| Trading Metrics calculated at close of trading on 27-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,772.75 |
2,829.00 |
56.25 |
2.0% |
2,855.50 |
| High |
2,826.25 |
2,873.25 |
47.00 |
1.7% |
2,867.00 |
| Low |
2,748.75 |
2,806.00 |
57.25 |
2.1% |
2,711.00 |
| Close |
2,821.50 |
2,861.00 |
39.50 |
1.4% |
2,821.50 |
| Range |
77.50 |
67.25 |
-10.25 |
-13.2% |
156.00 |
| ATR |
116.97 |
113.42 |
-3.55 |
-3.0% |
0.00 |
| Volume |
3,888 |
2,366 |
-1,522 |
-39.1% |
12,646 |
|
| Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.50 |
3,022.00 |
2,898.00 |
|
| R3 |
2,981.25 |
2,954.75 |
2,879.50 |
|
| R2 |
2,914.00 |
2,914.00 |
2,873.25 |
|
| R1 |
2,887.50 |
2,887.50 |
2,867.25 |
2,900.75 |
| PP |
2,846.75 |
2,846.75 |
2,846.75 |
2,853.50 |
| S1 |
2,820.25 |
2,820.25 |
2,854.75 |
2,833.50 |
| S2 |
2,779.50 |
2,779.50 |
2,848.75 |
|
| S3 |
2,712.25 |
2,753.00 |
2,842.50 |
|
| S4 |
2,645.00 |
2,685.75 |
2,824.00 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.75 |
3,200.75 |
2,907.25 |
|
| R3 |
3,111.75 |
3,044.75 |
2,864.50 |
|
| R2 |
2,955.75 |
2,955.75 |
2,850.00 |
|
| R1 |
2,888.75 |
2,888.75 |
2,835.75 |
2,844.25 |
| PP |
2,799.75 |
2,799.75 |
2,799.75 |
2,777.50 |
| S1 |
2,732.75 |
2,732.75 |
2,807.25 |
2,688.25 |
| S2 |
2,643.75 |
2,643.75 |
2,793.00 |
|
| S3 |
2,487.75 |
2,576.75 |
2,778.50 |
|
| S4 |
2,331.75 |
2,420.75 |
2,735.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,873.25 |
2,711.00 |
162.25 |
5.7% |
81.75 |
2.9% |
92% |
True |
False |
2,727 |
| 10 |
2,877.00 |
2,711.00 |
166.00 |
5.8% |
81.00 |
2.8% |
90% |
False |
False |
2,926 |
| 20 |
2,877.00 |
2,422.25 |
454.75 |
15.9% |
101.00 |
3.5% |
96% |
False |
False |
5,656 |
| 40 |
3,122.75 |
2,165.50 |
957.25 |
33.5% |
152.00 |
5.3% |
73% |
False |
False |
5,211 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.0% |
122.00 |
4.3% |
56% |
False |
False |
3,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,159.00 |
|
2.618 |
3,049.25 |
|
1.618 |
2,982.00 |
|
1.000 |
2,940.50 |
|
0.618 |
2,914.75 |
|
HIGH |
2,873.25 |
|
0.618 |
2,847.50 |
|
0.500 |
2,839.50 |
|
0.382 |
2,831.75 |
|
LOW |
2,806.00 |
|
0.618 |
2,764.50 |
|
1.000 |
2,738.75 |
|
1.618 |
2,697.25 |
|
2.618 |
2,630.00 |
|
4.250 |
2,520.25 |
|
|
| Fisher Pivots for day following 27-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,854.00 |
2,844.25 |
| PP |
2,846.75 |
2,827.75 |
| S1 |
2,839.50 |
2,811.00 |
|