| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
2,806.2820 |
2,826.6800 |
20.3980 |
0.7% |
2,971.9320 |
| High |
2,871.1720 |
2,880.5400 |
9.3680 |
0.3% |
3,033.2780 |
| Low |
2,720.0460 |
2,756.3310 |
36.2850 |
1.3% |
2,772.3530 |
| Close |
2,826.5150 |
2,781.0340 |
-45.4810 |
-1.6% |
2,806.2530 |
| Range |
151.1260 |
124.2090 |
-26.9170 |
-17.8% |
260.9250 |
| ATR |
169.8192 |
166.5613 |
-3.2579 |
-1.9% |
0.0000 |
| Volume |
4,107 |
3,174 |
-933 |
-22.7% |
1,240,395 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,178.5953 |
3,104.0237 |
2,849.3490 |
|
| R3 |
3,054.3863 |
2,979.8147 |
2,815.1915 |
|
| R2 |
2,930.1773 |
2,930.1773 |
2,803.8057 |
|
| R1 |
2,855.6057 |
2,855.6057 |
2,792.4198 |
2,830.7870 |
| PP |
2,805.9683 |
2,805.9683 |
2,805.9683 |
2,793.5590 |
| S1 |
2,731.3967 |
2,731.3967 |
2,769.6482 |
2,706.5780 |
| S2 |
2,681.7593 |
2,681.7593 |
2,758.2624 |
|
| S3 |
2,557.5503 |
2,607.1877 |
2,746.8765 |
|
| S4 |
2,433.3413 |
2,482.9787 |
2,712.7191 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,653.4030 |
3,490.7530 |
2,949.7618 |
|
| R3 |
3,392.4780 |
3,229.8280 |
2,878.0074 |
|
| R2 |
3,131.5530 |
3,131.5530 |
2,854.0893 |
|
| R1 |
2,968.9030 |
2,968.9030 |
2,830.1711 |
2,919.7655 |
| PP |
2,870.6280 |
2,870.6280 |
2,870.6280 |
2,846.0593 |
| S1 |
2,707.9780 |
2,707.9780 |
2,782.3349 |
2,658.8405 |
| S2 |
2,609.7030 |
2,609.7030 |
2,758.4168 |
|
| S3 |
2,348.7780 |
2,447.0530 |
2,734.4986 |
|
| S4 |
2,087.8530 |
2,186.1280 |
2,662.7443 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,977.8720 |
2,720.0460 |
257.8260 |
9.3% |
144.0482 |
5.2% |
24% |
False |
False |
248,630 |
| 10 |
3,176.1690 |
2,720.0460 |
456.1230 |
16.4% |
157.4260 |
5.7% |
13% |
False |
False |
218,395 |
| 20 |
3,553.0210 |
2,720.0460 |
832.9750 |
30.0% |
165.0862 |
5.9% |
7% |
False |
False |
255,218 |
| 40 |
3,579.8660 |
2,480.8590 |
1,099.0070 |
39.5% |
166.4900 |
6.0% |
27% |
False |
False |
271,084 |
| 60 |
3,579.8660 |
2,304.2910 |
1,275.5750 |
45.9% |
183.1473 |
6.6% |
37% |
False |
False |
321,160 |
| 80 |
3,579.8660 |
2,163.3160 |
1,416.5500 |
50.9% |
196.9965 |
7.1% |
44% |
False |
False |
359,787 |
| 100 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
83.6% |
206.6837 |
7.4% |
27% |
False |
False |
363,783 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
97.2% |
231.3384 |
8.3% |
23% |
False |
False |
372,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,408.4283 |
|
2.618 |
3,205.7192 |
|
1.618 |
3,081.5102 |
|
1.000 |
3,004.7490 |
|
0.618 |
2,957.3012 |
|
HIGH |
2,880.5400 |
|
0.618 |
2,833.0922 |
|
0.500 |
2,818.4355 |
|
0.382 |
2,803.7788 |
|
LOW |
2,756.3310 |
|
0.618 |
2,679.5698 |
|
1.000 |
2,632.1220 |
|
1.618 |
2,555.3608 |
|
2.618 |
2,431.1518 |
|
4.250 |
2,228.4428 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,818.4355 |
2,837.6010 |
| PP |
2,805.9683 |
2,818.7453 |
| S1 |
2,793.5012 |
2,799.8897 |
|