| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
3,025.00 |
3,026.25 |
1.25 |
0.0% |
2,942.00 |
| High |
3,055.75 |
3,047.50 |
-8.25 |
-0.3% |
3,055.75 |
| Low |
3,010.00 |
2,982.25 |
-27.75 |
-0.9% |
2,939.00 |
| Close |
3,028.00 |
3,031.75 |
3.75 |
0.1% |
3,031.75 |
| Range |
45.75 |
65.25 |
19.50 |
42.6% |
116.75 |
| ATR |
77.26 |
76.40 |
-0.86 |
-1.1% |
0.00 |
| Volume |
9,662 |
11,752 |
2,090 |
21.6% |
34,824 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,216.25 |
3,189.25 |
3,067.75 |
|
| R3 |
3,151.00 |
3,124.00 |
3,049.75 |
|
| R2 |
3,085.75 |
3,085.75 |
3,043.75 |
|
| R1 |
3,058.75 |
3,058.75 |
3,037.75 |
3,072.25 |
| PP |
3,020.50 |
3,020.50 |
3,020.50 |
3,027.25 |
| S1 |
2,993.50 |
2,993.50 |
3,025.75 |
3,007.00 |
| S2 |
2,955.25 |
2,955.25 |
3,019.75 |
|
| S3 |
2,890.00 |
2,928.25 |
3,013.75 |
|
| S4 |
2,824.75 |
2,863.00 |
2,995.75 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,359.00 |
3,312.25 |
3,096.00 |
|
| R3 |
3,242.25 |
3,195.50 |
3,063.75 |
|
| R2 |
3,125.50 |
3,125.50 |
3,053.25 |
|
| R1 |
3,078.75 |
3,078.75 |
3,042.50 |
3,102.00 |
| PP |
3,008.75 |
3,008.75 |
3,008.75 |
3,020.50 |
| S1 |
2,962.00 |
2,962.00 |
3,021.00 |
2,985.50 |
| S2 |
2,892.00 |
2,892.00 |
3,010.25 |
|
| S3 |
2,775.25 |
2,845.25 |
2,999.75 |
|
| S4 |
2,658.50 |
2,728.50 |
2,967.50 |
|
|
| 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% |
61.75 |
2.0% |
85% |
False |
False |
7,524 |
| 10 |
3,055.75 |
2,801.00 |
254.75 |
8.4% |
64.25 |
2.1% |
91% |
False |
False |
5,804 |
| 20 |
3,055.75 |
2,751.50 |
304.25 |
10.0% |
67.50 |
2.2% |
92% |
False |
False |
4,492 |
| 40 |
3,055.75 |
2,422.25 |
633.50 |
20.9% |
80.75 |
2.7% |
96% |
False |
False |
4,361 |
| 60 |
3,090.50 |
2,165.50 |
925.00 |
30.5% |
119.50 |
3.9% |
94% |
False |
False |
5,017 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
40.6% |
109.00 |
3.6% |
70% |
False |
False |
3,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,324.75 |
|
2.618 |
3,218.25 |
|
1.618 |
3,153.00 |
|
1.000 |
3,112.75 |
|
0.618 |
3,087.75 |
|
HIGH |
3,047.50 |
|
0.618 |
3,022.50 |
|
0.500 |
3,015.00 |
|
0.382 |
3,007.25 |
|
LOW |
2,982.25 |
|
0.618 |
2,942.00 |
|
1.000 |
2,917.00 |
|
1.618 |
2,876.75 |
|
2.618 |
2,811.50 |
|
4.250 |
2,705.00 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,026.00 |
3,023.00 |
| PP |
3,020.50 |
3,014.50 |
| S1 |
3,015.00 |
3,006.00 |
|