| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,836.0 |
2,830.0 |
-6.0 |
-0.2% |
2,772.0 |
| High |
2,836.0 |
2,844.0 |
8.0 |
0.3% |
2,860.0 |
| Low |
2,790.0 |
2,829.0 |
39.0 |
1.4% |
2,761.0 |
| Close |
2,836.0 |
2,841.0 |
5.0 |
0.2% |
2,860.0 |
| Range |
46.0 |
15.0 |
-31.0 |
-67.4% |
99.0 |
| ATR |
65.3 |
61.7 |
-3.6 |
-5.5% |
0.0 |
| Volume |
1,001 |
2,102 |
1,101 |
110.0% |
53,521 |
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.0 |
2,877.0 |
2,849.3 |
|
| R3 |
2,868.0 |
2,862.0 |
2,845.1 |
|
| R2 |
2,853.0 |
2,853.0 |
2,843.8 |
|
| R1 |
2,847.0 |
2,847.0 |
2,842.4 |
2,850.0 |
| PP |
2,838.0 |
2,838.0 |
2,838.0 |
2,839.5 |
| S1 |
2,832.0 |
2,832.0 |
2,839.6 |
2,835.0 |
| S2 |
2,823.0 |
2,823.0 |
2,838.3 |
|
| S3 |
2,808.0 |
2,817.0 |
2,836.9 |
|
| S4 |
2,793.0 |
2,802.0 |
2,832.8 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,124.0 |
3,091.0 |
2,914.5 |
|
| R3 |
3,025.0 |
2,992.0 |
2,887.2 |
|
| R2 |
2,926.0 |
2,926.0 |
2,878.2 |
|
| R1 |
2,893.0 |
2,893.0 |
2,869.1 |
2,909.5 |
| PP |
2,827.0 |
2,827.0 |
2,827.0 |
2,835.3 |
| S1 |
2,794.0 |
2,794.0 |
2,850.9 |
2,810.5 |
| S2 |
2,728.0 |
2,728.0 |
2,841.9 |
|
| S3 |
2,629.0 |
2,695.0 |
2,832.8 |
|
| S4 |
2,530.0 |
2,596.0 |
2,805.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,860.0 |
2,775.0 |
85.0 |
3.0% |
25.8 |
0.9% |
78% |
False |
False |
4,913 |
| 10 |
2,940.0 |
2,761.0 |
179.0 |
6.3% |
29.1 |
1.0% |
45% |
False |
False |
12,837 |
| 20 |
2,940.0 |
2,735.0 |
205.0 |
7.2% |
27.4 |
1.0% |
52% |
False |
False |
11,040 |
| 40 |
2,940.0 |
2,293.0 |
647.0 |
22.8% |
16.3 |
0.6% |
85% |
False |
False |
13,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,907.8 |
|
2.618 |
2,883.3 |
|
1.618 |
2,868.3 |
|
1.000 |
2,859.0 |
|
0.618 |
2,853.3 |
|
HIGH |
2,844.0 |
|
0.618 |
2,838.3 |
|
0.500 |
2,836.5 |
|
0.382 |
2,834.7 |
|
LOW |
2,829.0 |
|
0.618 |
2,819.7 |
|
1.000 |
2,814.0 |
|
1.618 |
2,804.7 |
|
2.618 |
2,789.7 |
|
4.250 |
2,765.3 |
|
|