| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,839.50 |
2,848.00 |
8.50 |
0.3% |
2,910.00 |
| High |
2,853.75 |
2,955.00 |
101.25 |
3.5% |
2,937.25 |
| Low |
2,801.00 |
2,842.50 |
41.50 |
1.5% |
2,751.50 |
| Close |
2,838.00 |
2,939.25 |
101.25 |
3.6% |
2,838.00 |
| Range |
52.75 |
112.50 |
59.75 |
113.3% |
185.75 |
| ATR |
87.70 |
89.79 |
2.09 |
2.4% |
0.00 |
| Volume |
4,341 |
4,525 |
184 |
4.2% |
20,954 |
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,249.75 |
3,207.00 |
3,001.00 |
|
| R3 |
3,137.25 |
3,094.50 |
2,970.25 |
|
| R2 |
3,024.75 |
3,024.75 |
2,960.00 |
|
| R1 |
2,982.00 |
2,982.00 |
2,949.50 |
3,003.50 |
| PP |
2,912.25 |
2,912.25 |
2,912.25 |
2,923.00 |
| S1 |
2,869.50 |
2,869.50 |
2,929.00 |
2,891.00 |
| S2 |
2,799.75 |
2,799.75 |
2,918.50 |
|
| S3 |
2,687.25 |
2,757.00 |
2,908.25 |
|
| S4 |
2,574.75 |
2,644.50 |
2,877.50 |
|
|
| 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 |
2,955.00 |
2,751.50 |
203.50 |
6.9% |
89.75 |
3.1% |
92% |
True |
False |
4,492 |
| 10 |
2,955.00 |
2,751.50 |
203.50 |
6.9% |
74.25 |
2.5% |
92% |
True |
False |
3,598 |
| 20 |
2,956.25 |
2,711.00 |
245.25 |
8.3% |
76.50 |
2.6% |
93% |
False |
False |
3,082 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
26.9% |
102.25 |
3.5% |
98% |
False |
False |
5,377 |
| 60 |
3,301.25 |
2,165.50 |
1,135.75 |
38.6% |
130.75 |
4.4% |
68% |
False |
False |
4,360 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
41.9% |
108.00 |
3.7% |
63% |
False |
False |
3,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,433.00 |
|
2.618 |
3,249.50 |
|
1.618 |
3,137.00 |
|
1.000 |
3,067.50 |
|
0.618 |
3,024.50 |
|
HIGH |
2,955.00 |
|
0.618 |
2,912.00 |
|
0.500 |
2,898.75 |
|
0.382 |
2,885.50 |
|
LOW |
2,842.50 |
|
0.618 |
2,773.00 |
|
1.000 |
2,730.00 |
|
1.618 |
2,660.50 |
|
2.618 |
2,548.00 |
|
4.250 |
2,364.50 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,925.75 |
2,910.50 |
| PP |
2,912.25 |
2,882.00 |
| S1 |
2,898.75 |
2,853.25 |
|