| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,913.86 |
2,948.59 |
34.73 |
1.2% |
2,915.46 |
| High |
2,968.09 |
2,964.21 |
-3.88 |
-0.1% |
2,945.82 |
| Low |
2,913.86 |
2,922.41 |
8.55 |
0.3% |
2,766.64 |
| Close |
2,953.91 |
2,922.94 |
-30.97 |
-1.0% |
2,863.70 |
| Range |
54.23 |
41.80 |
-12.43 |
-22.9% |
179.18 |
| ATR |
75.34 |
72.94 |
-2.40 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.92 |
3,034.23 |
2,945.93 |
|
| R3 |
3,020.12 |
2,992.43 |
2,934.44 |
|
| R2 |
2,978.32 |
2,978.32 |
2,930.60 |
|
| R1 |
2,950.63 |
2,950.63 |
2,926.77 |
2,943.58 |
| PP |
2,936.52 |
2,936.52 |
2,936.52 |
2,932.99 |
| S1 |
2,908.83 |
2,908.83 |
2,919.11 |
2,901.78 |
| S2 |
2,894.72 |
2,894.72 |
2,915.28 |
|
| S3 |
2,852.92 |
2,867.03 |
2,911.45 |
|
| S4 |
2,811.12 |
2,825.23 |
2,899.95 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.26 |
3,309.16 |
2,962.25 |
|
| R3 |
3,217.08 |
3,129.98 |
2,912.97 |
|
| R2 |
3,037.90 |
3,037.90 |
2,896.55 |
|
| R1 |
2,950.80 |
2,950.80 |
2,880.12 |
2,904.76 |
| PP |
2,858.72 |
2,858.72 |
2,858.72 |
2,835.70 |
| S1 |
2,771.62 |
2,771.62 |
2,847.28 |
2,725.58 |
| S2 |
2,679.54 |
2,679.54 |
2,830.85 |
|
| S3 |
2,500.36 |
2,592.44 |
2,814.43 |
|
| S4 |
2,321.18 |
2,413.26 |
2,765.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,968.09 |
2,766.64 |
201.45 |
6.9% |
62.28 |
2.1% |
78% |
False |
False |
|
| 10 |
2,968.09 |
2,766.64 |
201.45 |
6.9% |
52.66 |
1.8% |
78% |
False |
False |
|
| 20 |
2,968.09 |
2,766.64 |
201.45 |
6.9% |
48.62 |
1.7% |
78% |
False |
False |
|
| 40 |
2,968.09 |
2,344.44 |
623.65 |
21.3% |
64.05 |
2.2% |
93% |
False |
False |
|
| 60 |
3,245.58 |
2,191.86 |
1,053.72 |
36.1% |
88.40 |
3.0% |
69% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.1% |
73.46 |
2.5% |
61% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.1% |
62.91 |
2.2% |
61% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.1% |
54.98 |
1.9% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,141.86 |
|
2.618 |
3,073.64 |
|
1.618 |
3,031.84 |
|
1.000 |
3,006.01 |
|
0.618 |
2,990.04 |
|
HIGH |
2,964.21 |
|
0.618 |
2,948.24 |
|
0.500 |
2,943.31 |
|
0.382 |
2,938.38 |
|
LOW |
2,922.41 |
|
0.618 |
2,896.58 |
|
1.000 |
2,880.61 |
|
1.618 |
2,854.78 |
|
2.618 |
2,812.98 |
|
4.250 |
2,744.76 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.31 |
2,912.77 |
| PP |
2,936.52 |
2,902.60 |
| S1 |
2,929.73 |
2,892.44 |
|