| Trading Metrics calculated at close of trading on 01-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,997.2 |
2,000.2 |
3.0 |
0.2% |
1,992.0 |
| High |
2,004.1 |
2,015.4 |
11.3 |
0.6% |
2,020.2 |
| Low |
1,984.4 |
1,985.7 |
1.3 |
0.1% |
1,982.0 |
| Close |
1,999.1 |
1,992.2 |
-6.9 |
-0.3% |
1,999.1 |
| Range |
19.7 |
29.7 |
10.0 |
50.8% |
38.2 |
| ATR |
30.2 |
30.1 |
0.0 |
-0.1% |
0.0 |
| Volume |
172,445 |
173,016 |
571 |
0.3% |
980,171 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.9 |
2,069.2 |
2,008.5 |
|
| R3 |
2,057.2 |
2,039.5 |
2,000.4 |
|
| R2 |
2,027.5 |
2,027.5 |
1,997.6 |
|
| R1 |
2,009.8 |
2,009.8 |
1,994.9 |
2,003.8 |
| PP |
1,997.8 |
1,997.8 |
1,997.8 |
1,994.8 |
| S1 |
1,980.1 |
1,980.1 |
1,989.5 |
1,974.1 |
| S2 |
1,968.1 |
1,968.1 |
1,986.8 |
|
| S3 |
1,938.4 |
1,950.4 |
1,984.0 |
|
| S4 |
1,908.7 |
1,920.7 |
1,975.9 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.0 |
2,095.3 |
2,020.1 |
|
| R3 |
2,076.8 |
2,057.1 |
2,009.6 |
|
| R2 |
2,038.6 |
2,038.6 |
2,006.1 |
|
| R1 |
2,018.9 |
2,018.9 |
2,002.6 |
2,028.8 |
| PP |
2,000.4 |
2,000.4 |
2,000.4 |
2,005.4 |
| S1 |
1,980.7 |
1,980.7 |
1,995.6 |
1,990.6 |
| S2 |
1,962.2 |
1,962.2 |
1,992.1 |
|
| S3 |
1,924.0 |
1,942.5 |
1,988.6 |
|
| S4 |
1,885.8 |
1,904.3 |
1,978.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,020.2 |
1,982.0 |
38.2 |
1.9% |
27.1 |
1.4% |
27% |
False |
False |
202,661 |
| 10 |
2,024.6 |
1,980.9 |
43.7 |
2.2% |
27.0 |
1.4% |
26% |
False |
False |
191,031 |
| 20 |
2,063.4 |
1,965.9 |
97.5 |
4.9% |
30.1 |
1.5% |
27% |
False |
False |
193,107 |
| 40 |
2,063.4 |
1,830.2 |
233.2 |
11.7% |
32.3 |
1.6% |
69% |
False |
False |
138,527 |
| 60 |
2,063.4 |
1,827.6 |
235.8 |
11.8% |
29.1 |
1.5% |
70% |
False |
False |
94,671 |
| 80 |
2,063.4 |
1,827.6 |
235.8 |
11.8% |
28.5 |
1.4% |
70% |
False |
False |
72,141 |
| 100 |
2,063.4 |
1,810.0 |
253.4 |
12.7% |
27.3 |
1.4% |
72% |
False |
False |
57,998 |
| 120 |
2,063.4 |
1,713.0 |
350.4 |
17.6% |
26.9 |
1.3% |
80% |
False |
False |
48,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.6 |
|
2.618 |
2,093.2 |
|
1.618 |
2,063.5 |
|
1.000 |
2,045.1 |
|
0.618 |
2,033.8 |
|
HIGH |
2,015.4 |
|
0.618 |
2,004.1 |
|
0.500 |
2,000.6 |
|
0.382 |
1,997.0 |
|
LOW |
1,985.7 |
|
0.618 |
1,967.3 |
|
1.000 |
1,956.0 |
|
1.618 |
1,937.6 |
|
2.618 |
1,907.9 |
|
4.250 |
1,859.5 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.6 |
1,998.7 |
| PP |
1,997.8 |
1,996.5 |
| S1 |
1,995.0 |
1,994.4 |
|