| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,933.50 |
2,905.00 |
-28.50 |
-1.0% |
2,910.00 |
| High |
2,967.00 |
2,966.50 |
-0.50 |
0.0% |
2,937.25 |
| Low |
2,906.00 |
2,899.00 |
-7.00 |
-0.2% |
2,751.50 |
| Close |
2,910.25 |
2,959.75 |
49.50 |
1.7% |
2,838.00 |
| Range |
61.00 |
67.50 |
6.50 |
10.7% |
185.75 |
| ATR |
87.74 |
86.29 |
-1.45 |
-1.6% |
0.00 |
| Volume |
4,576 |
3,814 |
-762 |
-16.7% |
20,954 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.25 |
3,119.50 |
2,997.00 |
|
| R3 |
3,076.75 |
3,052.00 |
2,978.25 |
|
| R2 |
3,009.25 |
3,009.25 |
2,972.00 |
|
| R1 |
2,984.50 |
2,984.50 |
2,966.00 |
2,997.00 |
| PP |
2,941.75 |
2,941.75 |
2,941.75 |
2,948.00 |
| S1 |
2,917.00 |
2,917.00 |
2,953.50 |
2,929.50 |
| S2 |
2,874.25 |
2,874.25 |
2,947.50 |
|
| S3 |
2,806.75 |
2,849.50 |
2,941.25 |
|
| S4 |
2,739.25 |
2,782.00 |
2,922.50 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,399.50 |
3,304.50 |
2,940.25 |
|
| R3 |
3,213.75 |
3,118.75 |
2,889.00 |
|
| R2 |
3,028.00 |
3,028.00 |
2,872.00 |
|
| R1 |
2,933.00 |
2,933.00 |
2,855.00 |
2,887.50 |
| PP |
2,842.25 |
2,842.25 |
2,842.25 |
2,819.50 |
| S1 |
2,747.25 |
2,747.25 |
2,821.00 |
2,702.00 |
| S2 |
2,656.50 |
2,656.50 |
2,804.00 |
|
| S3 |
2,470.75 |
2,561.50 |
2,787.00 |
|
| S4 |
2,285.00 |
2,375.75 |
2,735.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,967.00 |
2,751.50 |
215.50 |
7.3% |
77.50 |
2.6% |
97% |
False |
False |
4,536 |
| 10 |
2,967.00 |
2,751.50 |
215.50 |
7.3% |
75.50 |
2.6% |
97% |
False |
False |
3,917 |
| 20 |
2,967.00 |
2,748.75 |
218.25 |
7.4% |
72.75 |
2.5% |
97% |
False |
False |
3,264 |
| 40 |
2,967.00 |
2,380.00 |
587.00 |
19.8% |
94.75 |
3.2% |
99% |
False |
False |
5,103 |
| 60 |
3,177.00 |
2,165.50 |
1,011.50 |
34.2% |
129.00 |
4.4% |
79% |
False |
False |
4,478 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
41.6% |
108.50 |
3.7% |
65% |
False |
False |
3,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,253.50 |
|
2.618 |
3,143.25 |
|
1.618 |
3,075.75 |
|
1.000 |
3,034.00 |
|
0.618 |
3,008.25 |
|
HIGH |
2,966.50 |
|
0.618 |
2,940.75 |
|
0.500 |
2,932.75 |
|
0.382 |
2,924.75 |
|
LOW |
2,899.00 |
|
0.618 |
2,857.25 |
|
1.000 |
2,831.50 |
|
1.618 |
2,789.75 |
|
2.618 |
2,722.25 |
|
4.250 |
2,612.00 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.75 |
2,941.50 |
| PP |
2,941.75 |
2,923.00 |
| S1 |
2,932.75 |
2,904.75 |
|