| 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 |
2,026.0 |
2,018.1 |
-7.9 |
-0.4% |
2,033.0 |
| High |
2,039.1 |
2,031.9 |
-7.2 |
-0.4% |
2,046.6 |
| Low |
2,012.6 |
2,001.0 |
-11.6 |
-0.6% |
1,999.5 |
| Close |
2,014.9 |
2,017.9 |
3.0 |
0.1% |
2,009.2 |
| Range |
26.5 |
30.9 |
4.4 |
16.6% |
47.1 |
| ATR |
30.3 |
30.3 |
0.0 |
0.1% |
0.0 |
| Volume |
12,362 |
10,368 |
-1,994 |
-16.1% |
20,727 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.6 |
2,094.7 |
2,034.9 |
|
| R3 |
2,078.7 |
2,063.8 |
2,026.4 |
|
| R2 |
2,047.8 |
2,047.8 |
2,023.6 |
|
| R1 |
2,032.9 |
2,032.9 |
2,020.7 |
2,024.9 |
| PP |
2,016.9 |
2,016.9 |
2,016.9 |
2,013.0 |
| S1 |
2,002.0 |
2,002.0 |
2,015.1 |
1,994.0 |
| S2 |
1,986.0 |
1,986.0 |
2,012.2 |
|
| S3 |
1,955.1 |
1,971.1 |
2,009.4 |
|
| S4 |
1,924.2 |
1,940.2 |
2,000.9 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.7 |
2,131.6 |
2,035.1 |
|
| R3 |
2,112.6 |
2,084.5 |
2,022.2 |
|
| R2 |
2,065.5 |
2,065.5 |
2,017.8 |
|
| R1 |
2,037.4 |
2,037.4 |
2,013.5 |
2,027.9 |
| PP |
2,018.4 |
2,018.4 |
2,018.4 |
2,013.7 |
| S1 |
1,990.3 |
1,990.3 |
2,004.9 |
1,980.8 |
| S2 |
1,971.3 |
1,971.3 |
2,000.6 |
|
| S3 |
1,924.2 |
1,943.2 |
1,996.2 |
|
| S4 |
1,877.1 |
1,896.1 |
1,983.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.1 |
2,001.0 |
38.1 |
1.9% |
27.2 |
1.3% |
44% |
False |
True |
8,311 |
| 10 |
2,080.0 |
1,999.5 |
80.5 |
4.0% |
30.6 |
1.5% |
23% |
False |
False |
6,483 |
| 20 |
2,081.4 |
1,984.5 |
96.9 |
4.8% |
29.8 |
1.5% |
34% |
False |
False |
5,564 |
| 40 |
2,081.4 |
1,848.6 |
232.8 |
11.5% |
30.7 |
1.5% |
73% |
False |
False |
4,328 |
| 60 |
2,081.4 |
1,845.7 |
235.7 |
11.7% |
28.6 |
1.4% |
73% |
False |
False |
3,398 |
| 80 |
2,081.4 |
1,845.7 |
235.7 |
11.7% |
27.3 |
1.4% |
73% |
False |
False |
2,905 |
| 100 |
2,081.4 |
1,825.6 |
255.8 |
12.7% |
25.9 |
1.3% |
75% |
False |
False |
2,395 |
| 120 |
2,081.4 |
1,683.6 |
397.8 |
19.7% |
24.8 |
1.2% |
84% |
False |
False |
2,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,163.2 |
|
2.618 |
2,112.8 |
|
1.618 |
2,081.9 |
|
1.000 |
2,062.8 |
|
0.618 |
2,051.0 |
|
HIGH |
2,031.9 |
|
0.618 |
2,020.1 |
|
0.500 |
2,016.5 |
|
0.382 |
2,012.8 |
|
LOW |
2,001.0 |
|
0.618 |
1,981.9 |
|
1.000 |
1,970.1 |
|
1.618 |
1,951.0 |
|
2.618 |
1,920.1 |
|
4.250 |
1,869.7 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.4 |
2,020.1 |
| PP |
2,016.9 |
2,019.3 |
| S1 |
2,016.5 |
2,018.6 |
|