| Trading Metrics calculated at close of trading on 28-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,829.00 |
2,857.00 |
28.00 |
1.0% |
2,855.50 |
| High |
2,873.25 |
2,906.00 |
32.75 |
1.1% |
2,867.00 |
| Low |
2,806.00 |
2,842.50 |
36.50 |
1.3% |
2,711.00 |
| Close |
2,861.00 |
2,859.00 |
-2.00 |
-0.1% |
2,821.50 |
| Range |
67.25 |
63.50 |
-3.75 |
-5.6% |
156.00 |
| ATR |
113.42 |
109.85 |
-3.57 |
-3.1% |
0.00 |
| Volume |
2,366 |
2,597 |
231 |
9.8% |
12,646 |
|
| Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.75 |
3,022.75 |
2,894.00 |
|
| R3 |
2,996.25 |
2,959.25 |
2,876.50 |
|
| R2 |
2,932.75 |
2,932.75 |
2,870.75 |
|
| R1 |
2,895.75 |
2,895.75 |
2,864.75 |
2,914.25 |
| PP |
2,869.25 |
2,869.25 |
2,869.25 |
2,878.50 |
| S1 |
2,832.25 |
2,832.25 |
2,853.25 |
2,850.75 |
| S2 |
2,805.75 |
2,805.75 |
2,847.25 |
|
| S3 |
2,742.25 |
2,768.75 |
2,841.50 |
|
| S4 |
2,678.75 |
2,705.25 |
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 |
2,906.00 |
2,711.75 |
194.25 |
6.8% |
71.75 |
2.5% |
76% |
True |
False |
2,698 |
| 10 |
2,906.00 |
2,711.00 |
195.00 |
6.8% |
78.00 |
2.7% |
76% |
True |
False |
3,022 |
| 20 |
2,906.00 |
2,422.25 |
483.75 |
16.9% |
95.25 |
3.3% |
90% |
True |
False |
5,278 |
| 40 |
3,122.75 |
2,165.50 |
957.25 |
33.5% |
148.75 |
5.2% |
72% |
False |
False |
5,217 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.1% |
121.50 |
4.3% |
56% |
False |
False |
3,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,176.00 |
|
2.618 |
3,072.25 |
|
1.618 |
3,008.75 |
|
1.000 |
2,969.50 |
|
0.618 |
2,945.25 |
|
HIGH |
2,906.00 |
|
0.618 |
2,881.75 |
|
0.500 |
2,874.25 |
|
0.382 |
2,866.75 |
|
LOW |
2,842.50 |
|
0.618 |
2,803.25 |
|
1.000 |
2,779.00 |
|
1.618 |
2,739.75 |
|
2.618 |
2,676.25 |
|
4.250 |
2,572.50 |
|
|
| Fisher Pivots for day following 28-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,874.25 |
2,848.50 |
| PP |
2,869.25 |
2,838.00 |
| S1 |
2,864.00 |
2,827.50 |
|