| 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 |
1,755.9 |
1,765.0 |
9.1 |
0.5% |
1,780.0 |
| High |
1,768.9 |
1,768.0 |
-0.9 |
-0.1% |
1,800.0 |
| Low |
1,750.6 |
1,734.8 |
-15.8 |
-0.9% |
1,743.8 |
| Close |
1,765.6 |
1,740.5 |
-25.1 |
-1.4% |
1,765.6 |
| Range |
18.3 |
33.2 |
14.9 |
81.4% |
56.2 |
| ATR |
32.2 |
32.3 |
0.1 |
0.2% |
0.0 |
| Volume |
8,363 |
6,029 |
-2,334 |
-27.9% |
26,825 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,847.4 |
1,827.1 |
1,758.8 |
|
| R3 |
1,814.2 |
1,793.9 |
1,749.6 |
|
| R2 |
1,781.0 |
1,781.0 |
1,746.6 |
|
| R1 |
1,760.7 |
1,760.7 |
1,743.5 |
1,754.3 |
| PP |
1,747.8 |
1,747.8 |
1,747.8 |
1,744.5 |
| S1 |
1,727.5 |
1,727.5 |
1,737.5 |
1,721.1 |
| S2 |
1,714.6 |
1,714.6 |
1,734.4 |
|
| S3 |
1,681.4 |
1,694.3 |
1,731.4 |
|
| S4 |
1,648.2 |
1,661.1 |
1,722.2 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,938.4 |
1,908.2 |
1,796.5 |
|
| R3 |
1,882.2 |
1,852.0 |
1,781.1 |
|
| R2 |
1,826.0 |
1,826.0 |
1,775.9 |
|
| R1 |
1,795.8 |
1,795.8 |
1,770.8 |
1,782.8 |
| PP |
1,769.8 |
1,769.8 |
1,769.8 |
1,763.3 |
| S1 |
1,739.6 |
1,739.6 |
1,760.4 |
1,726.6 |
| S2 |
1,713.6 |
1,713.6 |
1,755.3 |
|
| S3 |
1,657.4 |
1,683.4 |
1,750.1 |
|
| S4 |
1,601.2 |
1,627.2 |
1,734.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,785.1 |
1,734.8 |
50.3 |
2.9% |
25.0 |
1.4% |
11% |
False |
True |
5,756 |
| 10 |
1,800.0 |
1,717.0 |
83.0 |
4.8% |
26.8 |
1.5% |
28% |
False |
False |
5,443 |
| 20 |
1,800.0 |
1,687.8 |
112.2 |
6.4% |
28.9 |
1.7% |
47% |
False |
False |
5,290 |
| 40 |
1,800.0 |
1,577.7 |
222.3 |
12.8% |
35.9 |
2.1% |
73% |
False |
False |
4,637 |
| 60 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
44.1 |
2.5% |
83% |
False |
False |
4,429 |
| 80 |
1,800.0 |
1,458.8 |
341.2 |
19.6% |
38.6 |
2.2% |
83% |
False |
False |
3,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,909.1 |
|
2.618 |
1,854.9 |
|
1.618 |
1,821.7 |
|
1.000 |
1,801.2 |
|
0.618 |
1,788.5 |
|
HIGH |
1,768.0 |
|
0.618 |
1,755.3 |
|
0.500 |
1,751.4 |
|
0.382 |
1,747.5 |
|
LOW |
1,734.8 |
|
0.618 |
1,714.3 |
|
1.000 |
1,701.6 |
|
1.618 |
1,681.1 |
|
2.618 |
1,647.9 |
|
4.250 |
1,593.7 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,751.4 |
1,757.3 |
| PP |
1,747.8 |
1,751.7 |
| S1 |
1,744.1 |
1,746.1 |
|