| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
9,236.12 |
9,679.22 |
443.10 |
4.8% |
9,996.06 |
| High |
9,942.50 |
9,889.29 |
-53.21 |
-0.5% |
10,013.45 |
| Low |
9,211.56 |
9,478.14 |
266.58 |
2.9% |
8,201.24 |
| Close |
9,679.22 |
9,688.11 |
8.89 |
0.1% |
9,236.12 |
| Range |
730.94 |
411.15 |
-319.79 |
-43.8% |
1,812.21 |
| ATR |
628.29 |
612.78 |
-15.51 |
-2.5% |
0.00 |
| Volume |
55,182 |
66,542 |
11,360 |
20.6% |
390,446 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,918.63 |
10,714.52 |
9,914.24 |
|
| R3 |
10,507.48 |
10,303.37 |
9,801.18 |
|
| R2 |
10,096.33 |
10,096.33 |
9,763.49 |
|
| R1 |
9,892.22 |
9,892.22 |
9,725.80 |
9,994.28 |
| PP |
9,685.18 |
9,685.18 |
9,685.18 |
9,736.21 |
| S1 |
9,481.07 |
9,481.07 |
9,650.42 |
9,583.13 |
| S2 |
9,274.03 |
9,274.03 |
9,612.73 |
|
| S3 |
8,862.88 |
9,069.92 |
9,575.04 |
|
| S4 |
8,451.73 |
8,658.77 |
9,461.98 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,586.90 |
13,723.72 |
10,232.84 |
|
| R3 |
12,774.69 |
11,911.51 |
9,734.48 |
|
| R2 |
10,962.48 |
10,962.48 |
9,568.36 |
|
| R1 |
10,099.30 |
10,099.30 |
9,402.24 |
9,624.79 |
| PP |
9,150.27 |
9,150.27 |
9,150.27 |
8,913.01 |
| S1 |
8,287.09 |
8,287.09 |
9,070.00 |
7,812.58 |
| S2 |
7,338.06 |
7,338.06 |
8,903.88 |
|
| S3 |
5,525.85 |
6,474.88 |
8,737.76 |
|
| S4 |
3,713.64 |
4,662.67 |
8,239.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,942.50 |
8,755.14 |
1,187.36 |
12.3% |
614.58 |
6.3% |
79% |
False |
False |
66,020 |
| 10 |
10,058.62 |
8,201.24 |
1,857.38 |
19.2% |
706.11 |
7.3% |
80% |
False |
False |
88,077 |
| 20 |
10,058.62 |
6,828.84 |
3,229.78 |
33.3% |
622.97 |
6.4% |
89% |
False |
False |
79,509 |
| 40 |
10,058.62 |
5,866.90 |
4,191.72 |
43.3% |
524.53 |
5.4% |
91% |
False |
False |
67,348 |
| 60 |
10,058.62 |
3,925.27 |
6,133.35 |
63.3% |
624.66 |
6.4% |
94% |
False |
False |
81,962 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
67.9% |
579.95 |
6.0% |
88% |
False |
False |
70,781 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
67.9% |
544.66 |
5.6% |
88% |
False |
False |
64,520 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
67.9% |
505.41 |
5.2% |
88% |
False |
False |
58,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,636.68 |
|
2.618 |
10,965.68 |
|
1.618 |
10,554.53 |
|
1.000 |
10,300.44 |
|
0.618 |
10,143.38 |
|
HIGH |
9,889.29 |
|
0.618 |
9,732.23 |
|
0.500 |
9,683.72 |
|
0.382 |
9,635.20 |
|
LOW |
9,478.14 |
|
0.618 |
9,224.05 |
|
1.000 |
9,066.99 |
|
1.618 |
8,812.90 |
|
2.618 |
8,401.75 |
|
4.250 |
7,730.75 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,686.65 |
9,642.96 |
| PP |
9,685.18 |
9,597.82 |
| S1 |
9,683.72 |
9,552.67 |
|