| Trading Metrics calculated at close of trading on 04-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2020 |
04-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,865.50 |
2,783.25 |
-82.25 |
-2.9% |
2,829.00 |
| High |
2,870.00 |
2,826.75 |
-43.25 |
-1.5% |
2,956.25 |
| Low |
2,804.00 |
2,763.00 |
-41.00 |
-1.5% |
2,804.00 |
| Close |
2,813.25 |
2,816.75 |
3.50 |
0.1% |
2,813.25 |
| Range |
66.00 |
63.75 |
-2.25 |
-3.4% |
152.25 |
| ATR |
106.09 |
103.07 |
-3.02 |
-2.9% |
0.00 |
| Volume |
2,355 |
2,341 |
-14 |
-0.6% |
12,049 |
|
| Daily Pivots for day following 04-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.50 |
2,968.75 |
2,851.75 |
|
| R3 |
2,929.75 |
2,905.00 |
2,834.25 |
|
| R2 |
2,866.00 |
2,866.00 |
2,828.50 |
|
| R1 |
2,841.25 |
2,841.25 |
2,822.50 |
2,853.50 |
| PP |
2,802.25 |
2,802.25 |
2,802.25 |
2,808.25 |
| S1 |
2,777.50 |
2,777.50 |
2,811.00 |
2,790.00 |
| S2 |
2,738.50 |
2,738.50 |
2,805.00 |
|
| S3 |
2,674.75 |
2,713.75 |
2,799.25 |
|
| S4 |
2,611.00 |
2,650.00 |
2,781.75 |
|
|
| 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 |
2,763.00 |
193.25 |
6.9% |
75.25 |
2.7% |
28% |
False |
True |
2,404 |
| 10 |
2,956.25 |
2,711.00 |
245.25 |
8.7% |
78.50 |
2.8% |
43% |
False |
False |
2,565 |
| 20 |
2,956.25 |
2,482.50 |
473.75 |
16.8% |
91.75 |
3.3% |
71% |
False |
False |
3,573 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
28.1% |
142.25 |
5.1% |
82% |
False |
False |
5,310 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.7% |
123.75 |
4.4% |
53% |
False |
False |
3,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,097.75 |
|
2.618 |
2,993.75 |
|
1.618 |
2,930.00 |
|
1.000 |
2,890.50 |
|
0.618 |
2,866.25 |
|
HIGH |
2,826.75 |
|
0.618 |
2,802.50 |
|
0.500 |
2,795.00 |
|
0.382 |
2,787.25 |
|
LOW |
2,763.00 |
|
0.618 |
2,723.50 |
|
1.000 |
2,699.25 |
|
1.618 |
2,659.75 |
|
2.618 |
2,596.00 |
|
4.250 |
2,492.00 |
|
|
| Fisher Pivots for day following 04-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.50 |
2,859.50 |
| PP |
2,802.25 |
2,845.25 |
| S1 |
2,795.00 |
2,831.00 |
|