| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,809.3880 |
1,870.0410 |
60.6530 |
3.4% |
1,836.4160 |
| High |
1,880.2060 |
1,890.9830 |
10.7770 |
0.6% |
1,962.5990 |
| Low |
1,809.3880 |
1,844.3300 |
34.9420 |
1.9% |
1,794.0440 |
| Close |
1,870.1730 |
1,875.0430 |
4.8700 |
0.3% |
1,896.9250 |
| Range |
70.8180 |
46.6530 |
-24.1650 |
-34.1% |
168.5550 |
| ATR |
90.5712 |
87.4342 |
-3.1370 |
-3.5% |
0.0000 |
| Volume |
216,001 |
186,284 |
-29,717 |
-13.8% |
1,286,690 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,010.0777 |
1,989.2133 |
1,900.7022 |
|
| R3 |
1,963.4247 |
1,942.5603 |
1,887.8726 |
|
| R2 |
1,916.7717 |
1,916.7717 |
1,883.5961 |
|
| R1 |
1,895.9073 |
1,895.9073 |
1,879.3195 |
1,906.3395 |
| PP |
1,870.1187 |
1,870.1187 |
1,870.1187 |
1,875.3348 |
| S1 |
1,849.2543 |
1,849.2543 |
1,870.7665 |
1,859.6865 |
| S2 |
1,823.4657 |
1,823.4657 |
1,866.4900 |
|
| S3 |
1,776.8127 |
1,802.6013 |
1,862.2134 |
|
| S4 |
1,730.1597 |
1,755.9483 |
1,849.3839 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.1877 |
2,312.1113 |
1,989.6303 |
|
| R3 |
2,221.6327 |
2,143.5563 |
1,943.2776 |
|
| R2 |
2,053.0777 |
2,053.0777 |
1,927.8268 |
|
| R1 |
1,975.0013 |
1,975.0013 |
1,912.3759 |
2,014.0395 |
| PP |
1,884.5227 |
1,884.5227 |
1,884.5227 |
1,904.0418 |
| S1 |
1,806.4463 |
1,806.4463 |
1,881.4741 |
1,845.4845 |
| S2 |
1,715.9677 |
1,715.9677 |
1,866.0233 |
|
| S3 |
1,547.4127 |
1,637.8913 |
1,850.5724 |
|
| S4 |
1,378.8577 |
1,469.3363 |
1,804.2198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,937.9550 |
1,808.6210 |
129.3340 |
6.9% |
76.8608 |
4.1% |
51% |
False |
False |
204,293 |
| 10 |
1,981.4960 |
1,794.0440 |
187.4520 |
10.0% |
87.7264 |
4.7% |
43% |
False |
False |
241,661 |
| 20 |
2,137.7700 |
1,794.0440 |
343.7260 |
18.3% |
86.2808 |
4.6% |
24% |
False |
False |
242,243 |
| 40 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.8% |
93.2563 |
5.0% |
66% |
False |
False |
249,944 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
40.8% |
87.5837 |
4.7% |
66% |
False |
False |
254,406 |
| 80 |
2,137.7700 |
1,258.7110 |
879.0590 |
46.9% |
83.2409 |
4.4% |
70% |
False |
False |
277,463 |
| 100 |
2,137.7700 |
1,152.4650 |
985.3050 |
52.5% |
75.0466 |
4.0% |
73% |
False |
False |
311,043 |
| 120 |
2,137.7700 |
1,077.4100 |
1,060.3600 |
56.6% |
76.8919 |
4.1% |
75% |
False |
False |
377,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,089.2583 |
|
2.618 |
2,013.1206 |
|
1.618 |
1,966.4676 |
|
1.000 |
1,937.6360 |
|
0.618 |
1,919.8146 |
|
HIGH |
1,890.9830 |
|
0.618 |
1,873.1616 |
|
0.500 |
1,867.6565 |
|
0.382 |
1,862.1514 |
|
LOW |
1,844.3300 |
|
0.618 |
1,815.4984 |
|
1.000 |
1,797.6770 |
|
1.618 |
1,768.8454 |
|
2.618 |
1,722.1924 |
|
4.250 |
1,646.0548 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,872.5808 |
1,874.4277 |
| PP |
1,870.1187 |
1,873.8123 |
| S1 |
1,867.6565 |
1,873.1970 |
|