| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,942.00 |
2,981.25 |
39.25 |
1.3% |
2,848.00 |
| High |
3,010.50 |
3,029.50 |
19.00 |
0.6% |
2,967.00 |
| Low |
2,939.00 |
2,956.00 |
17.00 |
0.6% |
2,842.50 |
| Close |
2,985.00 |
3,025.50 |
40.50 |
1.4% |
2,943.75 |
| Range |
71.50 |
73.50 |
2.00 |
2.8% |
124.50 |
| ATR |
80.16 |
79.68 |
-0.48 |
-0.6% |
0.00 |
| Volume |
5,726 |
7,684 |
1,958 |
34.2% |
18,879 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,224.25 |
3,198.25 |
3,066.00 |
|
| R3 |
3,150.75 |
3,124.75 |
3,045.75 |
|
| R2 |
3,077.25 |
3,077.25 |
3,039.00 |
|
| R1 |
3,051.25 |
3,051.25 |
3,032.25 |
3,064.25 |
| PP |
3,003.75 |
3,003.75 |
3,003.75 |
3,010.00 |
| S1 |
2,977.75 |
2,977.75 |
3,018.75 |
2,990.75 |
| S2 |
2,930.25 |
2,930.25 |
3,012.00 |
|
| S3 |
2,856.75 |
2,904.25 |
3,005.25 |
|
| S4 |
2,783.25 |
2,830.75 |
2,985.00 |
|
|
| 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 |
3,029.50 |
2,895.50 |
134.00 |
4.4% |
61.00 |
2.0% |
97% |
True |
False |
4,637 |
| 10 |
3,029.50 |
2,751.50 |
278.00 |
9.2% |
71.50 |
2.4% |
99% |
True |
False |
4,757 |
| 20 |
3,029.50 |
2,751.50 |
278.00 |
9.2% |
71.00 |
2.4% |
99% |
True |
False |
3,658 |
| 40 |
3,029.50 |
2,422.25 |
607.25 |
20.1% |
83.25 |
2.7% |
99% |
True |
False |
4,468 |
| 60 |
3,122.75 |
2,165.50 |
957.25 |
31.6% |
122.75 |
4.1% |
90% |
False |
False |
4,698 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
40.7% |
109.00 |
3.6% |
70% |
False |
False |
3,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,342.00 |
|
2.618 |
3,222.00 |
|
1.618 |
3,148.50 |
|
1.000 |
3,103.00 |
|
0.618 |
3,075.00 |
|
HIGH |
3,029.50 |
|
0.618 |
3,001.50 |
|
0.500 |
2,992.75 |
|
0.382 |
2,984.00 |
|
LOW |
2,956.00 |
|
0.618 |
2,910.50 |
|
1.000 |
2,882.50 |
|
1.618 |
2,837.00 |
|
2.618 |
2,763.50 |
|
4.250 |
2,643.50 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,014.50 |
3,004.50 |
| PP |
3,003.75 |
2,983.50 |
| S1 |
2,992.75 |
2,962.50 |
|