| Trading Metrics calculated at close of trading on 14-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2020 |
14-May-2020 |
Change |
Change % |
Previous Week |
| Open |
9,123.69 |
8,946.45 |
-177.24 |
-1.9% |
8,683.94 |
| High |
9,209.49 |
9,097.75 |
-111.74 |
-1.2% |
9,224.49 |
| Low |
8,890.16 |
8,860.77 |
-29.39 |
-0.3% |
8,665.40 |
| Close |
9,000.08 |
9,094.43 |
94.35 |
1.0% |
9,220.35 |
| Range |
319.33 |
236.98 |
-82.35 |
-25.8% |
559.09 |
| ATR |
239.07 |
238.93 |
-0.15 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,728.59 |
9,648.49 |
9,224.77 |
|
| R3 |
9,491.61 |
9,411.51 |
9,159.60 |
|
| R2 |
9,254.63 |
9,254.63 |
9,137.88 |
|
| R1 |
9,174.53 |
9,174.53 |
9,116.15 |
9,214.58 |
| PP |
9,017.65 |
9,017.65 |
9,017.65 |
9,037.68 |
| S1 |
8,937.55 |
8,937.55 |
9,072.71 |
8,977.60 |
| S2 |
8,780.67 |
8,780.67 |
9,050.98 |
|
| S3 |
8,543.69 |
8,700.57 |
9,029.26 |
|
| S4 |
8,306.71 |
8,463.59 |
8,964.09 |
|
|
| Weekly Pivots for week ending 08-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,714.02 |
10,526.27 |
9,527.85 |
|
| R3 |
10,154.93 |
9,967.18 |
9,374.10 |
|
| R2 |
9,595.84 |
9,595.84 |
9,322.85 |
|
| R1 |
9,408.09 |
9,408.09 |
9,271.60 |
9,501.97 |
| PP |
9,036.75 |
9,036.75 |
9,036.75 |
9,083.68 |
| S1 |
8,849.00 |
8,849.00 |
9,169.10 |
8,942.88 |
| S2 |
8,477.66 |
8,477.66 |
9,117.85 |
|
| S3 |
7,918.57 |
8,289.91 |
9,066.60 |
|
| S4 |
7,359.48 |
7,730.82 |
8,912.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,354.45 |
8,860.77 |
493.68 |
5.4% |
218.05 |
2.4% |
47% |
False |
True |
|
| 10 |
9,354.45 |
8,665.40 |
689.05 |
7.6% |
180.03 |
2.0% |
62% |
False |
False |
|
| 20 |
9,354.45 |
8,359.84 |
994.61 |
10.9% |
177.96 |
2.0% |
74% |
False |
False |
|
| 40 |
9,354.45 |
6,771.91 |
2,582.54 |
28.4% |
228.13 |
2.5% |
90% |
False |
False |
|
| 60 |
9,714.23 |
6,771.91 |
2,942.32 |
32.4% |
277.74 |
3.1% |
79% |
False |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
32.6% |
234.40 |
2.6% |
78% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
32.6% |
201.01 |
2.2% |
78% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
32.6% |
176.92 |
1.9% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,104.92 |
|
2.618 |
9,718.16 |
|
1.618 |
9,481.18 |
|
1.000 |
9,334.73 |
|
0.618 |
9,244.20 |
|
HIGH |
9,097.75 |
|
0.618 |
9,007.22 |
|
0.500 |
8,979.26 |
|
0.382 |
8,951.30 |
|
LOW |
8,860.77 |
|
0.618 |
8,714.32 |
|
1.000 |
8,623.79 |
|
1.618 |
8,477.34 |
|
2.618 |
8,240.36 |
|
4.250 |
7,853.61 |
|
|
| Fisher Pivots for day following 14-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,056.04 |
9,107.61 |
| PP |
9,017.65 |
9,103.22 |
| S1 |
8,979.26 |
9,098.82 |
|