| 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 |
12,940.00 |
12,965.00 |
25.00 |
0.2% |
13,212.50 |
| High |
13,012.25 |
13,333.00 |
320.75 |
2.5% |
13,298.75 |
| Low |
12,863.75 |
12,936.00 |
72.25 |
0.6% |
12,982.50 |
| Close |
12,887.75 |
13,231.25 |
343.50 |
2.7% |
13,090.50 |
| Range |
148.50 |
397.00 |
248.50 |
167.3% |
316.25 |
| ATR |
217.19 |
233.48 |
16.29 |
7.5% |
0.00 |
| Volume |
755,124 |
728,241 |
-26,883 |
-3.6% |
2,921,197 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,357.75 |
14,191.50 |
13,449.50 |
|
| R3 |
13,960.75 |
13,794.50 |
13,340.50 |
|
| R2 |
13,563.75 |
13,563.75 |
13,304.00 |
|
| R1 |
13,397.50 |
13,397.50 |
13,267.75 |
13,480.50 |
| PP |
13,166.75 |
13,166.75 |
13,166.75 |
13,208.25 |
| S1 |
13,000.50 |
13,000.50 |
13,194.75 |
13,083.50 |
| S2 |
12,769.75 |
12,769.75 |
13,158.50 |
|
| S3 |
12,372.75 |
12,603.50 |
13,122.00 |
|
| S4 |
11,975.75 |
12,206.50 |
13,013.00 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,072.75 |
13,897.75 |
13,264.50 |
|
| R3 |
13,756.50 |
13,581.50 |
13,177.50 |
|
| R2 |
13,440.25 |
13,440.25 |
13,148.50 |
|
| R1 |
13,265.25 |
13,265.25 |
13,119.50 |
13,194.50 |
| PP |
13,124.00 |
13,124.00 |
13,124.00 |
13,088.50 |
| S1 |
12,949.00 |
12,949.00 |
13,061.50 |
12,878.50 |
| S2 |
12,807.75 |
12,807.75 |
13,032.50 |
|
| S3 |
12,491.50 |
12,632.75 |
13,003.50 |
|
| S4 |
12,175.25 |
12,316.50 |
12,916.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,333.00 |
12,800.00 |
533.00 |
4.0% |
222.25 |
1.7% |
81% |
True |
False |
670,779 |
| 10 |
13,333.00 |
12,800.00 |
533.00 |
4.0% |
195.00 |
1.5% |
81% |
True |
False |
630,893 |
| 20 |
13,348.75 |
12,800.00 |
548.75 |
4.1% |
208.25 |
1.6% |
79% |
False |
False |
608,743 |
| 40 |
13,348.75 |
11,806.25 |
1,542.50 |
11.7% |
245.25 |
1.9% |
92% |
False |
False |
540,263 |
| 60 |
13,348.75 |
11,806.25 |
1,542.50 |
11.7% |
255.00 |
1.9% |
92% |
False |
False |
360,675 |
| 80 |
13,348.75 |
10,870.00 |
2,478.75 |
18.7% |
257.50 |
1.9% |
95% |
False |
False |
270,730 |
| 100 |
13,348.75 |
10,870.00 |
2,478.75 |
18.7% |
260.50 |
2.0% |
95% |
False |
False |
216,649 |
| 120 |
13,348.75 |
10,870.00 |
2,478.75 |
18.7% |
257.25 |
1.9% |
95% |
False |
False |
180,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,020.25 |
|
2.618 |
14,372.25 |
|
1.618 |
13,975.25 |
|
1.000 |
13,730.00 |
|
0.618 |
13,578.25 |
|
HIGH |
13,333.00 |
|
0.618 |
13,181.25 |
|
0.500 |
13,134.50 |
|
0.382 |
13,087.75 |
|
LOW |
12,936.00 |
|
0.618 |
12,690.75 |
|
1.000 |
12,539.00 |
|
1.618 |
12,293.75 |
|
2.618 |
11,896.75 |
|
4.250 |
11,248.75 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
13,199.00 |
13,176.25 |
| PP |
13,166.75 |
13,121.50 |
| S1 |
13,134.50 |
13,066.50 |
|