| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,981.25 |
3,025.00 |
43.75 |
1.5% |
2,848.00 |
| High |
3,029.50 |
3,055.75 |
26.25 |
0.9% |
2,967.00 |
| Low |
2,956.00 |
3,010.00 |
54.00 |
1.8% |
2,842.50 |
| Close |
3,025.50 |
3,028.00 |
2.50 |
0.1% |
2,943.75 |
| Range |
73.50 |
45.75 |
-27.75 |
-37.8% |
124.50 |
| ATR |
79.68 |
77.26 |
-2.42 |
-3.0% |
0.00 |
| Volume |
7,684 |
9,662 |
1,978 |
25.7% |
18,879 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,168.50 |
3,144.00 |
3,053.25 |
|
| R3 |
3,122.75 |
3,098.25 |
3,040.50 |
|
| R2 |
3,077.00 |
3,077.00 |
3,036.50 |
|
| R1 |
3,052.50 |
3,052.50 |
3,032.25 |
3,064.75 |
| PP |
3,031.25 |
3,031.25 |
3,031.25 |
3,037.50 |
| S1 |
3,006.75 |
3,006.75 |
3,023.75 |
3,019.00 |
| S2 |
2,985.50 |
2,985.50 |
3,019.50 |
|
| S3 |
2,939.75 |
2,961.00 |
3,015.50 |
|
| S4 |
2,894.00 |
2,915.25 |
3,002.75 |
|
|
| 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 |
3,055.75 |
2,895.50 |
160.25 |
5.3% |
56.75 |
1.9% |
83% |
True |
False |
5,807 |
| 10 |
3,055.75 |
2,751.50 |
304.25 |
10.0% |
67.00 |
2.2% |
91% |
True |
False |
5,172 |
| 20 |
3,055.75 |
2,751.50 |
304.25 |
10.0% |
68.50 |
2.3% |
91% |
True |
False |
4,008 |
| 40 |
3,055.75 |
2,422.25 |
633.50 |
20.9% |
82.25 |
2.7% |
96% |
True |
False |
4,350 |
| 60 |
3,111.50 |
2,165.50 |
946.00 |
31.2% |
120.75 |
4.0% |
91% |
False |
False |
4,836 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
40.7% |
109.00 |
3.6% |
70% |
False |
False |
3,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,250.25 |
|
2.618 |
3,175.50 |
|
1.618 |
3,129.75 |
|
1.000 |
3,101.50 |
|
0.618 |
3,084.00 |
|
HIGH |
3,055.75 |
|
0.618 |
3,038.25 |
|
0.500 |
3,033.00 |
|
0.382 |
3,027.50 |
|
LOW |
3,010.00 |
|
0.618 |
2,981.75 |
|
1.000 |
2,964.25 |
|
1.618 |
2,936.00 |
|
2.618 |
2,890.25 |
|
4.250 |
2,815.50 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,033.00 |
3,017.75 |
| PP |
3,031.25 |
3,007.50 |
| S1 |
3,029.50 |
2,997.50 |
|