| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
9,688.13 |
9,587.65 |
-100.48 |
-1.0% |
9,996.06 |
| High |
9,835.19 |
9,587.73 |
-247.46 |
-2.5% |
10,013.45 |
| Low |
9,323.33 |
8,819.19 |
-504.14 |
-5.4% |
8,201.24 |
| Close |
9,587.65 |
9,060.62 |
-527.03 |
-5.5% |
9,236.12 |
| Range |
511.86 |
768.54 |
256.68 |
50.1% |
1,812.21 |
| ATR |
605.57 |
617.21 |
11.64 |
1.9% |
0.00 |
| Volume |
51,950 |
111,118 |
59,168 |
113.9% |
390,446 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,461.47 |
11,029.58 |
9,483.32 |
|
| R3 |
10,692.93 |
10,261.04 |
9,271.97 |
|
| R2 |
9,924.39 |
9,924.39 |
9,201.52 |
|
| R1 |
9,492.50 |
9,492.50 |
9,131.07 |
9,324.18 |
| PP |
9,155.85 |
9,155.85 |
9,155.85 |
9,071.68 |
| S1 |
8,723.96 |
8,723.96 |
8,990.17 |
8,555.64 |
| S2 |
8,387.31 |
8,387.31 |
8,919.72 |
|
| S3 |
7,618.77 |
7,955.42 |
8,849.27 |
|
| S4 |
6,850.23 |
7,186.88 |
8,637.92 |
|
|
| 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 |
8,819.19 |
1,123.31 |
12.4% |
621.23 |
6.9% |
21% |
False |
True |
71,442 |
| 10 |
10,058.62 |
8,201.24 |
1,857.38 |
20.5% |
697.03 |
7.7% |
46% |
False |
False |
79,558 |
| 20 |
10,058.62 |
7,405.22 |
2,653.40 |
29.3% |
636.05 |
7.0% |
62% |
False |
False |
82,562 |
| 40 |
10,058.62 |
5,866.90 |
4,191.72 |
46.3% |
538.12 |
5.9% |
76% |
False |
False |
68,651 |
| 60 |
10,058.62 |
3,925.27 |
6,133.35 |
67.7% |
625.75 |
6.9% |
84% |
False |
False |
83,326 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
72.6% |
586.53 |
6.5% |
78% |
False |
False |
71,752 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
72.6% |
553.64 |
6.1% |
78% |
False |
False |
65,779 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
72.6% |
508.15 |
5.6% |
78% |
False |
False |
59,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,854.03 |
|
2.618 |
11,599.77 |
|
1.618 |
10,831.23 |
|
1.000 |
10,356.27 |
|
0.618 |
10,062.69 |
|
HIGH |
9,587.73 |
|
0.618 |
9,294.15 |
|
0.500 |
9,203.46 |
|
0.382 |
9,112.77 |
|
LOW |
8,819.19 |
|
0.618 |
8,344.23 |
|
1.000 |
8,050.65 |
|
1.618 |
7,575.69 |
|
2.618 |
6,807.15 |
|
4.250 |
5,552.90 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,203.46 |
9,354.24 |
| PP |
9,155.85 |
9,256.37 |
| S1 |
9,108.23 |
9,158.49 |
|