| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1,862.6150 |
1,865.2440 |
2.6290 |
0.1% |
2,106.8450 |
| High |
1,962.5990 |
1,937.9550 |
-24.6440 |
-1.3% |
2,137.7700 |
| Low |
1,794.0440 |
1,849.9270 |
55.8830 |
3.1% |
1,829.9500 |
| Close |
1,867.4980 |
1,919.7890 |
52.2910 |
2.8% |
1,836.1370 |
| Range |
168.5550 |
88.0280 |
-80.5270 |
-47.8% |
307.8200 |
| ATR |
92.5922 |
92.2662 |
-0.3260 |
-0.4% |
0.0000 |
| Volume |
446,445 |
402,516 |
-43,929 |
-9.8% |
1,250,380 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,166.6410 |
2,131.2430 |
1,968.2044 |
|
| R3 |
2,078.6130 |
2,043.2150 |
1,943.9967 |
|
| R2 |
1,990.5850 |
1,990.5850 |
1,935.9275 |
|
| R1 |
1,955.1870 |
1,955.1870 |
1,927.8582 |
1,972.8860 |
| PP |
1,902.5570 |
1,902.5570 |
1,902.5570 |
1,911.4065 |
| S1 |
1,867.1590 |
1,867.1590 |
1,911.7198 |
1,884.8580 |
| S2 |
1,814.5290 |
1,814.5290 |
1,903.6505 |
|
| S3 |
1,726.5010 |
1,779.1310 |
1,895.5813 |
|
| S4 |
1,638.4730 |
1,691.1030 |
1,871.3736 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.0790 |
2,654.9280 |
2,005.4380 |
|
| R3 |
2,550.2590 |
2,347.1080 |
1,920.7875 |
|
| R2 |
2,242.4390 |
2,242.4390 |
1,892.5707 |
|
| R1 |
2,039.2880 |
2,039.2880 |
1,864.3538 |
1,986.9535 |
| PP |
1,934.6190 |
1,934.6190 |
1,934.6190 |
1,908.4518 |
| S1 |
1,731.4680 |
1,731.4680 |
1,807.9202 |
1,679.1335 |
| S2 |
1,626.7990 |
1,626.7990 |
1,779.7033 |
|
| S3 |
1,318.9790 |
1,423.6480 |
1,751.4865 |
|
| S4 |
1,011.1590 |
1,115.8280 |
1,666.8360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,962.5990 |
1,794.0440 |
168.5550 |
8.8% |
103.4630 |
5.4% |
75% |
False |
False |
289,714 |
| 10 |
2,137.7700 |
1,794.0440 |
343.7260 |
17.9% |
98.3104 |
5.1% |
37% |
False |
False |
281,164 |
| 20 |
2,137.7700 |
1,764.4500 |
373.3200 |
19.4% |
86.9822 |
4.5% |
42% |
False |
False |
257,455 |
| 40 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.8% |
91.9796 |
4.8% |
71% |
False |
False |
251,479 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
39.8% |
87.4710 |
4.6% |
71% |
False |
False |
264,313 |
| 80 |
2,137.7700 |
1,206.3400 |
931.4300 |
48.5% |
81.1789 |
4.2% |
77% |
False |
False |
287,415 |
| 100 |
2,137.7700 |
1,152.4650 |
985.3050 |
51.3% |
73.8526 |
3.8% |
78% |
False |
False |
319,297 |
| 120 |
2,137.7700 |
1,077.4100 |
1,060.3600 |
55.2% |
79.7929 |
4.2% |
79% |
False |
False |
398,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,312.0740 |
|
2.618 |
2,168.4123 |
|
1.618 |
2,080.3843 |
|
1.000 |
2,025.9830 |
|
0.618 |
1,992.3563 |
|
HIGH |
1,937.9550 |
|
0.618 |
1,904.3283 |
|
0.500 |
1,893.9410 |
|
0.382 |
1,883.5537 |
|
LOW |
1,849.9270 |
|
0.618 |
1,795.5257 |
|
1.000 |
1,761.8990 |
|
1.618 |
1,707.4977 |
|
2.618 |
1,619.4697 |
|
4.250 |
1,475.8080 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,911.1730 |
1,905.9665 |
| PP |
1,902.5570 |
1,892.1440 |
| S1 |
1,893.9410 |
1,878.3215 |
|