| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
4,077.25 |
4,151.00 |
73.75 |
1.8% |
4,190.00 |
| High |
4,163.25 |
4,161.00 |
-2.25 |
-0.1% |
4,206.25 |
| Low |
4,076.75 |
4,137.50 |
60.75 |
1.5% |
4,062.25 |
| Close |
4,150.25 |
4,152.75 |
2.50 |
0.1% |
4,150.25 |
| Range |
86.50 |
23.50 |
-63.00 |
-72.8% |
144.00 |
| ATR |
58.25 |
55.76 |
-2.48 |
-4.3% |
0.00 |
| Volume |
1,545,895 |
1,026,014 |
-519,881 |
-33.6% |
8,473,725 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,221.00 |
4,210.25 |
4,165.75 |
|
| R3 |
4,197.50 |
4,186.75 |
4,159.25 |
|
| R2 |
4,174.00 |
4,174.00 |
4,157.00 |
|
| R1 |
4,163.25 |
4,163.25 |
4,155.00 |
4,168.50 |
| PP |
4,150.50 |
4,150.50 |
4,150.50 |
4,153.00 |
| S1 |
4,139.75 |
4,139.75 |
4,150.50 |
4,145.00 |
| S2 |
4,127.00 |
4,127.00 |
4,148.50 |
|
| S3 |
4,103.50 |
4,116.25 |
4,146.25 |
|
| S4 |
4,080.00 |
4,092.75 |
4,139.75 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,571.50 |
4,505.00 |
4,229.50 |
|
| R3 |
4,427.50 |
4,361.00 |
4,189.75 |
|
| R2 |
4,283.50 |
4,283.50 |
4,176.75 |
|
| R1 |
4,217.00 |
4,217.00 |
4,163.50 |
4,178.25 |
| PP |
4,139.50 |
4,139.50 |
4,139.50 |
4,120.25 |
| S1 |
4,073.00 |
4,073.00 |
4,137.00 |
4,034.25 |
| S2 |
3,995.50 |
3,995.50 |
4,123.75 |
|
| S3 |
3,851.50 |
3,929.00 |
4,110.75 |
|
| S4 |
3,707.50 |
3,785.00 |
4,071.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,191.50 |
4,062.25 |
129.25 |
3.1% |
64.75 |
1.6% |
70% |
False |
False |
1,651,849 |
| 10 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
61.50 |
1.5% |
63% |
False |
False |
1,652,588 |
| 20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
50.75 |
1.2% |
63% |
False |
False |
1,585,159 |
| 40 |
4,206.25 |
3,839.25 |
367.00 |
8.8% |
59.75 |
1.4% |
85% |
False |
False |
1,730,885 |
| 60 |
4,223.75 |
3,839.25 |
384.50 |
9.3% |
61.00 |
1.5% |
82% |
False |
False |
1,195,902 |
| 80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
62.50 |
1.5% |
77% |
False |
False |
897,790 |
| 100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
65.75 |
1.6% |
78% |
False |
False |
718,500 |
| 120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
65.25 |
1.6% |
78% |
False |
False |
598,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,261.00 |
|
2.618 |
4,222.50 |
|
1.618 |
4,199.00 |
|
1.000 |
4,184.50 |
|
0.618 |
4,175.50 |
|
HIGH |
4,161.00 |
|
0.618 |
4,152.00 |
|
0.500 |
4,149.25 |
|
0.382 |
4,146.50 |
|
LOW |
4,137.50 |
|
0.618 |
4,123.00 |
|
1.000 |
4,114.00 |
|
1.618 |
4,099.50 |
|
2.618 |
4,076.00 |
|
4.250 |
4,037.50 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,151.50 |
4,139.50 |
| PP |
4,150.50 |
4,126.00 |
| S1 |
4,149.25 |
4,112.75 |
|