| Trading Metrics calculated at close of trading on 08-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2020 |
08-May-2020 |
Change |
Change % |
Previous Week |
| Open |
9,247.68 |
9,802.24 |
554.56 |
6.0% |
8,743.89 |
| High |
9,956.52 |
10,058.62 |
102.10 |
1.0% |
10,058.62 |
| Low |
9,055.27 |
9,736.97 |
681.70 |
7.5% |
8,537.79 |
| Close |
9,801.60 |
9,996.06 |
194.46 |
2.0% |
9,996.06 |
| Range |
901.25 |
321.65 |
-579.60 |
-64.3% |
1,520.83 |
| ATR |
548.90 |
532.67 |
-16.23 |
-3.0% |
0.00 |
| Volume |
157,636 |
120,351 |
-37,285 |
-23.7% |
465,423 |
|
| Daily Pivots for day following 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,895.50 |
10,767.43 |
10,172.97 |
|
| R3 |
10,573.85 |
10,445.78 |
10,084.51 |
|
| R2 |
10,252.20 |
10,252.20 |
10,055.03 |
|
| R1 |
10,124.13 |
10,124.13 |
10,025.54 |
10,188.17 |
| PP |
9,930.55 |
9,930.55 |
9,930.55 |
9,962.57 |
| S1 |
9,802.48 |
9,802.48 |
9,966.58 |
9,866.52 |
| S2 |
9,608.90 |
9,608.90 |
9,937.09 |
|
| S3 |
9,287.25 |
9,480.83 |
9,907.61 |
|
| S4 |
8,965.60 |
9,159.18 |
9,819.15 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,093.31 |
13,565.52 |
10,832.52 |
|
| R3 |
12,572.48 |
12,044.69 |
10,414.29 |
|
| R2 |
11,051.65 |
11,051.65 |
10,274.88 |
|
| R1 |
10,523.86 |
10,523.86 |
10,135.47 |
10,787.76 |
| PP |
9,530.82 |
9,530.82 |
9,530.82 |
9,662.77 |
| S1 |
9,003.03 |
9,003.03 |
9,856.65 |
9,266.93 |
| S2 |
8,009.99 |
8,009.99 |
9,717.24 |
|
| S3 |
6,489.16 |
7,482.20 |
9,577.83 |
|
| S4 |
4,968.33 |
5,961.37 |
9,159.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,058.62 |
8,537.79 |
1,520.83 |
15.2% |
536.18 |
5.4% |
96% |
True |
False |
93,084 |
| 10 |
10,058.62 |
7,451.23 |
2,607.39 |
26.1% |
586.17 |
5.9% |
98% |
True |
False |
93,186 |
| 20 |
10,058.62 |
6,485.16 |
3,573.46 |
35.7% |
484.35 |
4.8% |
98% |
True |
False |
71,353 |
| 40 |
10,058.62 |
4,452.60 |
5,606.02 |
56.1% |
550.51 |
5.5% |
99% |
True |
False |
78,911 |
| 60 |
10,391.33 |
3,925.27 |
6,466.06 |
64.7% |
600.56 |
6.0% |
94% |
False |
False |
76,780 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
65.8% |
548.40 |
5.5% |
92% |
False |
False |
66,941 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
65.8% |
509.88 |
5.1% |
92% |
False |
False |
61,106 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
65.8% |
489.33 |
4.9% |
92% |
False |
False |
57,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,425.63 |
|
2.618 |
10,900.70 |
|
1.618 |
10,579.05 |
|
1.000 |
10,380.27 |
|
0.618 |
10,257.40 |
|
HIGH |
10,058.62 |
|
0.618 |
9,935.75 |
|
0.500 |
9,897.80 |
|
0.382 |
9,859.84 |
|
LOW |
9,736.97 |
|
0.618 |
9,538.19 |
|
1.000 |
9,415.32 |
|
1.618 |
9,216.54 |
|
2.618 |
8,894.89 |
|
4.250 |
8,369.96 |
|
|
| Fisher Pivots for day following 08-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,963.31 |
9,827.87 |
| PP |
9,930.55 |
9,659.68 |
| S1 |
9,897.80 |
9,491.49 |
|