| Trading Metrics calculated at close of trading on 15-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2020 |
15-May-2020 |
Change |
Change % |
Previous Week |
| Open |
2,793.00 |
2,832.00 |
39.00 |
1.4% |
2,902.75 |
| High |
2,839.75 |
2,847.25 |
7.50 |
0.3% |
2,930.25 |
| Low |
2,745.75 |
2,797.25 |
51.50 |
1.9% |
2,745.75 |
| Close |
2,833.25 |
2,832.75 |
-0.50 |
0.0% |
2,832.75 |
| Range |
94.00 |
50.00 |
-44.00 |
-46.8% |
184.50 |
| ATR |
87.05 |
84.41 |
-2.65 |
-3.0% |
0.00 |
| Volume |
19,616 |
549 |
-19,067 |
-97.2% |
21,503 |
|
| Daily Pivots for day following 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.75 |
2,954.25 |
2,860.25 |
|
| R3 |
2,925.75 |
2,904.25 |
2,846.50 |
|
| R2 |
2,875.75 |
2,875.75 |
2,842.00 |
|
| R1 |
2,854.25 |
2,854.25 |
2,837.25 |
2,865.00 |
| PP |
2,825.75 |
2,825.75 |
2,825.75 |
2,831.00 |
| S1 |
2,804.25 |
2,804.25 |
2,828.25 |
2,815.00 |
| S2 |
2,775.75 |
2,775.75 |
2,823.50 |
|
| S3 |
2,725.75 |
2,754.25 |
2,819.00 |
|
| S4 |
2,675.75 |
2,704.25 |
2,805.25 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.75 |
3,295.75 |
2,934.25 |
|
| R3 |
3,205.25 |
3,111.25 |
2,883.50 |
|
| R2 |
3,020.75 |
3,020.75 |
2,866.50 |
|
| R1 |
2,926.75 |
2,926.75 |
2,849.75 |
2,881.50 |
| PP |
2,836.25 |
2,836.25 |
2,836.25 |
2,813.50 |
| S1 |
2,742.25 |
2,742.25 |
2,815.75 |
2,697.00 |
| S2 |
2,651.75 |
2,651.75 |
2,799.00 |
|
| S3 |
2,467.25 |
2,557.75 |
2,782.00 |
|
| S4 |
2,282.75 |
2,373.25 |
2,731.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,930.25 |
2,745.75 |
184.50 |
6.5% |
77.00 |
2.7% |
47% |
False |
False |
4,300 |
| 10 |
2,930.25 |
2,745.75 |
184.50 |
6.5% |
65.50 |
2.3% |
47% |
False |
False |
4,278 |
| 20 |
2,947.75 |
2,707.25 |
240.50 |
8.5% |
70.75 |
2.5% |
52% |
False |
False |
2,319 |
| 40 |
2,947.75 |
2,168.25 |
779.50 |
27.5% |
97.50 |
3.4% |
85% |
False |
False |
1,695 |
| 60 |
3,340.00 |
2,168.25 |
1,171.75 |
41.4% |
105.00 |
3.7% |
57% |
False |
False |
1,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.75 |
|
2.618 |
2,978.25 |
|
1.618 |
2,928.25 |
|
1.000 |
2,897.25 |
|
0.618 |
2,878.25 |
|
HIGH |
2,847.25 |
|
0.618 |
2,828.25 |
|
0.500 |
2,822.25 |
|
0.382 |
2,816.25 |
|
LOW |
2,797.25 |
|
0.618 |
2,766.25 |
|
1.000 |
2,747.25 |
|
1.618 |
2,716.25 |
|
2.618 |
2,666.25 |
|
4.250 |
2,584.75 |
|
|
| Fisher Pivots for day following 15-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,829.25 |
2,823.00 |
| PP |
2,825.75 |
2,813.25 |
| S1 |
2,822.25 |
2,803.50 |
|