| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,828.00 |
2,812.50 |
-15.50 |
-0.5% |
2,783.25 |
| High |
2,867.50 |
2,845.25 |
-22.25 |
-0.8% |
2,923.50 |
| Low |
2,778.00 |
2,751.50 |
-26.50 |
-1.0% |
2,763.00 |
| Close |
2,804.25 |
2,838.50 |
34.25 |
1.2% |
2,919.50 |
| Range |
89.50 |
93.75 |
4.25 |
4.7% |
160.50 |
| ATR |
90.13 |
90.39 |
0.26 |
0.3% |
0.00 |
| Volume |
5,520 |
5,428 |
-92 |
-1.7% |
12,844 |
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.00 |
3,059.50 |
2,890.00 |
|
| R3 |
2,999.25 |
2,965.75 |
2,864.25 |
|
| R2 |
2,905.50 |
2,905.50 |
2,855.75 |
|
| R1 |
2,872.00 |
2,872.00 |
2,847.00 |
2,888.75 |
| PP |
2,811.75 |
2,811.75 |
2,811.75 |
2,820.00 |
| S1 |
2,778.25 |
2,778.25 |
2,830.00 |
2,795.00 |
| S2 |
2,718.00 |
2,718.00 |
2,821.25 |
|
| S3 |
2,624.25 |
2,684.50 |
2,812.75 |
|
| S4 |
2,530.50 |
2,590.75 |
2,787.00 |
|
|
| 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 |
2,751.50 |
185.75 |
6.5% |
78.25 |
2.8% |
47% |
False |
True |
3,759 |
| 10 |
2,937.25 |
2,751.50 |
185.75 |
6.5% |
70.75 |
2.5% |
47% |
False |
True |
3,181 |
| 20 |
2,956.25 |
2,711.00 |
245.25 |
8.6% |
74.75 |
2.6% |
52% |
False |
False |
2,931 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
27.9% |
108.50 |
3.8% |
85% |
False |
False |
5,448 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.4% |
129.50 |
4.6% |
55% |
False |
False |
4,219 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
43.4% |
106.50 |
3.8% |
55% |
False |
False |
3,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,243.75 |
|
2.618 |
3,090.75 |
|
1.618 |
2,997.00 |
|
1.000 |
2,939.00 |
|
0.618 |
2,903.25 |
|
HIGH |
2,845.25 |
|
0.618 |
2,809.50 |
|
0.500 |
2,798.50 |
|
0.382 |
2,787.25 |
|
LOW |
2,751.50 |
|
0.618 |
2,693.50 |
|
1.000 |
2,657.75 |
|
1.618 |
2,599.75 |
|
2.618 |
2,506.00 |
|
4.250 |
2,353.00 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.00 |
2,840.75 |
| PP |
2,811.75 |
2,840.00 |
| S1 |
2,798.50 |
2,839.25 |
|