| 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 |
8,922.39 |
8,997.02 |
74.63 |
0.8% |
8,865.58 |
| High |
9,031.00 |
9,065.58 |
34.58 |
0.4% |
9,025.82 |
| Low |
8,900.57 |
8,950.89 |
50.32 |
0.6% |
8,668.67 |
| Close |
8,930.62 |
8,984.86 |
54.24 |
0.6% |
8,718.18 |
| Range |
130.43 |
114.69 |
-15.74 |
-12.1% |
357.15 |
| ATR |
259.76 |
250.85 |
-8.91 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,344.51 |
9,279.38 |
9,047.94 |
|
| R3 |
9,229.82 |
9,164.69 |
9,016.40 |
|
| R2 |
9,115.13 |
9,115.13 |
9,005.89 |
|
| R1 |
9,050.00 |
9,050.00 |
8,995.37 |
9,025.22 |
| PP |
9,000.44 |
9,000.44 |
9,000.44 |
8,988.06 |
| S1 |
8,935.31 |
8,935.31 |
8,974.35 |
8,910.53 |
| S2 |
8,885.75 |
8,885.75 |
8,963.83 |
|
| S3 |
8,771.06 |
8,820.62 |
8,953.32 |
|
| S4 |
8,656.37 |
8,705.93 |
8,921.78 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,875.67 |
9,654.08 |
8,914.61 |
|
| R3 |
9,518.52 |
9,296.93 |
8,816.40 |
|
| R2 |
9,161.37 |
9,161.37 |
8,783.66 |
|
| R1 |
8,939.78 |
8,939.78 |
8,750.92 |
8,872.00 |
| PP |
8,804.22 |
8,804.22 |
8,804.22 |
8,770.34 |
| S1 |
8,582.63 |
8,582.63 |
8,685.44 |
8,514.85 |
| S2 |
8,447.07 |
8,447.07 |
8,652.70 |
|
| S3 |
8,089.92 |
8,225.48 |
8,619.96 |
|
| S4 |
7,732.77 |
7,868.33 |
8,521.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,065.58 |
8,665.40 |
400.18 |
4.5% |
144.33 |
1.6% |
80% |
True |
False |
|
| 10 |
9,065.58 |
8,599.99 |
465.59 |
5.2% |
161.22 |
1.8% |
83% |
True |
False |
|
| 20 |
9,065.58 |
8,058.41 |
1,007.17 |
11.2% |
175.56 |
2.0% |
92% |
True |
False |
|
| 40 |
9,065.58 |
6,771.91 |
2,293.67 |
25.5% |
279.36 |
3.1% |
96% |
True |
False |
|
| 60 |
9,736.57 |
6,771.91 |
2,964.66 |
33.0% |
265.83 |
3.0% |
75% |
False |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
33.0% |
224.29 |
2.5% |
75% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
33.0% |
192.59 |
2.1% |
75% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
33.0% |
170.02 |
1.9% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,553.01 |
|
2.618 |
9,365.84 |
|
1.618 |
9,251.15 |
|
1.000 |
9,180.27 |
|
0.618 |
9,136.46 |
|
HIGH |
9,065.58 |
|
0.618 |
9,021.77 |
|
0.500 |
9,008.24 |
|
0.382 |
8,994.70 |
|
LOW |
8,950.89 |
|
0.618 |
8,880.01 |
|
1.000 |
8,836.20 |
|
1.618 |
8,765.32 |
|
2.618 |
8,650.63 |
|
4.250 |
8,463.46 |
|
|
| Fisher Pivots for day following 06-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,008.24 |
8,945.07 |
| PP |
9,000.44 |
8,905.28 |
| S1 |
8,992.65 |
8,865.49 |
|