| Trading Metrics calculated at close of trading on 07-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,849.25 |
2,828.75 |
-20.50 |
-0.7% |
2,829.00 |
| High |
2,876.75 |
2,886.00 |
9.25 |
0.3% |
2,956.25 |
| Low |
2,824.00 |
2,815.25 |
-8.75 |
-0.3% |
2,804.00 |
| Close |
2,824.75 |
2,871.00 |
46.25 |
1.6% |
2,813.25 |
| Range |
52.75 |
70.75 |
18.00 |
34.1% |
152.25 |
| ATR |
96.90 |
95.03 |
-1.87 |
-1.9% |
0.00 |
| Volume |
1,592 |
3,124 |
1,532 |
96.2% |
12,049 |
|
| Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,069.75 |
3,041.00 |
2,910.00 |
|
| R3 |
2,999.00 |
2,970.25 |
2,890.50 |
|
| R2 |
2,928.25 |
2,928.25 |
2,884.00 |
|
| R1 |
2,899.50 |
2,899.50 |
2,877.50 |
2,914.00 |
| PP |
2,857.50 |
2,857.50 |
2,857.50 |
2,864.50 |
| S1 |
2,828.75 |
2,828.75 |
2,864.50 |
2,843.00 |
| S2 |
2,786.75 |
2,786.75 |
2,858.00 |
|
| S3 |
2,716.00 |
2,758.00 |
2,851.50 |
|
| S4 |
2,645.25 |
2,687.25 |
2,832.00 |
|
|
| 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 |
2,886.00 |
2,763.00 |
123.00 |
4.3% |
63.25 |
2.2% |
88% |
True |
False |
2,602 |
| 10 |
2,956.25 |
2,748.75 |
207.50 |
7.2% |
70.75 |
2.5% |
59% |
False |
False |
2,659 |
| 20 |
2,956.25 |
2,695.75 |
260.50 |
9.1% |
79.25 |
2.8% |
67% |
False |
False |
2,831 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
27.5% |
132.50 |
4.6% |
89% |
False |
False |
5,456 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
42.9% |
125.25 |
4.4% |
57% |
False |
False |
3,911 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
42.9% |
102.75 |
3.6% |
57% |
False |
False |
2,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.75 |
|
2.618 |
3,071.25 |
|
1.618 |
3,000.50 |
|
1.000 |
2,956.75 |
|
0.618 |
2,929.75 |
|
HIGH |
2,886.00 |
|
0.618 |
2,859.00 |
|
0.500 |
2,850.50 |
|
0.382 |
2,842.25 |
|
LOW |
2,815.25 |
|
0.618 |
2,771.50 |
|
1.000 |
2,744.50 |
|
1.618 |
2,700.75 |
|
2.618 |
2,630.00 |
|
4.250 |
2,514.50 |
|
|
| Fisher Pivots for day following 07-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.25 |
2,864.25 |
| PP |
2,857.50 |
2,857.50 |
| S1 |
2,850.50 |
2,850.50 |
|