| Trading Metrics calculated at close of trading on 30-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2020 |
30-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,859.00 |
2,950.50 |
91.50 |
3.2% |
2,855.50 |
| High |
2,950.25 |
2,956.25 |
6.00 |
0.2% |
2,867.00 |
| Low |
2,853.00 |
2,870.00 |
17.00 |
0.6% |
2,711.00 |
| Close |
2,932.50 |
2,894.00 |
-38.50 |
-1.3% |
2,821.50 |
| Range |
97.25 |
86.25 |
-11.00 |
-11.3% |
156.00 |
| ATR |
108.95 |
107.33 |
-1.62 |
-1.5% |
0.00 |
| Volume |
2,659 |
2,072 |
-587 |
-22.1% |
12,646 |
|
| Daily Pivots for day following 30-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.50 |
3,116.00 |
2,941.50 |
|
| R3 |
3,079.25 |
3,029.75 |
2,917.75 |
|
| R2 |
2,993.00 |
2,993.00 |
2,909.75 |
|
| R1 |
2,943.50 |
2,943.50 |
2,902.00 |
2,925.00 |
| PP |
2,906.75 |
2,906.75 |
2,906.75 |
2,897.50 |
| S1 |
2,857.25 |
2,857.25 |
2,886.00 |
2,839.00 |
| S2 |
2,820.50 |
2,820.50 |
2,878.25 |
|
| S3 |
2,734.25 |
2,771.00 |
2,870.25 |
|
| S4 |
2,648.00 |
2,684.75 |
2,846.50 |
|
|
| 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 |
2,956.25 |
2,748.75 |
207.50 |
7.2% |
78.25 |
2.7% |
70% |
True |
False |
2,716 |
| 10 |
2,956.25 |
2,711.00 |
245.25 |
8.5% |
78.75 |
2.7% |
75% |
True |
False |
2,682 |
| 20 |
2,956.25 |
2,422.25 |
534.00 |
18.5% |
94.25 |
3.3% |
88% |
True |
False |
4,230 |
| 40 |
3,090.50 |
2,165.50 |
925.00 |
32.0% |
145.50 |
5.0% |
79% |
False |
False |
5,279 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
42.5% |
122.75 |
4.2% |
59% |
False |
False |
3,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,322.75 |
|
2.618 |
3,182.00 |
|
1.618 |
3,095.75 |
|
1.000 |
3,042.50 |
|
0.618 |
3,009.50 |
|
HIGH |
2,956.25 |
|
0.618 |
2,923.25 |
|
0.500 |
2,913.00 |
|
0.382 |
2,903.00 |
|
LOW |
2,870.00 |
|
0.618 |
2,816.75 |
|
1.000 |
2,783.75 |
|
1.618 |
2,730.50 |
|
2.618 |
2,644.25 |
|
4.250 |
2,503.50 |
|
|
| Fisher Pivots for day following 30-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,913.00 |
2,899.50 |
| PP |
2,906.75 |
2,897.50 |
| S1 |
2,900.50 |
2,895.75 |
|