| Trading Metrics calculated at close of trading on 04-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,026.4 |
2,054.7 |
28.3 |
1.4% |
1,992.0 |
| High |
2,050.0 |
2,085.4 |
35.4 |
1.7% |
2,020.2 |
| Low |
2,016.0 |
2,038.5 |
22.5 |
1.1% |
1,982.0 |
| Close |
2,037.0 |
2,055.7 |
18.7 |
0.9% |
1,999.1 |
| Range |
34.0 |
46.9 |
12.9 |
37.9% |
38.2 |
| ATR |
31.2 |
32.4 |
1.2 |
3.9% |
0.0 |
| Volume |
229,674 |
311,003 |
81,329 |
35.4% |
980,171 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,200.6 |
2,175.0 |
2,081.5 |
|
| R3 |
2,153.7 |
2,128.1 |
2,068.6 |
|
| R2 |
2,106.8 |
2,106.8 |
2,064.3 |
|
| R1 |
2,081.2 |
2,081.2 |
2,060.0 |
2,094.0 |
| PP |
2,059.9 |
2,059.9 |
2,059.9 |
2,066.3 |
| S1 |
2,034.3 |
2,034.3 |
2,051.4 |
2,047.1 |
| S2 |
2,013.0 |
2,013.0 |
2,047.1 |
|
| S3 |
1,966.1 |
1,987.4 |
2,042.8 |
|
| S4 |
1,919.2 |
1,940.5 |
2,029.9 |
|
|
| 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 |
2,085.4 |
1,984.4 |
101.0 |
4.9% |
34.4 |
1.7% |
71% |
True |
False |
226,355 |
| 10 |
2,085.4 |
1,982.0 |
103.4 |
5.0% |
31.0 |
1.5% |
71% |
True |
False |
215,000 |
| 20 |
2,085.4 |
1,980.9 |
104.5 |
5.1% |
30.6 |
1.5% |
72% |
True |
False |
201,490 |
| 40 |
2,085.4 |
1,832.7 |
252.7 |
12.3% |
33.7 |
1.6% |
88% |
True |
False |
155,169 |
| 60 |
2,085.4 |
1,827.6 |
257.8 |
12.5% |
29.5 |
1.4% |
88% |
True |
False |
107,534 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
12.5% |
29.0 |
1.4% |
88% |
True |
False |
81,835 |
| 100 |
2,085.4 |
1,813.2 |
272.2 |
13.2% |
28.0 |
1.4% |
89% |
True |
False |
65,809 |
| 120 |
2,085.4 |
1,750.2 |
335.2 |
16.3% |
27.2 |
1.3% |
91% |
True |
False |
55,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.7 |
|
2.618 |
2,208.2 |
|
1.618 |
2,161.3 |
|
1.000 |
2,132.3 |
|
0.618 |
2,114.4 |
|
HIGH |
2,085.4 |
|
0.618 |
2,067.5 |
|
0.500 |
2,062.0 |
|
0.382 |
2,056.4 |
|
LOW |
2,038.5 |
|
0.618 |
2,009.5 |
|
1.000 |
1,991.6 |
|
1.618 |
1,962.6 |
|
2.618 |
1,915.7 |
|
4.250 |
1,839.2 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.0 |
2,049.2 |
| PP |
2,059.9 |
2,042.7 |
| S1 |
2,057.8 |
2,036.2 |
|