| Trading Metrics calculated at close of trading on 11-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,873.00 |
2,910.00 |
37.00 |
1.3% |
2,783.25 |
| High |
2,923.50 |
2,937.25 |
13.75 |
0.5% |
2,923.50 |
| Low |
2,872.00 |
2,881.50 |
9.50 |
0.3% |
2,763.00 |
| Close |
2,919.50 |
2,913.75 |
-5.75 |
-0.2% |
2,919.50 |
| Range |
51.50 |
55.75 |
4.25 |
8.3% |
160.50 |
| ATR |
91.99 |
89.40 |
-2.59 |
-2.8% |
0.00 |
| Volume |
2,186 |
3,017 |
831 |
38.0% |
12,844 |
|
| Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.00 |
3,051.75 |
2,944.50 |
|
| R3 |
3,022.25 |
2,996.00 |
2,929.00 |
|
| R2 |
2,966.50 |
2,966.50 |
2,924.00 |
|
| R1 |
2,940.25 |
2,940.25 |
2,918.75 |
2,953.50 |
| PP |
2,910.75 |
2,910.75 |
2,910.75 |
2,917.50 |
| S1 |
2,884.50 |
2,884.50 |
2,908.75 |
2,897.50 |
| S2 |
2,855.00 |
2,855.00 |
2,903.50 |
|
| S3 |
2,799.25 |
2,828.75 |
2,898.50 |
|
| S4 |
2,743.50 |
2,773.00 |
2,883.00 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,350.25 |
3,295.25 |
3,007.75 |
|
| R3 |
3,189.75 |
3,134.75 |
2,963.75 |
|
| R2 |
3,029.25 |
3,029.25 |
2,949.00 |
|
| R1 |
2,974.25 |
2,974.25 |
2,934.25 |
3,001.75 |
| PP |
2,868.75 |
2,868.75 |
2,868.75 |
2,882.50 |
| S1 |
2,813.75 |
2,813.75 |
2,904.75 |
2,841.25 |
| S2 |
2,708.25 |
2,708.25 |
2,890.00 |
|
| S3 |
2,547.75 |
2,653.25 |
2,875.25 |
|
| S4 |
2,387.25 |
2,492.75 |
2,831.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,937.25 |
2,815.25 |
122.00 |
4.2% |
58.75 |
2.0% |
81% |
True |
False |
2,704 |
| 10 |
2,956.25 |
2,763.00 |
193.25 |
6.6% |
67.00 |
2.3% |
78% |
False |
False |
2,554 |
| 20 |
2,956.25 |
2,711.00 |
245.25 |
8.4% |
74.00 |
2.5% |
83% |
False |
False |
2,740 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
27.1% |
119.25 |
4.1% |
95% |
False |
False |
5,433 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
42.2% |
126.00 |
4.3% |
61% |
False |
False |
3,997 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
42.2% |
103.50 |
3.6% |
61% |
False |
False |
3,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,174.25 |
|
2.618 |
3,083.25 |
|
1.618 |
3,027.50 |
|
1.000 |
2,993.00 |
|
0.618 |
2,971.75 |
|
HIGH |
2,937.25 |
|
0.618 |
2,916.00 |
|
0.500 |
2,909.50 |
|
0.382 |
2,902.75 |
|
LOW |
2,881.50 |
|
0.618 |
2,847.00 |
|
1.000 |
2,825.75 |
|
1.618 |
2,791.25 |
|
2.618 |
2,735.50 |
|
4.250 |
2,644.50 |
|
|
| Fisher Pivots for day following 11-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.25 |
2,901.25 |
| PP |
2,910.75 |
2,888.75 |
| S1 |
2,909.50 |
2,876.25 |
|