Trading Metrics calculated at close of trading on 06-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2020 |
06-May-2020 |
Change |
Change % |
Previous Week |
Open |
1,700.77 |
1,704.94 |
4.17 |
0.2% |
1,726.39 |
High |
1,710.47 |
1,707.28 |
-3.19 |
-0.2% |
1,726.39 |
Low |
1,693.52 |
1,683.39 |
-10.13 |
-0.6% |
1,671.36 |
Close |
1,704.87 |
1,684.94 |
-19.93 |
-1.2% |
1,698.62 |
Range |
16.95 |
23.89 |
6.94 |
40.9% |
55.03 |
ATR |
29.00 |
28.63 |
-0.36 |
-1.3% |
0.00 |
Volume |
6,319 |
6,078 |
-241 |
-3.8% |
30,216 |
|
Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,763.54 |
1,748.13 |
1,698.08 |
|
R3 |
1,739.65 |
1,724.24 |
1,691.51 |
|
R2 |
1,715.76 |
1,715.76 |
1,689.32 |
|
R1 |
1,700.35 |
1,700.35 |
1,687.13 |
1,696.11 |
PP |
1,691.87 |
1,691.87 |
1,691.87 |
1,689.75 |
S1 |
1,676.46 |
1,676.46 |
1,682.75 |
1,672.22 |
S2 |
1,667.98 |
1,667.98 |
1,680.56 |
|
S3 |
1,644.09 |
1,652.57 |
1,678.37 |
|
S4 |
1,620.20 |
1,628.68 |
1,671.80 |
|
|
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% |
25.41 |
1.5% |
28% |
False |
False |
6,154 |
10 |
1,737.29 |
1,671.36 |
65.93 |
3.9% |
23.59 |
1.4% |
21% |
False |
False |
6,125 |
20 |
1,744.37 |
1,643.69 |
100.68 |
6.0% |
27.09 |
1.6% |
41% |
False |
False |
5,770 |
40 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
38.31 |
2.3% |
80% |
False |
False |
5,804 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
35.53 |
2.1% |
80% |
False |
False |
5,850 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
30.09 |
1.8% |
80% |
False |
False |
6,174 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.3% |
27.09 |
1.6% |
80% |
False |
False |
6,398 |
120 |
1,744.37 |
1,452.18 |
292.19 |
17.3% |
24.44 |
1.5% |
80% |
False |
False |
6,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,808.81 |
2.618 |
1,769.82 |
1.618 |
1,745.93 |
1.000 |
1,731.17 |
0.618 |
1,722.04 |
HIGH |
1,707.28 |
0.618 |
1,698.15 |
0.500 |
1,695.34 |
0.382 |
1,692.52 |
LOW |
1,683.39 |
0.618 |
1,668.63 |
1.000 |
1,659.50 |
1.618 |
1,644.74 |
2.618 |
1,620.85 |
4.250 |
1,581.86 |
|
|
Fisher Pivots for day following 06-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1,695.34 |
1,696.93 |
PP |
1,691.87 |
1,692.93 |
S1 |
1,688.41 |
1,688.94 |
|