| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,905.00 |
2,963.00 |
58.00 |
2.0% |
2,910.00 |
| High |
2,966.50 |
2,964.75 |
-1.75 |
-0.1% |
2,937.25 |
| Low |
2,899.00 |
2,924.75 |
25.75 |
0.9% |
2,751.50 |
| Close |
2,959.75 |
2,928.25 |
-31.50 |
-1.1% |
2,838.00 |
| Range |
67.50 |
40.00 |
-27.50 |
-40.7% |
185.75 |
| ATR |
86.29 |
82.98 |
-3.31 |
-3.8% |
0.00 |
| Volume |
3,814 |
3,168 |
-646 |
-16.9% |
20,954 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.25 |
3,033.75 |
2,950.25 |
|
| R3 |
3,019.25 |
2,993.75 |
2,939.25 |
|
| R2 |
2,979.25 |
2,979.25 |
2,935.50 |
|
| R1 |
2,953.75 |
2,953.75 |
2,932.00 |
2,946.50 |
| PP |
2,939.25 |
2,939.25 |
2,939.25 |
2,935.50 |
| S1 |
2,913.75 |
2,913.75 |
2,924.50 |
2,906.50 |
| S2 |
2,899.25 |
2,899.25 |
2,921.00 |
|
| S3 |
2,859.25 |
2,873.75 |
2,917.25 |
|
| S4 |
2,819.25 |
2,833.75 |
2,906.25 |
|
|
| 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 |
2,801.00 |
166.00 |
5.7% |
66.75 |
2.3% |
77% |
False |
False |
4,084 |
| 10 |
2,967.00 |
2,751.50 |
215.50 |
7.4% |
72.50 |
2.5% |
82% |
False |
False |
3,922 |
| 20 |
2,967.00 |
2,748.75 |
218.25 |
7.5% |
71.75 |
2.4% |
82% |
False |
False |
3,290 |
| 40 |
2,967.00 |
2,397.25 |
569.75 |
19.5% |
91.50 |
3.1% |
93% |
False |
False |
4,871 |
| 60 |
3,122.75 |
2,165.50 |
957.25 |
32.7% |
128.00 |
4.4% |
80% |
False |
False |
4,520 |
| 80 |
3,396.50 |
2,165.50 |
1,231.00 |
42.0% |
108.50 |
3.7% |
62% |
False |
False |
3,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,134.75 |
|
2.618 |
3,069.50 |
|
1.618 |
3,029.50 |
|
1.000 |
3,004.75 |
|
0.618 |
2,989.50 |
|
HIGH |
2,964.75 |
|
0.618 |
2,949.50 |
|
0.500 |
2,944.75 |
|
0.382 |
2,940.00 |
|
LOW |
2,924.75 |
|
0.618 |
2,900.00 |
|
1.000 |
2,884.75 |
|
1.618 |
2,860.00 |
|
2.618 |
2,820.00 |
|
4.250 |
2,754.75 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,944.75 |
2,933.00 |
| PP |
2,939.25 |
2,931.50 |
| S1 |
2,933.75 |
2,929.75 |
|