Trading Metrics calculated at close of trading on 07-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2020 |
07-May-2020 |
Change |
Change % |
Previous Week |
Open |
2,883.14 |
2,878.26 |
-4.88 |
-0.2% |
2,854.65 |
High |
2,891.11 |
2,901.92 |
10.81 |
0.4% |
2,954.86 |
Low |
2,847.65 |
2,876.48 |
28.83 |
1.0% |
2,821.61 |
Close |
2,848.42 |
2,881.19 |
32.77 |
1.2% |
2,830.71 |
Range |
43.46 |
25.44 |
-18.02 |
-41.5% |
133.25 |
ATR |
79.74 |
77.87 |
-1.87 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,962.85 |
2,947.46 |
2,895.18 |
|
R3 |
2,937.41 |
2,922.02 |
2,888.19 |
|
R2 |
2,911.97 |
2,911.97 |
2,885.85 |
|
R1 |
2,896.58 |
2,896.58 |
2,883.52 |
2,904.28 |
PP |
2,886.53 |
2,886.53 |
2,886.53 |
2,890.38 |
S1 |
2,871.14 |
2,871.14 |
2,878.86 |
2,878.84 |
S2 |
2,861.09 |
2,861.09 |
2,876.53 |
|
S3 |
2,835.65 |
2,845.70 |
2,874.19 |
|
S4 |
2,810.21 |
2,820.26 |
2,867.20 |
|
|
Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,268.81 |
3,183.01 |
2,904.00 |
|
R3 |
3,135.56 |
3,049.76 |
2,867.35 |
|
R2 |
3,002.31 |
3,002.31 |
2,855.14 |
|
R1 |
2,916.51 |
2,916.51 |
2,842.92 |
2,892.79 |
PP |
2,869.06 |
2,869.06 |
2,869.06 |
2,857.20 |
S1 |
2,783.26 |
2,783.26 |
2,818.50 |
2,759.54 |
S2 |
2,735.81 |
2,735.81 |
2,806.28 |
|
S3 |
2,602.56 |
2,650.01 |
2,794.07 |
|
S4 |
2,469.31 |
2,516.76 |
2,757.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,901.92 |
2,797.85 |
104.07 |
3.6% |
39.49 |
1.4% |
80% |
True |
False |
|
10 |
2,954.86 |
2,791.76 |
163.10 |
5.7% |
42.48 |
1.5% |
55% |
False |
False |
|
20 |
2,954.86 |
2,721.17 |
233.69 |
8.1% |
45.84 |
1.6% |
68% |
False |
False |
|
40 |
2,954.86 |
2,191.86 |
763.00 |
26.5% |
86.46 |
3.0% |
90% |
False |
False |
|
60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
84.28 |
2.9% |
57% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
69.84 |
2.4% |
57% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
59.22 |
2.1% |
57% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
52.25 |
1.8% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,010.04 |
2.618 |
2,968.52 |
1.618 |
2,943.08 |
1.000 |
2,927.36 |
0.618 |
2,917.64 |
HIGH |
2,901.92 |
0.618 |
2,892.20 |
0.500 |
2,889.20 |
0.382 |
2,886.20 |
LOW |
2,876.48 |
0.618 |
2,860.76 |
1.000 |
2,851.04 |
1.618 |
2,835.32 |
2.618 |
2,809.88 |
4.250 |
2,768.36 |
|
|
Fisher Pivots for day following 07-May-2020 |
Pivot |
1 day |
3 day |
R1 |
2,889.20 |
2,879.06 |
PP |
2,886.53 |
2,876.92 |
S1 |
2,883.86 |
2,874.79 |
|