| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,910.00 |
2,912.50 |
2.50 |
0.1% |
2,783.25 |
| High |
2,937.25 |
2,930.00 |
-7.25 |
-0.2% |
2,923.50 |
| Low |
2,881.50 |
2,829.75 |
-51.75 |
-1.8% |
2,763.00 |
| Close |
2,913.75 |
2,843.50 |
-70.25 |
-2.4% |
2,919.50 |
| Range |
55.75 |
100.25 |
44.50 |
79.8% |
160.50 |
| ATR |
89.40 |
90.18 |
0.77 |
0.9% |
0.00 |
| Volume |
3,017 |
2,648 |
-369 |
-12.2% |
12,844 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.50 |
3,106.25 |
2,898.75 |
|
| R3 |
3,068.25 |
3,006.00 |
2,871.00 |
|
| R2 |
2,968.00 |
2,968.00 |
2,862.00 |
|
| R1 |
2,905.75 |
2,905.75 |
2,852.75 |
2,886.75 |
| PP |
2,867.75 |
2,867.75 |
2,867.75 |
2,858.25 |
| S1 |
2,805.50 |
2,805.50 |
2,834.25 |
2,786.50 |
| S2 |
2,767.50 |
2,767.50 |
2,825.00 |
|
| S3 |
2,667.25 |
2,705.25 |
2,816.00 |
|
| S4 |
2,567.00 |
2,605.00 |
2,788.25 |
|
|
| 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 |
4.3% |
66.25 |
2.3% |
23% |
False |
False |
2,513 |
| 10 |
2,956.25 |
2,763.00 |
193.25 |
6.8% |
70.75 |
2.5% |
42% |
False |
False |
2,559 |
| 20 |
2,956.25 |
2,711.00 |
245.25 |
8.6% |
74.50 |
2.6% |
54% |
False |
False |
2,790 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
27.8% |
114.00 |
4.0% |
86% |
False |
False |
5,385 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.3% |
127.50 |
4.5% |
55% |
False |
False |
4,041 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
43.3% |
104.50 |
3.7% |
55% |
False |
False |
3,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,356.00 |
|
2.618 |
3,192.50 |
|
1.618 |
3,092.25 |
|
1.000 |
3,030.25 |
|
0.618 |
2,992.00 |
|
HIGH |
2,930.00 |
|
0.618 |
2,891.75 |
|
0.500 |
2,880.00 |
|
0.382 |
2,868.00 |
|
LOW |
2,829.75 |
|
0.618 |
2,767.75 |
|
1.000 |
2,729.50 |
|
1.618 |
2,667.50 |
|
2.618 |
2,567.25 |
|
4.250 |
2,403.75 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.00 |
2,883.50 |
| PP |
2,867.75 |
2,870.25 |
| S1 |
2,855.50 |
2,856.75 |
|