| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
9,404.83 |
9,440.64 |
35.81 |
0.4% |
9,570.53 |
| High |
9,568.89 |
9,570.16 |
1.27 |
0.0% |
9,570.53 |
| Low |
9,391.84 |
9,379.93 |
-11.91 |
-0.1% |
9,182.45 |
| Close |
9,416.71 |
9,555.52 |
138.81 |
1.5% |
9,555.52 |
| Range |
177.05 |
190.23 |
13.18 |
7.4% |
388.08 |
| ATR |
210.75 |
209.29 |
-1.47 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,072.56 |
10,004.27 |
9,660.15 |
|
| R3 |
9,882.33 |
9,814.04 |
9,607.83 |
|
| R2 |
9,692.10 |
9,692.10 |
9,590.40 |
|
| R1 |
9,623.81 |
9,623.81 |
9,572.96 |
9,657.96 |
| PP |
9,501.87 |
9,501.87 |
9,501.87 |
9,518.94 |
| S1 |
9,433.58 |
9,433.58 |
9,538.08 |
9,467.73 |
| S2 |
9,311.64 |
9,311.64 |
9,520.64 |
|
| S3 |
9,121.41 |
9,243.35 |
9,503.21 |
|
| S4 |
8,931.18 |
9,053.12 |
9,450.89 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,600.41 |
10,466.04 |
9,768.96 |
|
| R3 |
10,212.33 |
10,077.96 |
9,662.24 |
|
| R2 |
9,824.25 |
9,824.25 |
9,626.67 |
|
| R1 |
9,689.88 |
9,689.88 |
9,591.09 |
9,563.03 |
| PP |
9,436.17 |
9,436.17 |
9,436.17 |
9,372.74 |
| S1 |
9,301.80 |
9,301.80 |
9,519.95 |
9,174.95 |
| S2 |
9,048.09 |
9,048.09 |
9,484.37 |
|
| S3 |
8,660.01 |
8,913.72 |
9,448.80 |
|
| S4 |
8,271.93 |
8,525.64 |
9,342.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,570.53 |
9,182.45 |
388.08 |
4.1% |
183.48 |
1.9% |
96% |
False |
False |
|
| 10 |
9,570.53 |
8,958.08 |
612.45 |
6.4% |
160.04 |
1.7% |
98% |
False |
False |
|
| 20 |
9,570.53 |
8,665.40 |
905.13 |
9.5% |
170.03 |
1.8% |
98% |
False |
False |
|
| 40 |
9,570.53 |
7,432.28 |
2,138.25 |
22.4% |
183.66 |
1.9% |
99% |
False |
False |
|
| 60 |
9,570.53 |
6,771.91 |
2,798.62 |
29.3% |
253.70 |
2.7% |
99% |
False |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.0% |
239.68 |
2.5% |
94% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.0% |
210.33 |
2.2% |
94% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.0% |
185.39 |
1.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,378.64 |
|
2.618 |
10,068.18 |
|
1.618 |
9,877.95 |
|
1.000 |
9,760.39 |
|
0.618 |
9,687.72 |
|
HIGH |
9,570.16 |
|
0.618 |
9,497.49 |
|
0.500 |
9,475.05 |
|
0.382 |
9,452.60 |
|
LOW |
9,379.93 |
|
0.618 |
9,262.37 |
|
1.000 |
9,189.70 |
|
1.618 |
9,072.14 |
|
2.618 |
8,881.91 |
|
4.250 |
8,571.45 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,528.70 |
9,495.78 |
| PP |
9,501.87 |
9,436.04 |
| S1 |
9,475.05 |
9,376.31 |
|