| Trading Metrics calculated at close of trading on 13-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2020 |
13-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,912.50 |
2,828.00 |
-84.50 |
-2.9% |
2,783.25 |
| High |
2,930.00 |
2,867.50 |
-62.50 |
-2.1% |
2,923.50 |
| Low |
2,829.75 |
2,778.00 |
-51.75 |
-1.8% |
2,763.00 |
| Close |
2,843.50 |
2,804.25 |
-39.25 |
-1.4% |
2,919.50 |
| Range |
100.25 |
89.50 |
-10.75 |
-10.7% |
160.50 |
| ATR |
90.18 |
90.13 |
-0.05 |
-0.1% |
0.00 |
| Volume |
2,648 |
5,520 |
2,872 |
108.5% |
12,844 |
|
| Daily Pivots for day following 13-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.00 |
3,034.25 |
2,853.50 |
|
| R3 |
2,995.50 |
2,944.75 |
2,828.75 |
|
| R2 |
2,906.00 |
2,906.00 |
2,820.75 |
|
| R1 |
2,855.25 |
2,855.25 |
2,812.50 |
2,836.00 |
| PP |
2,816.50 |
2,816.50 |
2,816.50 |
2,807.00 |
| S1 |
2,765.75 |
2,765.75 |
2,796.00 |
2,746.50 |
| S2 |
2,727.00 |
2,727.00 |
2,787.75 |
|
| S3 |
2,637.50 |
2,676.25 |
2,779.75 |
|
| S4 |
2,548.00 |
2,586.75 |
2,755.00 |
|
|
| 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 |
2,937.25 |
2,778.00 |
159.25 |
5.7% |
73.50 |
2.6% |
16% |
False |
True |
3,299 |
| 10 |
2,956.25 |
2,763.00 |
193.25 |
6.9% |
70.00 |
2.5% |
21% |
False |
False |
2,845 |
| 20 |
2,956.25 |
2,711.00 |
245.25 |
8.7% |
74.25 |
2.6% |
38% |
False |
False |
2,829 |
| 40 |
2,956.25 |
2,165.50 |
790.75 |
28.2% |
111.50 |
4.0% |
81% |
False |
False |
5,389 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.9% |
128.25 |
4.6% |
52% |
False |
False |
4,129 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
43.9% |
105.50 |
3.8% |
52% |
False |
False |
3,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,248.00 |
|
2.618 |
3,101.75 |
|
1.618 |
3,012.25 |
|
1.000 |
2,957.00 |
|
0.618 |
2,922.75 |
|
HIGH |
2,867.50 |
|
0.618 |
2,833.25 |
|
0.500 |
2,822.75 |
|
0.382 |
2,812.25 |
|
LOW |
2,778.00 |
|
0.618 |
2,722.75 |
|
1.000 |
2,688.50 |
|
1.618 |
2,633.25 |
|
2.618 |
2,543.75 |
|
4.250 |
2,397.50 |
|
|
| Fisher Pivots for day following 13-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.75 |
2,857.50 |
| PP |
2,816.50 |
2,839.75 |
| S1 |
2,810.50 |
2,822.00 |
|