Trading Metrics calculated at close of trading on 04-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2020 |
04-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,685.99 |
1,699.93 |
13.94 |
0.8% |
1,726.39 |
High |
1,703.05 |
1,709.10 |
6.05 |
0.4% |
1,726.39 |
Low |
1,671.36 |
1,692.91 |
21.55 |
1.3% |
1,671.36 |
Close |
1,698.62 |
1,700.74 |
2.12 |
0.1% |
1,698.62 |
Range |
31.69 |
16.19 |
-15.50 |
-48.9% |
55.03 |
ATR |
30.98 |
29.93 |
-1.06 |
-3.4% |
0.00 |
Volume |
6,006 |
6,392 |
386 |
6.4% |
30,216 |
|
Daily Pivots for day following 04-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,749.49 |
1,741.30 |
1,709.64 |
|
R3 |
1,733.30 |
1,725.11 |
1,705.19 |
|
R2 |
1,717.11 |
1,717.11 |
1,703.71 |
|
R1 |
1,708.92 |
1,708.92 |
1,702.22 |
1,713.02 |
PP |
1,700.92 |
1,700.92 |
1,700.92 |
1,702.96 |
S1 |
1,692.73 |
1,692.73 |
1,699.26 |
1,696.83 |
S2 |
1,684.73 |
1,684.73 |
1,697.77 |
|
S3 |
1,668.54 |
1,676.54 |
1,696.29 |
|
S4 |
1,652.35 |
1,660.35 |
1,691.84 |
|
|
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 |
1,720.33 |
1,671.36 |
48.97 |
2.9% |
24.73 |
1.5% |
60% |
False |
False |
6,129 |
10 |
1,737.29 |
1,663.76 |
73.53 |
4.3% |
26.31 |
1.5% |
50% |
False |
False |
6,120 |
20 |
1,744.37 |
1,643.69 |
100.68 |
5.9% |
26.65 |
1.6% |
57% |
False |
False |
5,692 |
40 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
39.03 |
2.3% |
85% |
False |
False |
5,795 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
35.15 |
2.1% |
85% |
False |
False |
5,888 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
29.92 |
1.8% |
85% |
False |
False |
6,204 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
26.88 |
1.6% |
85% |
False |
False |
6,423 |
120 |
1,744.37 |
1,452.18 |
292.19 |
17.2% |
24.31 |
1.4% |
85% |
False |
False |
6,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.91 |
2.618 |
1,751.49 |
1.618 |
1,735.30 |
1.000 |
1,725.29 |
0.618 |
1,719.11 |
HIGH |
1,709.10 |
0.618 |
1,702.92 |
0.500 |
1,701.01 |
0.382 |
1,699.09 |
LOW |
1,692.91 |
0.618 |
1,682.90 |
1.000 |
1,676.72 |
1.618 |
1,666.71 |
2.618 |
1,650.52 |
4.250 |
1,624.10 |
|
|
Fisher Pivots for day following 04-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,701.01 |
1,699.11 |
PP |
1,700.92 |
1,697.48 |
S1 |
1,700.83 |
1,695.85 |
|