| Trading Metrics calculated at close of trading on 11-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2020 |
11-May-2020 |
Change |
Change % |
Previous Week |
| Open |
211.6530 |
214.4070 |
2.7540 |
1.3% |
209.9280 |
| High |
216.7240 |
214.9540 |
-1.7700 |
-0.8% |
218.8670 |
| Low |
207.3540 |
176.6020 |
-30.7520 |
-14.8% |
195.3040 |
| Close |
214.4080 |
186.7290 |
-27.6790 |
-12.9% |
214.4080 |
| Range |
9.3700 |
38.3520 |
28.9820 |
309.3% |
23.5630 |
| ATR |
14.3912 |
16.1027 |
1.7115 |
11.9% |
0.0000 |
| Volume |
750,374 |
1,355,934 |
605,560 |
80.7% |
4,315,930 |
|
| Daily Pivots for day following 11-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
307.8177 |
285.6253 |
207.8226 |
|
| R3 |
269.4657 |
247.2733 |
197.2758 |
|
| R2 |
231.1137 |
231.1137 |
193.7602 |
|
| R1 |
208.9213 |
208.9213 |
190.2446 |
200.8415 |
| PP |
192.7617 |
192.7617 |
192.7617 |
188.7218 |
| S1 |
170.5693 |
170.5693 |
183.2134 |
162.4895 |
| S2 |
154.4097 |
154.4097 |
179.6978 |
|
| S3 |
116.0577 |
132.2173 |
176.1822 |
|
| S4 |
77.7057 |
93.8653 |
165.6354 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
280.2153 |
270.8747 |
227.3677 |
|
| R3 |
256.6523 |
247.3117 |
220.8878 |
|
| R2 |
233.0893 |
233.0893 |
218.7279 |
|
| R1 |
223.7487 |
223.7487 |
216.5679 |
228.4190 |
| PP |
209.5263 |
209.5263 |
209.5263 |
211.8615 |
| S1 |
200.1857 |
200.1857 |
212.2481 |
204.8560 |
| S2 |
185.9633 |
185.9633 |
210.0881 |
|
| S3 |
162.4003 |
176.6227 |
207.9282 |
|
| S4 |
138.8373 |
153.0597 |
201.4484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
216.7240 |
176.6020 |
40.1220 |
21.5% |
16.6040 |
8.9% |
25% |
False |
True |
905,308 |
| 10 |
227.0940 |
176.6020 |
50.4920 |
27.0% |
17.0700 |
9.1% |
20% |
False |
True |
1,118,022 |
| 20 |
227.0940 |
148.6190 |
78.4750 |
42.0% |
14.6128 |
7.8% |
49% |
False |
False |
1,064,232 |
| 40 |
227.0940 |
107.2740 |
119.8200 |
64.2% |
14.2964 |
7.7% |
66% |
False |
False |
1,124,839 |
| 60 |
285.5820 |
89.5050 |
196.0770 |
105.0% |
18.4991 |
9.9% |
50% |
False |
False |
1,396,585 |
| 80 |
288.2310 |
89.5050 |
198.7260 |
106.4% |
17.8609 |
9.6% |
49% |
False |
False |
1,377,874 |
| 100 |
288.2310 |
89.5050 |
198.7260 |
106.4% |
16.0569 |
8.6% |
49% |
False |
False |
1,283,636 |
| 120 |
288.2310 |
89.5050 |
198.7260 |
106.4% |
14.5743 |
7.8% |
49% |
False |
False |
1,208,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
377.9500 |
|
2.618 |
315.3595 |
|
1.618 |
277.0075 |
|
1.000 |
253.3060 |
|
0.618 |
238.6555 |
|
HIGH |
214.9540 |
|
0.618 |
200.3035 |
|
0.500 |
195.7780 |
|
0.382 |
191.2525 |
|
LOW |
176.6020 |
|
0.618 |
152.9005 |
|
1.000 |
138.2500 |
|
1.618 |
114.5485 |
|
2.618 |
76.1965 |
|
4.250 |
13.6060 |
|
|
| Fisher Pivots for day following 11-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
195.7780 |
196.6630 |
| PP |
192.7617 |
193.3517 |
| S1 |
189.7453 |
190.0403 |
|