| Trading Metrics calculated at close of trading on 01-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2020 |
01-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,950.50 |
2,865.50 |
-85.00 |
-2.9% |
2,829.00 |
| High |
2,956.25 |
2,870.00 |
-86.25 |
-2.9% |
2,956.25 |
| Low |
2,870.00 |
2,804.00 |
-66.00 |
-2.3% |
2,804.00 |
| Close |
2,894.00 |
2,813.25 |
-80.75 |
-2.8% |
2,813.25 |
| Range |
86.25 |
66.00 |
-20.25 |
-23.5% |
152.25 |
| ATR |
107.33 |
106.09 |
-1.24 |
-1.2% |
0.00 |
| Volume |
2,072 |
2,355 |
283 |
13.7% |
12,049 |
|
| Daily Pivots for day following 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.00 |
2,986.25 |
2,849.50 |
|
| R3 |
2,961.00 |
2,920.25 |
2,831.50 |
|
| R2 |
2,895.00 |
2,895.00 |
2,825.25 |
|
| R1 |
2,854.25 |
2,854.25 |
2,819.25 |
2,841.50 |
| PP |
2,829.00 |
2,829.00 |
2,829.00 |
2,822.75 |
| S1 |
2,788.25 |
2,788.25 |
2,807.25 |
2,775.50 |
| S2 |
2,763.00 |
2,763.00 |
2,801.25 |
|
| S3 |
2,697.00 |
2,722.25 |
2,795.00 |
|
| S4 |
2,631.00 |
2,656.25 |
2,777.00 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,314.50 |
3,216.25 |
2,897.00 |
|
| R3 |
3,162.25 |
3,064.00 |
2,855.00 |
|
| R2 |
3,010.00 |
3,010.00 |
2,841.25 |
|
| R1 |
2,911.75 |
2,911.75 |
2,827.25 |
2,884.75 |
| PP |
2,857.75 |
2,857.75 |
2,857.75 |
2,844.50 |
| S1 |
2,759.50 |
2,759.50 |
2,799.25 |
2,732.50 |
| S2 |
2,705.50 |
2,705.50 |
2,785.25 |
|
| S3 |
2,553.25 |
2,607.25 |
2,771.50 |
|
| S4 |
2,401.00 |
2,455.00 |
2,729.50 |
|
|
| 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 |
2,804.00 |
152.25 |
5.4% |
76.00 |
2.7% |
6% |
False |
True |
2,409 |
| 10 |
2,956.25 |
2,711.00 |
245.25 |
8.7% |
79.00 |
2.8% |
42% |
False |
False |
2,469 |
| 20 |
2,956.25 |
2,446.50 |
509.75 |
18.1% |
92.50 |
3.3% |
72% |
False |
False |
3,829 |
| 40 |
3,017.25 |
2,165.50 |
851.75 |
30.3% |
144.25 |
5.1% |
76% |
False |
False |
5,298 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.8% |
123.00 |
4.4% |
53% |
False |
False |
3,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,150.50 |
|
2.618 |
3,042.75 |
|
1.618 |
2,976.75 |
|
1.000 |
2,936.00 |
|
0.618 |
2,910.75 |
|
HIGH |
2,870.00 |
|
0.618 |
2,844.75 |
|
0.500 |
2,837.00 |
|
0.382 |
2,829.25 |
|
LOW |
2,804.00 |
|
0.618 |
2,763.25 |
|
1.000 |
2,738.00 |
|
1.618 |
2,697.25 |
|
2.618 |
2,631.25 |
|
4.250 |
2,523.50 |
|
|
| Fisher Pivots for day following 01-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,837.00 |
2,880.00 |
| PP |
2,829.00 |
2,857.75 |
| S1 |
2,821.25 |
2,835.50 |
|