| Trading Metrics calculated at close of trading on 18-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
| Open |
8,976.29 |
9,281.36 |
305.07 |
3.4% |
9,155.21 |
| High |
9,157.46 |
9,367.54 |
210.08 |
2.3% |
9,354.45 |
| Low |
8,958.08 |
9,248.78 |
290.70 |
3.2% |
8,860.77 |
| Close |
9,152.64 |
9,331.93 |
179.29 |
2.0% |
9,152.64 |
| Range |
199.38 |
118.76 |
-80.62 |
-40.4% |
493.68 |
| ATR |
236.10 |
234.59 |
-1.51 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,672.36 |
9,620.91 |
9,397.25 |
|
| R3 |
9,553.60 |
9,502.15 |
9,364.59 |
|
| R2 |
9,434.84 |
9,434.84 |
9,353.70 |
|
| R1 |
9,383.39 |
9,383.39 |
9,342.82 |
9,409.12 |
| PP |
9,316.08 |
9,316.08 |
9,316.08 |
9,328.95 |
| S1 |
9,264.63 |
9,264.63 |
9,321.04 |
9,290.36 |
| S2 |
9,197.32 |
9,197.32 |
9,310.16 |
|
| S3 |
9,078.56 |
9,145.87 |
9,299.27 |
|
| S4 |
8,959.80 |
9,027.11 |
9,266.61 |
|
|
| Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,603.66 |
10,371.83 |
9,424.16 |
|
| R3 |
10,109.98 |
9,878.15 |
9,288.40 |
|
| R2 |
9,616.30 |
9,616.30 |
9,243.15 |
|
| R1 |
9,384.47 |
9,384.47 |
9,197.89 |
9,253.55 |
| PP |
9,122.62 |
9,122.62 |
9,122.62 |
9,057.16 |
| S1 |
8,890.79 |
8,890.79 |
9,107.39 |
8,759.87 |
| S2 |
8,628.94 |
8,628.94 |
9,062.13 |
|
| S3 |
8,135.26 |
8,397.11 |
9,016.88 |
|
| S4 |
7,641.58 |
7,903.43 |
8,881.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,367.54 |
8,860.77 |
506.77 |
5.4% |
223.96 |
2.4% |
93% |
True |
False |
|
| 10 |
9,367.54 |
8,860.77 |
506.77 |
5.4% |
174.45 |
1.9% |
93% |
True |
False |
|
| 20 |
9,367.54 |
8,359.84 |
1,007.70 |
10.8% |
178.63 |
1.9% |
96% |
True |
False |
|
| 40 |
9,367.54 |
6,771.91 |
2,595.63 |
27.8% |
211.28 |
2.3% |
99% |
True |
False |
|
| 60 |
9,367.54 |
6,771.91 |
2,595.63 |
27.8% |
276.57 |
3.0% |
99% |
True |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
31.8% |
236.64 |
2.5% |
86% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
31.8% |
203.67 |
2.2% |
86% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
31.8% |
178.71 |
1.9% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,872.27 |
|
2.618 |
9,678.45 |
|
1.618 |
9,559.69 |
|
1.000 |
9,486.30 |
|
0.618 |
9,440.93 |
|
HIGH |
9,367.54 |
|
0.618 |
9,322.17 |
|
0.500 |
9,308.16 |
|
0.382 |
9,294.15 |
|
LOW |
9,248.78 |
|
0.618 |
9,175.39 |
|
1.000 |
9,130.02 |
|
1.618 |
9,056.63 |
|
2.618 |
8,937.87 |
|
4.250 |
8,744.05 |
|
|
| Fisher Pivots for day following 18-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,324.01 |
9,259.34 |
| PP |
9,316.08 |
9,186.75 |
| S1 |
9,308.16 |
9,114.16 |
|