| Trading Metrics calculated at close of trading on 06-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,820.50 |
2,849.25 |
28.75 |
1.0% |
2,829.00 |
| High |
2,881.00 |
2,876.75 |
-4.25 |
-0.1% |
2,956.25 |
| Low |
2,817.50 |
2,824.00 |
6.50 |
0.2% |
2,804.00 |
| Close |
2,849.50 |
2,824.75 |
-24.75 |
-0.9% |
2,813.25 |
| Range |
63.50 |
52.75 |
-10.75 |
-16.9% |
152.25 |
| ATR |
100.29 |
96.90 |
-3.40 |
-3.4% |
0.00 |
| Volume |
3,601 |
1,592 |
-2,009 |
-55.8% |
12,049 |
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.00 |
2,965.25 |
2,853.75 |
|
| R3 |
2,947.25 |
2,912.50 |
2,839.25 |
|
| R2 |
2,894.50 |
2,894.50 |
2,834.50 |
|
| R1 |
2,859.75 |
2,859.75 |
2,829.50 |
2,850.75 |
| PP |
2,841.75 |
2,841.75 |
2,841.75 |
2,837.50 |
| S1 |
2,807.00 |
2,807.00 |
2,820.00 |
2,798.00 |
| S2 |
2,789.00 |
2,789.00 |
2,815.00 |
|
| S3 |
2,736.25 |
2,754.25 |
2,810.25 |
|
| S4 |
2,683.50 |
2,701.50 |
2,795.75 |
|
|
| 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 |
6.8% |
66.50 |
2.4% |
32% |
False |
False |
2,392 |
| 10 |
2,956.25 |
2,748.75 |
207.50 |
7.3% |
70.00 |
2.5% |
37% |
False |
False |
2,610 |
| 20 |
2,956.25 |
2,616.25 |
340.00 |
12.0% |
82.25 |
2.9% |
61% |
False |
False |
2,936 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
28.0% |
135.00 |
4.8% |
83% |
False |
False |
5,390 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.6% |
124.50 |
4.4% |
54% |
False |
False |
3,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.00 |
|
2.618 |
3,014.75 |
|
1.618 |
2,962.00 |
|
1.000 |
2,929.50 |
|
0.618 |
2,909.25 |
|
HIGH |
2,876.75 |
|
0.618 |
2,856.50 |
|
0.500 |
2,850.50 |
|
0.382 |
2,844.25 |
|
LOW |
2,824.00 |
|
0.618 |
2,791.50 |
|
1.000 |
2,771.25 |
|
1.618 |
2,738.75 |
|
2.618 |
2,686.00 |
|
4.250 |
2,599.75 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,850.50 |
2,823.75 |
| PP |
2,841.75 |
2,823.00 |
| S1 |
2,833.25 |
2,822.00 |
|