| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,812.50 |
2,839.50 |
27.00 |
1.0% |
2,910.00 |
| High |
2,845.25 |
2,853.75 |
8.50 |
0.3% |
2,937.25 |
| Low |
2,751.50 |
2,801.00 |
49.50 |
1.8% |
2,751.50 |
| Close |
2,838.50 |
2,838.00 |
-0.50 |
0.0% |
2,838.00 |
| Range |
93.75 |
52.75 |
-41.00 |
-43.7% |
185.75 |
| ATR |
90.39 |
87.70 |
-2.69 |
-3.0% |
0.00 |
| Volume |
5,428 |
4,341 |
-1,087 |
-20.0% |
20,954 |
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.25 |
2,966.25 |
2,867.00 |
|
| R3 |
2,936.50 |
2,913.50 |
2,852.50 |
|
| R2 |
2,883.75 |
2,883.75 |
2,847.75 |
|
| R1 |
2,860.75 |
2,860.75 |
2,842.75 |
2,846.00 |
| PP |
2,831.00 |
2,831.00 |
2,831.00 |
2,823.50 |
| S1 |
2,808.00 |
2,808.00 |
2,833.25 |
2,793.00 |
| S2 |
2,778.25 |
2,778.25 |
2,828.25 |
|
| S3 |
2,725.50 |
2,755.25 |
2,823.50 |
|
| S4 |
2,672.75 |
2,702.50 |
2,809.00 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.50 |
3,304.50 |
2,940.25 |
|
| R3 |
3,213.75 |
3,118.75 |
2,889.00 |
|
| R2 |
3,028.00 |
3,028.00 |
2,872.00 |
|
| R1 |
2,933.00 |
2,933.00 |
2,855.00 |
2,887.50 |
| PP |
2,842.25 |
2,842.25 |
2,842.25 |
2,819.50 |
| S1 |
2,747.25 |
2,747.25 |
2,821.00 |
2,702.00 |
| S2 |
2,656.50 |
2,656.50 |
2,804.00 |
|
| S3 |
2,470.75 |
2,561.50 |
2,787.00 |
|
| S4 |
2,285.00 |
2,375.75 |
2,735.75 |
|
|
| 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% |
78.50 |
2.8% |
47% |
False |
False |
4,190 |
| 10 |
2,937.25 |
2,751.50 |
185.75 |
6.5% |
69.50 |
2.4% |
47% |
False |
False |
3,379 |
| 20 |
2,956.25 |
2,711.00 |
245.25 |
8.6% |
74.25 |
2.6% |
52% |
False |
False |
2,924 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
27.9% |
105.25 |
3.7% |
85% |
False |
False |
5,366 |
| 60 |
3,368.00 |
2,165.50 |
1,202.50 |
42.4% |
129.50 |
4.6% |
56% |
False |
False |
4,289 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
43.4% |
107.00 |
3.8% |
55% |
False |
False |
3,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,078.00 |
|
2.618 |
2,991.75 |
|
1.618 |
2,939.00 |
|
1.000 |
2,906.50 |
|
0.618 |
2,886.25 |
|
HIGH |
2,853.75 |
|
0.618 |
2,833.50 |
|
0.500 |
2,827.50 |
|
0.382 |
2,821.25 |
|
LOW |
2,801.00 |
|
0.618 |
2,768.50 |
|
1.000 |
2,748.25 |
|
1.618 |
2,715.75 |
|
2.618 |
2,663.00 |
|
4.250 |
2,576.75 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,834.50 |
2,828.50 |
| PP |
2,831.00 |
2,819.00 |
| S1 |
2,827.50 |
2,809.50 |
|