| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,844.25 |
2,935.25 |
91.00 |
3.2% |
2,902.75 |
| High |
2,950.00 |
2,961.00 |
11.00 |
0.4% |
2,930.25 |
| Low |
2,838.00 |
2,901.25 |
63.25 |
2.2% |
2,745.75 |
| Close |
2,934.00 |
2,905.25 |
-28.75 |
-1.0% |
2,832.75 |
| Range |
112.00 |
59.75 |
-52.25 |
-46.7% |
184.50 |
| ATR |
86.75 |
84.82 |
-1.93 |
-2.2% |
0.00 |
| Volume |
4,279 |
1,813 |
-2,466 |
-57.6% |
21,503 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,101.75 |
3,063.25 |
2,938.00 |
|
| R3 |
3,042.00 |
3,003.50 |
2,921.75 |
|
| R2 |
2,982.25 |
2,982.25 |
2,916.25 |
|
| R1 |
2,943.75 |
2,943.75 |
2,910.75 |
2,933.00 |
| PP |
2,922.50 |
2,922.50 |
2,922.50 |
2,917.25 |
| S1 |
2,884.00 |
2,884.00 |
2,899.75 |
2,873.50 |
| S2 |
2,862.75 |
2,862.75 |
2,894.25 |
|
| S3 |
2,803.00 |
2,824.25 |
2,888.75 |
|
| S4 |
2,743.25 |
2,764.50 |
2,872.50 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.75 |
3,295.75 |
2,934.25 |
|
| R3 |
3,205.25 |
3,111.25 |
2,883.50 |
|
| R2 |
3,020.75 |
3,020.75 |
2,866.50 |
|
| R1 |
2,926.75 |
2,926.75 |
2,849.75 |
2,881.50 |
| PP |
2,836.25 |
2,836.25 |
2,836.25 |
2,813.50 |
| S1 |
2,742.25 |
2,742.25 |
2,815.75 |
2,697.00 |
| S2 |
2,651.75 |
2,651.75 |
2,799.00 |
|
| S3 |
2,467.25 |
2,557.75 |
2,782.00 |
|
| S4 |
2,282.75 |
2,373.25 |
2,731.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,961.00 |
2,745.75 |
215.25 |
7.4% |
80.75 |
2.8% |
74% |
True |
False |
5,415 |
| 10 |
2,961.00 |
2,745.75 |
215.25 |
7.4% |
71.00 |
2.4% |
74% |
True |
False |
2,853 |
| 20 |
2,961.00 |
2,712.75 |
248.25 |
8.5% |
70.50 |
2.4% |
78% |
True |
False |
2,618 |
| 40 |
2,961.00 |
2,234.00 |
727.00 |
25.0% |
92.25 |
3.2% |
92% |
True |
False |
1,846 |
| 60 |
3,238.50 |
2,168.25 |
1,070.25 |
36.8% |
106.50 |
3.7% |
69% |
False |
False |
1,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.00 |
|
2.618 |
3,117.50 |
|
1.618 |
3,057.75 |
|
1.000 |
3,020.75 |
|
0.618 |
2,998.00 |
|
HIGH |
2,961.00 |
|
0.618 |
2,938.25 |
|
0.500 |
2,931.00 |
|
0.382 |
2,924.00 |
|
LOW |
2,901.25 |
|
0.618 |
2,864.25 |
|
1.000 |
2,841.50 |
|
1.618 |
2,804.50 |
|
2.618 |
2,744.75 |
|
4.250 |
2,647.25 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,931.00 |
2,896.50 |
| PP |
2,922.50 |
2,887.75 |
| S1 |
2,914.00 |
2,879.00 |
|