| Trading Metrics calculated at close of trading on 01-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2020 |
01-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1,737.0 |
1,705.7 |
-31.3 |
-1.8% |
1,746.7 |
| High |
1,745.2 |
1,723.8 |
-21.4 |
-1.2% |
1,753.0 |
| Low |
1,697.7 |
1,687.8 |
-9.9 |
-0.6% |
1,687.8 |
| Close |
1,704.9 |
1,712.0 |
7.1 |
0.4% |
1,712.0 |
| Range |
47.5 |
36.0 |
-11.5 |
-24.2% |
65.2 |
| ATR |
43.1 |
42.6 |
-0.5 |
-1.2% |
0.0 |
| Volume |
3,800 |
2,331 |
-1,469 |
-38.7% |
13,984 |
|
| Daily Pivots for day following 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,815.9 |
1,799.9 |
1,731.8 |
|
| R3 |
1,779.9 |
1,763.9 |
1,721.9 |
|
| R2 |
1,743.9 |
1,743.9 |
1,718.6 |
|
| R1 |
1,727.9 |
1,727.9 |
1,715.3 |
1,735.9 |
| PP |
1,707.9 |
1,707.9 |
1,707.9 |
1,711.9 |
| S1 |
1,691.9 |
1,691.9 |
1,708.7 |
1,699.9 |
| S2 |
1,671.9 |
1,671.9 |
1,705.4 |
|
| S3 |
1,635.9 |
1,655.9 |
1,702.1 |
|
| S4 |
1,599.9 |
1,619.9 |
1,692.2 |
|
|
| Weekly Pivots for week ending 01-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,913.2 |
1,877.8 |
1,747.9 |
|
| R3 |
1,848.0 |
1,812.6 |
1,729.9 |
|
| R2 |
1,782.8 |
1,782.8 |
1,724.0 |
|
| R1 |
1,747.4 |
1,747.4 |
1,718.0 |
1,732.5 |
| PP |
1,717.6 |
1,717.6 |
1,717.6 |
1,710.2 |
| S1 |
1,682.2 |
1,682.2 |
1,706.0 |
1,667.3 |
| S2 |
1,652.4 |
1,652.4 |
1,700.0 |
|
| S3 |
1,587.2 |
1,617.0 |
1,694.1 |
|
| S4 |
1,522.0 |
1,551.8 |
1,676.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,753.0 |
1,687.8 |
65.2 |
3.8% |
32.2 |
1.9% |
37% |
False |
True |
2,796 |
| 10 |
1,769.2 |
1,670.3 |
98.9 |
5.8% |
35.7 |
2.1% |
42% |
False |
False |
2,778 |
| 20 |
1,789.6 |
1,625.3 |
164.3 |
9.6% |
41.2 |
2.4% |
53% |
False |
False |
3,893 |
| 40 |
1,789.6 |
1,458.8 |
330.8 |
19.3% |
51.7 |
3.0% |
77% |
False |
False |
3,981 |
| 60 |
1,789.6 |
1,458.8 |
330.8 |
19.3% |
42.7 |
2.5% |
77% |
False |
False |
3,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,876.8 |
|
2.618 |
1,818.0 |
|
1.618 |
1,782.0 |
|
1.000 |
1,759.8 |
|
0.618 |
1,746.0 |
|
HIGH |
1,723.8 |
|
0.618 |
1,710.0 |
|
0.500 |
1,705.8 |
|
0.382 |
1,701.6 |
|
LOW |
1,687.8 |
|
0.618 |
1,665.6 |
|
1.000 |
1,651.8 |
|
1.618 |
1,629.6 |
|
2.618 |
1,593.6 |
|
4.250 |
1,534.8 |
|
|
| Fisher Pivots for day following 01-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,709.9 |
1,716.5 |
| PP |
1,707.9 |
1,715.0 |
| S1 |
1,705.8 |
1,713.5 |
|