| Trading Metrics calculated at close of trading on 05-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2020 |
05-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,783.25 |
2,820.50 |
37.25 |
1.3% |
2,829.00 |
| High |
2,826.75 |
2,881.00 |
54.25 |
1.9% |
2,956.25 |
| Low |
2,763.00 |
2,817.50 |
54.50 |
2.0% |
2,804.00 |
| Close |
2,816.75 |
2,849.50 |
32.75 |
1.2% |
2,813.25 |
| Range |
63.75 |
63.50 |
-0.25 |
-0.4% |
152.25 |
| ATR |
103.07 |
100.29 |
-2.77 |
-2.7% |
0.00 |
| Volume |
2,341 |
3,601 |
1,260 |
53.8% |
12,049 |
|
| Daily Pivots for day following 05-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,039.75 |
3,008.25 |
2,884.50 |
|
| R3 |
2,976.25 |
2,944.75 |
2,867.00 |
|
| R2 |
2,912.75 |
2,912.75 |
2,861.25 |
|
| R1 |
2,881.25 |
2,881.25 |
2,855.25 |
2,897.00 |
| PP |
2,849.25 |
2,849.25 |
2,849.25 |
2,857.25 |
| S1 |
2,817.75 |
2,817.75 |
2,843.75 |
2,833.50 |
| S2 |
2,785.75 |
2,785.75 |
2,837.75 |
|
| S3 |
2,722.25 |
2,754.25 |
2,832.00 |
|
| S4 |
2,658.75 |
2,690.75 |
2,814.50 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,314.50 |
3,216.25 |
2,897.00 |
|
| R3 |
3,162.25 |
3,064.00 |
2,855.00 |
|
| R2 |
3,010.00 |
3,010.00 |
2,841.25 |
|
| R1 |
2,911.75 |
2,911.75 |
2,827.25 |
2,884.75 |
| PP |
2,857.75 |
2,857.75 |
2,857.75 |
2,844.50 |
| S1 |
2,759.50 |
2,759.50 |
2,799.25 |
2,732.50 |
| S2 |
2,705.50 |
2,705.50 |
2,785.25 |
|
| S3 |
2,553.25 |
2,607.25 |
2,771.50 |
|
| S4 |
2,401.00 |
2,455.00 |
2,729.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,956.25 |
2,763.00 |
193.25 |
6.8% |
75.25 |
2.6% |
45% |
False |
False |
2,605 |
| 10 |
2,956.25 |
2,711.75 |
244.50 |
8.6% |
73.50 |
2.6% |
56% |
False |
False |
2,652 |
| 20 |
2,956.25 |
2,616.25 |
340.00 |
11.9% |
85.75 |
3.0% |
69% |
False |
False |
3,240 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
27.8% |
138.25 |
4.9% |
87% |
False |
False |
5,374 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.2% |
124.50 |
4.4% |
56% |
False |
False |
3,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,151.00 |
|
2.618 |
3,047.25 |
|
1.618 |
2,983.75 |
|
1.000 |
2,944.50 |
|
0.618 |
2,920.25 |
|
HIGH |
2,881.00 |
|
0.618 |
2,856.75 |
|
0.500 |
2,849.25 |
|
0.382 |
2,841.75 |
|
LOW |
2,817.50 |
|
0.618 |
2,778.25 |
|
1.000 |
2,754.00 |
|
1.618 |
2,714.75 |
|
2.618 |
2,651.25 |
|
4.250 |
2,547.50 |
|
|
| Fisher Pivots for day following 05-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,849.50 |
2,840.25 |
| PP |
2,849.25 |
2,831.25 |
| S1 |
2,849.25 |
2,822.00 |
|