| 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 |
2,050.1 |
2,050.6 |
0.5 |
0.0% |
2,048.2 |
| High |
2,058.5 |
2,071.1 |
12.6 |
0.6% |
2,075.0 |
| Low |
2,041.2 |
2,041.4 |
0.2 |
0.0% |
2,037.2 |
| Close |
2,054.5 |
2,048.4 |
-6.1 |
-0.3% |
2,054.5 |
| Range |
17.3 |
29.7 |
12.4 |
71.7% |
37.8 |
| ATR |
28.5 |
28.5 |
0.1 |
0.3% |
0.0 |
| Volume |
1,154 |
882 |
-272 |
-23.6% |
6,207 |
|
| Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.7 |
2,125.3 |
2,064.7 |
|
| R3 |
2,113.0 |
2,095.6 |
2,056.6 |
|
| R2 |
2,083.3 |
2,083.3 |
2,053.8 |
|
| R1 |
2,065.9 |
2,065.9 |
2,051.1 |
2,059.8 |
| PP |
2,053.6 |
2,053.6 |
2,053.6 |
2,050.6 |
| S1 |
2,036.2 |
2,036.2 |
2,045.7 |
2,030.1 |
| S2 |
2,023.9 |
2,023.9 |
2,043.0 |
|
| S3 |
1,994.2 |
2,006.5 |
2,040.2 |
|
| S4 |
1,964.5 |
1,976.8 |
2,032.1 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.0 |
2,149.5 |
2,075.3 |
|
| R3 |
2,131.2 |
2,111.7 |
2,064.9 |
|
| R2 |
2,093.4 |
2,093.4 |
2,061.4 |
|
| R1 |
2,073.9 |
2,073.9 |
2,058.0 |
2,083.7 |
| PP |
2,055.6 |
2,055.6 |
2,055.6 |
2,060.4 |
| S1 |
2,036.1 |
2,036.1 |
2,051.0 |
2,045.9 |
| S2 |
2,017.8 |
2,017.8 |
2,047.6 |
|
| S3 |
1,980.0 |
1,998.3 |
2,044.1 |
|
| S4 |
1,942.2 |
1,960.5 |
2,033.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.0 |
2,037.2 |
37.8 |
1.8% |
25.8 |
1.3% |
30% |
False |
False |
1,154 |
| 10 |
2,079.2 |
2,036.8 |
42.4 |
2.1% |
25.3 |
1.2% |
27% |
False |
False |
1,039 |
| 20 |
2,117.1 |
2,019.6 |
97.5 |
4.8% |
28.4 |
1.4% |
30% |
False |
False |
1,806 |
| 40 |
2,117.1 |
1,885.2 |
231.9 |
11.3% |
30.0 |
1.5% |
70% |
False |
False |
1,607 |
| 60 |
2,117.1 |
1,883.8 |
233.3 |
11.4% |
26.8 |
1.3% |
71% |
False |
False |
1,221 |
| 80 |
2,117.1 |
1,883.8 |
233.3 |
11.4% |
25.9 |
1.3% |
71% |
False |
False |
1,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.3 |
|
2.618 |
2,148.9 |
|
1.618 |
2,119.2 |
|
1.000 |
2,100.8 |
|
0.618 |
2,089.5 |
|
HIGH |
2,071.1 |
|
0.618 |
2,059.8 |
|
0.500 |
2,056.3 |
|
0.382 |
2,052.7 |
|
LOW |
2,041.4 |
|
0.618 |
2,023.0 |
|
1.000 |
2,011.7 |
|
1.618 |
1,993.3 |
|
2.618 |
1,963.6 |
|
4.250 |
1,915.2 |
|
|
| Fisher Pivots for day following 01-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.3 |
2,054.2 |
| PP |
2,053.6 |
2,052.2 |
| S1 |
2,051.0 |
2,050.3 |
|