| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,848.00 |
2,933.50 |
85.50 |
3.0% |
2,910.00 |
| High |
2,955.00 |
2,967.00 |
12.00 |
0.4% |
2,937.25 |
| Low |
2,842.50 |
2,906.00 |
63.50 |
2.2% |
2,751.50 |
| Close |
2,939.25 |
2,910.25 |
-29.00 |
-1.0% |
2,838.00 |
| Range |
112.50 |
61.00 |
-51.50 |
-45.8% |
185.75 |
| ATR |
89.79 |
87.74 |
-2.06 |
-2.3% |
0.00 |
| Volume |
4,525 |
4,576 |
51 |
1.1% |
20,954 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,110.75 |
3,071.50 |
2,943.75 |
|
| R3 |
3,049.75 |
3,010.50 |
2,927.00 |
|
| R2 |
2,988.75 |
2,988.75 |
2,921.50 |
|
| R1 |
2,949.50 |
2,949.50 |
2,915.75 |
2,938.50 |
| PP |
2,927.75 |
2,927.75 |
2,927.75 |
2,922.25 |
| S1 |
2,888.50 |
2,888.50 |
2,904.75 |
2,877.50 |
| S2 |
2,866.75 |
2,866.75 |
2,899.00 |
|
| S3 |
2,805.75 |
2,827.50 |
2,893.50 |
|
| S4 |
2,744.75 |
2,766.50 |
2,876.75 |
|
|
| 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 |
2,967.00 |
2,751.50 |
215.50 |
7.4% |
82.00 |
2.8% |
74% |
True |
False |
4,878 |
| 10 |
2,967.00 |
2,751.50 |
215.50 |
7.4% |
74.00 |
2.5% |
74% |
True |
False |
3,695 |
| 20 |
2,967.00 |
2,711.75 |
255.25 |
8.8% |
73.75 |
2.5% |
78% |
True |
False |
3,173 |
| 40 |
2,967.00 |
2,226.25 |
740.75 |
25.5% |
98.50 |
3.4% |
92% |
True |
False |
5,178 |
| 60 |
3,256.00 |
2,165.50 |
1,090.50 |
37.5% |
130.25 |
4.5% |
68% |
False |
False |
4,423 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
42.3% |
108.25 |
3.7% |
60% |
False |
False |
3,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,226.25 |
|
2.618 |
3,126.75 |
|
1.618 |
3,065.75 |
|
1.000 |
3,028.00 |
|
0.618 |
3,004.75 |
|
HIGH |
2,967.00 |
|
0.618 |
2,943.75 |
|
0.500 |
2,936.50 |
|
0.382 |
2,929.25 |
|
LOW |
2,906.00 |
|
0.618 |
2,868.25 |
|
1.000 |
2,845.00 |
|
1.618 |
2,807.25 |
|
2.618 |
2,746.25 |
|
4.250 |
2,646.75 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,936.50 |
2,901.50 |
| PP |
2,927.75 |
2,892.75 |
| S1 |
2,919.00 |
2,884.00 |
|