| Trading Metrics calculated at close of trading on 11-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
| Open |
9,802.24 |
9,996.06 |
193.82 |
2.0% |
8,743.89 |
| High |
10,058.62 |
10,013.45 |
-45.17 |
-0.4% |
10,058.62 |
| Low |
9,736.97 |
8,201.24 |
-1,535.73 |
-15.8% |
8,537.79 |
| Close |
9,996.06 |
8,638.11 |
-1,357.95 |
-13.6% |
9,996.06 |
| Range |
321.65 |
1,812.21 |
1,490.56 |
463.4% |
1,520.83 |
| ATR |
532.67 |
624.06 |
91.40 |
17.2% |
0.00 |
| Volume |
120,351 |
126,807 |
6,456 |
5.4% |
465,423 |
|
| Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,387.56 |
13,325.05 |
9,634.83 |
|
| R3 |
12,575.35 |
11,512.84 |
9,136.47 |
|
| R2 |
10,763.14 |
10,763.14 |
8,970.35 |
|
| R1 |
9,700.63 |
9,700.63 |
8,804.23 |
9,325.78 |
| PP |
8,950.93 |
8,950.93 |
8,950.93 |
8,763.51 |
| S1 |
7,888.42 |
7,888.42 |
8,471.99 |
7,513.57 |
| S2 |
7,138.72 |
7,138.72 |
8,305.87 |
|
| S3 |
5,326.51 |
6,076.21 |
8,139.75 |
|
| S4 |
3,514.30 |
4,264.00 |
7,641.39 |
|
|
| 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 |
8,201.24 |
1,857.38 |
21.5% |
766.45 |
8.9% |
24% |
False |
True |
108,670 |
| 10 |
10,058.62 |
7,673.69 |
2,384.93 |
27.6% |
733.85 |
8.5% |
40% |
False |
False |
101,966 |
| 20 |
10,058.62 |
6,485.16 |
3,573.46 |
41.4% |
544.78 |
6.3% |
60% |
False |
False |
74,528 |
| 40 |
10,058.62 |
4,868.74 |
5,189.88 |
60.1% |
558.42 |
6.5% |
73% |
False |
False |
73,472 |
| 60 |
10,301.40 |
3,925.27 |
6,376.13 |
73.8% |
615.59 |
7.1% |
74% |
False |
False |
78,304 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
76.1% |
562.78 |
6.5% |
72% |
False |
False |
68,221 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
76.1% |
522.36 |
6.0% |
72% |
False |
False |
61,941 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
76.1% |
497.56 |
5.8% |
72% |
False |
False |
57,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,715.34 |
|
2.618 |
14,757.82 |
|
1.618 |
12,945.61 |
|
1.000 |
11,825.66 |
|
0.618 |
11,133.40 |
|
HIGH |
10,013.45 |
|
0.618 |
9,321.19 |
|
0.500 |
9,107.35 |
|
0.382 |
8,893.50 |
|
LOW |
8,201.24 |
|
0.618 |
7,081.29 |
|
1.000 |
6,389.03 |
|
1.618 |
5,269.08 |
|
2.618 |
3,456.87 |
|
4.250 |
499.35 |
|
|
| Fisher Pivots for day following 11-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,107.35 |
9,129.93 |
| PP |
8,950.93 |
8,965.99 |
| S1 |
8,794.52 |
8,802.05 |
|