| Trading Metrics calculated at close of trading on 08-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2020 |
08-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,828.75 |
2,873.00 |
44.25 |
1.6% |
2,783.25 |
| High |
2,886.00 |
2,923.50 |
37.50 |
1.3% |
2,923.50 |
| Low |
2,815.25 |
2,872.00 |
56.75 |
2.0% |
2,763.00 |
| Close |
2,871.00 |
2,919.50 |
48.50 |
1.7% |
2,919.50 |
| Range |
70.75 |
51.50 |
-19.25 |
-27.2% |
160.50 |
| ATR |
95.03 |
91.99 |
-3.04 |
-3.2% |
0.00 |
| Volume |
3,124 |
2,186 |
-938 |
-30.0% |
12,844 |
|
| Daily Pivots for day following 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.50 |
3,041.00 |
2,947.75 |
|
| R3 |
3,008.00 |
2,989.50 |
2,933.75 |
|
| R2 |
2,956.50 |
2,956.50 |
2,929.00 |
|
| R1 |
2,938.00 |
2,938.00 |
2,924.25 |
2,947.25 |
| PP |
2,905.00 |
2,905.00 |
2,905.00 |
2,909.50 |
| S1 |
2,886.50 |
2,886.50 |
2,914.75 |
2,895.75 |
| S2 |
2,853.50 |
2,853.50 |
2,910.00 |
|
| S3 |
2,802.00 |
2,835.00 |
2,905.25 |
|
| S4 |
2,750.50 |
2,783.50 |
2,891.25 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,350.25 |
3,295.25 |
3,007.75 |
|
| R3 |
3,189.75 |
3,134.75 |
2,963.75 |
|
| R2 |
3,029.25 |
3,029.25 |
2,949.00 |
|
| R1 |
2,974.25 |
2,974.25 |
2,934.25 |
3,001.75 |
| PP |
2,868.75 |
2,868.75 |
2,868.75 |
2,882.50 |
| S1 |
2,813.75 |
2,813.75 |
2,904.75 |
2,841.25 |
| S2 |
2,708.25 |
2,708.25 |
2,890.00 |
|
| S3 |
2,547.75 |
2,653.25 |
2,875.25 |
|
| S4 |
2,387.25 |
2,492.75 |
2,831.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,923.50 |
2,763.00 |
160.50 |
5.5% |
60.50 |
2.1% |
98% |
True |
False |
2,568 |
| 10 |
2,956.25 |
2,763.00 |
193.25 |
6.6% |
68.25 |
2.3% |
81% |
False |
False |
2,489 |
| 20 |
2,956.25 |
2,704.00 |
252.25 |
8.6% |
76.50 |
2.6% |
85% |
False |
False |
2,731 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
27.1% |
125.75 |
4.3% |
95% |
False |
False |
5,429 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
42.2% |
125.75 |
4.3% |
61% |
False |
False |
3,947 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
42.2% |
103.00 |
3.5% |
61% |
False |
False |
2,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,142.50 |
|
2.618 |
3,058.25 |
|
1.618 |
3,006.75 |
|
1.000 |
2,975.00 |
|
0.618 |
2,955.25 |
|
HIGH |
2,923.50 |
|
0.618 |
2,903.75 |
|
0.500 |
2,897.75 |
|
0.382 |
2,891.75 |
|
LOW |
2,872.00 |
|
0.618 |
2,840.25 |
|
1.000 |
2,820.50 |
|
1.618 |
2,788.75 |
|
2.618 |
2,737.25 |
|
4.250 |
2,653.00 |
|
|
| Fisher Pivots for day following 08-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.25 |
2,902.75 |
| PP |
2,905.00 |
2,886.00 |
| S1 |
2,897.75 |
2,869.50 |
|