| Trading Metrics calculated at close of trading on 26-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,927.50 |
2,942.00 |
14.50 |
0.5% |
2,848.00 |
| High |
2,948.25 |
3,010.50 |
62.25 |
2.1% |
2,967.00 |
| Low |
2,895.50 |
2,939.00 |
43.50 |
1.5% |
2,842.50 |
| Close |
2,943.75 |
2,985.00 |
41.25 |
1.4% |
2,943.75 |
| Range |
52.75 |
71.50 |
18.75 |
35.5% |
124.50 |
| ATR |
80.83 |
80.16 |
-0.67 |
-0.8% |
0.00 |
| Volume |
2,796 |
5,726 |
2,930 |
104.8% |
18,879 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,192.75 |
3,160.25 |
3,024.25 |
|
| R3 |
3,121.25 |
3,088.75 |
3,004.75 |
|
| R2 |
3,049.75 |
3,049.75 |
2,998.00 |
|
| R1 |
3,017.25 |
3,017.25 |
2,991.50 |
3,033.50 |
| PP |
2,978.25 |
2,978.25 |
2,978.25 |
2,986.25 |
| S1 |
2,945.75 |
2,945.75 |
2,978.50 |
2,962.00 |
| S2 |
2,906.75 |
2,906.75 |
2,972.00 |
|
| S3 |
2,835.25 |
2,874.25 |
2,965.25 |
|
| S4 |
2,763.75 |
2,802.75 |
2,945.75 |
|
|
| 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 |
3,010.50 |
2,895.50 |
115.00 |
3.9% |
58.50 |
2.0% |
78% |
True |
False |
4,016 |
| 10 |
3,010.50 |
2,751.50 |
259.00 |
8.7% |
74.25 |
2.5% |
90% |
True |
False |
4,254 |
| 20 |
3,010.50 |
2,751.50 |
259.00 |
8.7% |
70.50 |
2.4% |
90% |
True |
False |
3,404 |
| 40 |
3,010.50 |
2,422.25 |
588.25 |
19.7% |
85.75 |
2.9% |
96% |
True |
False |
4,530 |
| 60 |
3,122.75 |
2,165.50 |
957.25 |
32.1% |
125.00 |
4.2% |
86% |
False |
False |
4,608 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
41.2% |
109.00 |
3.7% |
67% |
False |
False |
3,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,314.50 |
|
2.618 |
3,197.75 |
|
1.618 |
3,126.25 |
|
1.000 |
3,082.00 |
|
0.618 |
3,054.75 |
|
HIGH |
3,010.50 |
|
0.618 |
2,983.25 |
|
0.500 |
2,974.75 |
|
0.382 |
2,966.25 |
|
LOW |
2,939.00 |
|
0.618 |
2,894.75 |
|
1.000 |
2,867.50 |
|
1.618 |
2,823.25 |
|
2.618 |
2,751.75 |
|
4.250 |
2,635.00 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,981.50 |
2,974.25 |
| PP |
2,978.25 |
2,963.75 |
| S1 |
2,974.75 |
2,953.00 |
|