |
9,460.63 |
7,041.44 |
2,419.19 |
26.2% |
553.22 |
6.0% |
91% |
False |
False |
76,570 |
| 20 |
9,460.63 |
6,485.16 |
2,975.47 |
32.2% |
464.79 |
5.0% |
93% |
False |
False |
62,613 |
| 40 |
9,460.63 |
3,925.27 |
5,535.36 |
59.9% |
630.50 |
6.8% |
96% |
False |
False |
93,612 |
| 60 |
10,499.36 |
3,925.27 |
6,574.09 |
71.1% |
591.77 |
6.4% |
81% |
False |
False |
73,596 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
71.1% |
540.63 |
5.8% |
81% |
False |
False |
64,444 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
71.1% |
502.85 |
5.4% |
81% |
False |
False |
58,953 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
71.1% |
492.33 |
5.3% |
81% |
False |
False |
55,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,391.33 |
|
2.618 |
10,624.45 |
|
1.618 |
10,154.55 |
|
1.000 |
9,864.15 |
|
0.618 |
9,684.65 |
|
HIGH |
9,394.25 |
|
0.618 |
9,214.75 |
|
0.500 |
9,159.30 |
|
0.382 |
9,103.85 |
|
LOW |
8,924.35 |
|
0.618 |
8,633.95 |
|
1.000 |
8,454.45 |
|
1.618 |
8,164.05 |
|
2.618 |
7,694.15 |
|
4.250 |
6,927.28 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,218.22 |
9,153.79 |
| PP |
9,188.76 |
9,059.91 |
| S1 |
9,159.30 |
8,966.02 |
|