| Trading Metrics calculated at close of trading on 07-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
| Open |
8,955.94 |
9,247.68 |
291.74 |
3.3% |
7,535.40 |
| High |
9,394.25 |
9,956.52 |
562.27 |
6.0% |
9,460.63 |
| Low |
8,924.35 |
9,055.27 |
130.92 |
1.5% |
7,451.23 |
| Close |
9,247.68 |
9,801.60 |
553.92 |
6.0% |
8,743.71 |
| Range |
469.90 |
901.25 |
431.35 |
91.8% |
2,009.40 |
| ATR |
521.80 |
548.90 |
27.10 |
5.2% |
0.00 |
| Volume |
90,622 |
157,636 |
67,014 |
73.9% |
466,439 |
|
| Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,308.21 |
11,956.16 |
10,297.29 |
|
| R3 |
11,406.96 |
11,054.91 |
10,049.44 |
|
| R2 |
10,505.71 |
10,505.71 |
9,966.83 |
|
| R1 |
10,153.66 |
10,153.66 |
9,884.21 |
10,329.69 |
| PP |
9,604.46 |
9,604.46 |
9,604.46 |
9,692.48 |
| S1 |
9,252.41 |
9,252.41 |
9,718.99 |
9,428.44 |
| S2 |
8,703.21 |
8,703.21 |
9,636.37 |
|
| S3 |
7,801.96 |
8,351.16 |
9,553.76 |
|
| S4 |
6,900.71 |
7,449.91 |
9,305.91 |
|
|
| 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 |
9,956.52 |
8,537.79 |
1,418.73 |
14.5% |
565.91 |
5.8% |
89% |
True |
False |
80,486 |
| 10 |
9,956.52 |
7,405.22 |
2,551.30 |
26.0% |
575.07 |
5.9% |
94% |
True |
False |
85,566 |
| 20 |
9,956.52 |
6,485.16 |
3,471.36 |
35.4% |
496.34 |
5.1% |
96% |
True |
False |
68,414 |
| 40 |
9,956.52 |
3,925.27 |
6,031.25 |
61.5% |
593.48 |
6.1% |
97% |
True |
False |
89,106 |
| 60 |
10,391.33 |
3,925.27 |
6,466.06 |
66.0% |
599.91 |
6.1% |
91% |
False |
False |
75,212 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
67.1% |
548.52 |
5.6% |
89% |
False |
False |
66,024 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
67.1% |
508.00 |
5.2% |
89% |
False |
False |
60,128 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
67.1% |
494.29 |
5.0% |
89% |
False |
False |
56,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,786.83 |
|
2.618 |
12,315.99 |
|
1.618 |
11,414.74 |
|
1.000 |
10,857.77 |
|
0.618 |
10,513.49 |
|
HIGH |
9,956.52 |
|
0.618 |
9,612.24 |
|
0.500 |
9,505.90 |
|
0.382 |
9,399.55 |
|
LOW |
9,055.27 |
|
0.618 |
8,498.30 |
|
1.000 |
8,154.02 |
|
1.618 |
7,597.05 |
|
2.618 |
6,695.80 |
|
4.250 |
5,224.96 |
|
|
| Fisher Pivots for day following 07-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,703.03 |
9,659.25 |
| PP |
9,604.46 |
9,516.90 |
| S1 |
9,505.90 |
9,374.55 |
|