| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,963.00 |
2,927.50 |
-35.50 |
-1.2% |
2,848.00 |
| High |
2,964.75 |
2,948.25 |
-16.50 |
-0.6% |
2,967.00 |
| Low |
2,924.75 |
2,895.50 |
-29.25 |
-1.0% |
2,842.50 |
| Close |
2,928.25 |
2,943.75 |
15.50 |
0.5% |
2,943.75 |
| Range |
40.00 |
52.75 |
12.75 |
31.9% |
124.50 |
| ATR |
82.98 |
80.83 |
-2.16 |
-2.6% |
0.00 |
| Volume |
3,168 |
2,796 |
-372 |
-11.7% |
18,879 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087.50 |
3,068.25 |
2,972.75 |
|
| R3 |
3,034.75 |
3,015.50 |
2,958.25 |
|
| R2 |
2,982.00 |
2,982.00 |
2,953.50 |
|
| R1 |
2,962.75 |
2,962.75 |
2,948.50 |
2,972.50 |
| PP |
2,929.25 |
2,929.25 |
2,929.25 |
2,934.00 |
| S1 |
2,910.00 |
2,910.00 |
2,939.00 |
2,919.50 |
| S2 |
2,876.50 |
2,876.50 |
2,934.00 |
|
| S3 |
2,823.75 |
2,857.25 |
2,929.25 |
|
| S4 |
2,771.00 |
2,804.50 |
2,914.75 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,291.25 |
3,242.00 |
3,012.25 |
|
| R3 |
3,166.75 |
3,117.50 |
2,978.00 |
|
| R2 |
3,042.25 |
3,042.25 |
2,966.50 |
|
| R1 |
2,993.00 |
2,993.00 |
2,955.25 |
3,017.50 |
| PP |
2,917.75 |
2,917.75 |
2,917.75 |
2,930.00 |
| S1 |
2,868.50 |
2,868.50 |
2,932.25 |
2,893.00 |
| S2 |
2,793.25 |
2,793.25 |
2,921.00 |
|
| S3 |
2,668.75 |
2,744.00 |
2,909.50 |
|
| S4 |
2,544.25 |
2,619.50 |
2,875.25 |
|
|
| 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 |
2,842.50 |
124.50 |
4.2% |
66.75 |
2.3% |
81% |
False |
False |
3,775 |
| 10 |
2,967.00 |
2,751.50 |
215.50 |
7.3% |
72.50 |
2.5% |
89% |
False |
False |
3,983 |
| 20 |
2,967.00 |
2,751.50 |
215.50 |
7.3% |
70.50 |
2.4% |
89% |
False |
False |
3,236 |
| 40 |
2,967.00 |
2,422.25 |
544.75 |
18.5% |
87.25 |
3.0% |
96% |
False |
False |
4,718 |
| 60 |
3,122.75 |
2,165.50 |
957.25 |
32.5% |
126.00 |
4.3% |
81% |
False |
False |
4,554 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
41.8% |
108.75 |
3.7% |
63% |
False |
False |
3,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172.50 |
|
2.618 |
3,086.25 |
|
1.618 |
3,033.50 |
|
1.000 |
3,001.00 |
|
0.618 |
2,980.75 |
|
HIGH |
2,948.25 |
|
0.618 |
2,928.00 |
|
0.500 |
2,922.00 |
|
0.382 |
2,915.75 |
|
LOW |
2,895.50 |
|
0.618 |
2,863.00 |
|
1.000 |
2,842.75 |
|
1.618 |
2,810.25 |
|
2.618 |
2,757.50 |
|
4.250 |
2,671.25 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,936.50 |
2,939.50 |
| PP |
2,929.25 |
2,935.25 |
| S1 |
2,922.00 |
2,931.00 |
|