| Trading Metrics calculated at close of trading on 12-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2020 |
12-May-2020 |
Change |
Change % |
Previous Week |
| Open |
9,155.21 |
9,326.06 |
170.85 |
1.9% |
8,683.94 |
| High |
9,346.27 |
9,354.45 |
8.18 |
0.1% |
9,224.49 |
| Low |
9,155.21 |
9,109.09 |
-46.12 |
-0.5% |
8,665.40 |
| Close |
9,298.92 |
9,112.45 |
-186.47 |
-2.0% |
9,220.35 |
| Range |
191.06 |
245.36 |
54.30 |
28.4% |
559.09 |
| ATR |
231.94 |
232.90 |
0.96 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,928.08 |
9,765.62 |
9,247.40 |
|
| R3 |
9,682.72 |
9,520.26 |
9,179.92 |
|
| R2 |
9,437.36 |
9,437.36 |
9,157.43 |
|
| R1 |
9,274.90 |
9,274.90 |
9,134.94 |
9,233.45 |
| PP |
9,192.00 |
9,192.00 |
9,192.00 |
9,171.27 |
| S1 |
9,029.54 |
9,029.54 |
9,089.96 |
8,988.09 |
| S2 |
8,946.64 |
8,946.64 |
9,067.47 |
|
| S3 |
8,701.28 |
8,784.18 |
9,044.98 |
|
| S4 |
8,455.92 |
8,538.82 |
8,977.50 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,714.02 |
10,526.27 |
9,527.85 |
|
| R3 |
10,154.93 |
9,967.18 |
9,374.10 |
|
| R2 |
9,595.84 |
9,595.84 |
9,322.85 |
|
| R1 |
9,408.09 |
9,408.09 |
9,271.60 |
9,501.97 |
| PP |
9,036.75 |
9,036.75 |
9,036.75 |
9,083.68 |
| S1 |
8,849.00 |
8,849.00 |
9,169.10 |
8,942.88 |
| S2 |
8,477.66 |
8,477.66 |
9,117.85 |
|
| S3 |
7,918.57 |
8,289.91 |
9,066.60 |
|
| S4 |
7,359.48 |
7,730.82 |
8,912.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,354.45 |
8,950.89 |
403.56 |
4.4% |
147.92 |
1.6% |
40% |
True |
False |
|
| 10 |
9,354.45 |
8,665.40 |
689.05 |
7.6% |
154.04 |
1.7% |
65% |
True |
False |
|
| 20 |
9,354.45 |
8,359.84 |
994.61 |
10.9% |
167.82 |
1.8% |
76% |
True |
False |
|
| 40 |
9,354.45 |
6,771.91 |
2,582.54 |
28.3% |
241.48 |
2.7% |
91% |
True |
False |
|
| 60 |
9,736.57 |
6,771.91 |
2,964.66 |
32.5% |
270.82 |
3.0% |
79% |
False |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
32.5% |
228.74 |
2.5% |
79% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
32.5% |
196.24 |
2.2% |
79% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
32.5% |
173.64 |
1.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,397.23 |
|
2.618 |
9,996.80 |
|
1.618 |
9,751.44 |
|
1.000 |
9,599.81 |
|
0.618 |
9,506.08 |
|
HIGH |
9,354.45 |
|
0.618 |
9,260.72 |
|
0.500 |
9,231.77 |
|
0.382 |
9,202.82 |
|
LOW |
9,109.09 |
|
0.618 |
8,957.46 |
|
1.000 |
8,863.73 |
|
1.618 |
8,712.10 |
|
2.618 |
8,466.74 |
|
4.250 |
8,066.31 |
|
|
| Fisher Pivots for day following 12-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,231.77 |
9,231.77 |
| PP |
9,192.00 |
9,192.00 |
| S1 |
9,152.22 |
9,152.22 |
|