Trading Metrics calculated at close of trading on 01-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2020 |
01-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,711.76 |
1,685.99 |
-25.77 |
-1.5% |
1,726.39 |
High |
1,720.33 |
1,703.05 |
-17.28 |
-1.0% |
1,726.39 |
Low |
1,681.99 |
1,671.36 |
-10.63 |
-0.6% |
1,671.36 |
Close |
1,685.82 |
1,698.62 |
12.80 |
0.8% |
1,698.62 |
Range |
38.34 |
31.69 |
-6.65 |
-17.3% |
55.03 |
ATR |
30.93 |
30.98 |
0.05 |
0.2% |
0.00 |
Volume |
5,975 |
6,006 |
31 |
0.5% |
30,216 |
|
Daily Pivots for day following 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,786.08 |
1,774.04 |
1,716.05 |
|
R3 |
1,754.39 |
1,742.35 |
1,707.33 |
|
R2 |
1,722.70 |
1,722.70 |
1,704.43 |
|
R1 |
1,710.66 |
1,710.66 |
1,701.52 |
1,716.68 |
PP |
1,691.01 |
1,691.01 |
1,691.01 |
1,694.02 |
S1 |
1,678.97 |
1,678.97 |
1,695.72 |
1,684.99 |
S2 |
1,659.32 |
1,659.32 |
1,692.81 |
|
S3 |
1,627.63 |
1,647.28 |
1,689.91 |
|
S4 |
1,595.94 |
1,615.59 |
1,681.19 |
|
|
Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.88 |
1,836.28 |
1,728.89 |
|
R3 |
1,808.85 |
1,781.25 |
1,713.75 |
|
R2 |
1,753.82 |
1,753.82 |
1,708.71 |
|
R1 |
1,726.22 |
1,726.22 |
1,703.66 |
1,712.51 |
PP |
1,698.79 |
1,698.79 |
1,698.79 |
1,691.93 |
S1 |
1,671.19 |
1,671.19 |
1,693.58 |
1,657.48 |
S2 |
1,643.76 |
1,643.76 |
1,688.53 |
|
S3 |
1,588.73 |
1,616.16 |
1,683.49 |
|
S4 |
1,533.70 |
1,561.13 |
1,668.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,726.39 |
1,671.36 |
55.03 |
3.2% |
24.97 |
1.5% |
50% |
False |
True |
6,043 |
10 |
1,737.29 |
1,663.76 |
73.53 |
4.3% |
27.47 |
1.6% |
47% |
False |
False |
6,084 |
20 |
1,744.37 |
1,611.27 |
133.10 |
7.8% |
28.58 |
1.7% |
66% |
False |
False |
5,656 |
40 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
39.67 |
2.3% |
84% |
False |
False |
5,781 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
35.02 |
2.1% |
84% |
False |
False |
5,903 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
29.90 |
1.8% |
84% |
False |
False |
6,217 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
26.93 |
1.6% |
84% |
False |
False |
6,429 |
120 |
1,744.37 |
1,452.18 |
292.19 |
17.2% |
24.28 |
1.4% |
84% |
False |
False |
6,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.73 |
2.618 |
1,786.01 |
1.618 |
1,754.32 |
1.000 |
1,734.74 |
0.618 |
1,722.63 |
HIGH |
1,703.05 |
0.618 |
1,690.94 |
0.500 |
1,687.21 |
0.382 |
1,683.47 |
LOW |
1,671.36 |
0.618 |
1,651.78 |
1.000 |
1,639.67 |
1.618 |
1,620.09 |
2.618 |
1,588.40 |
4.250 |
1,536.68 |
|
|
Fisher Pivots for day following 01-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,694.82 |
1,697.70 |
PP |
1,691.01 |
1,696.77 |
S1 |
1,687.21 |
1,695.85 |
|