| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,116.2 |
2,113.9 |
-2.3 |
-0.1% |
2,050.6 |
| High |
2,129.7 |
2,116.1 |
-13.6 |
-0.6% |
2,129.7 |
| Low |
2,094.9 |
2,063.3 |
-31.6 |
-1.5% |
2,041.4 |
| Close |
2,112.0 |
2,081.4 |
-30.6 |
-1.4% |
2,081.4 |
| Range |
34.8 |
52.8 |
18.0 |
51.7% |
88.3 |
| ATR |
29.9 |
31.5 |
1.6 |
5.5% |
0.0 |
| Volume |
3,902 |
5,970 |
2,068 |
53.0% |
16,649 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.3 |
2,216.2 |
2,110.4 |
|
| R3 |
2,192.5 |
2,163.4 |
2,095.9 |
|
| R2 |
2,139.7 |
2,139.7 |
2,091.1 |
|
| R1 |
2,110.6 |
2,110.6 |
2,086.2 |
2,098.8 |
| PP |
2,086.9 |
2,086.9 |
2,086.9 |
2,081.0 |
| S1 |
2,057.8 |
2,057.8 |
2,076.6 |
2,046.0 |
| S2 |
2,034.1 |
2,034.1 |
2,071.7 |
|
| S3 |
1,981.3 |
2,005.0 |
2,066.9 |
|
| S4 |
1,928.5 |
1,952.2 |
2,052.4 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.1 |
2,303.5 |
2,130.0 |
|
| R3 |
2,260.8 |
2,215.2 |
2,105.7 |
|
| R2 |
2,172.5 |
2,172.5 |
2,097.6 |
|
| R1 |
2,126.9 |
2,126.9 |
2,089.5 |
2,149.7 |
| PP |
2,084.2 |
2,084.2 |
2,084.2 |
2,095.6 |
| S1 |
2,038.6 |
2,038.6 |
2,073.3 |
2,061.4 |
| S2 |
1,995.9 |
1,995.9 |
2,065.2 |
|
| S3 |
1,907.6 |
1,950.3 |
2,057.1 |
|
| S4 |
1,819.3 |
1,862.0 |
2,032.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,129.7 |
2,041.4 |
88.3 |
4.2% |
37.4 |
1.8% |
45% |
False |
False |
3,329 |
| 10 |
2,129.7 |
2,037.2 |
92.5 |
4.4% |
30.2 |
1.5% |
48% |
False |
False |
2,285 |
| 20 |
2,129.7 |
2,036.8 |
92.9 |
4.5% |
29.8 |
1.4% |
48% |
False |
False |
1,970 |
| 40 |
2,129.7 |
1,903.6 |
226.1 |
10.9% |
31.8 |
1.5% |
79% |
False |
False |
1,909 |
| 60 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
27.7 |
1.3% |
80% |
False |
False |
1,449 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
26.9 |
1.3% |
80% |
False |
False |
1,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,340.5 |
|
2.618 |
2,254.3 |
|
1.618 |
2,201.5 |
|
1.000 |
2,168.9 |
|
0.618 |
2,148.7 |
|
HIGH |
2,116.1 |
|
0.618 |
2,095.9 |
|
0.500 |
2,089.7 |
|
0.382 |
2,083.5 |
|
LOW |
2,063.3 |
|
0.618 |
2,030.7 |
|
1.000 |
2,010.5 |
|
1.618 |
1,977.9 |
|
2.618 |
1,925.1 |
|
4.250 |
1,838.9 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,089.7 |
2,096.5 |
| PP |
2,086.9 |
2,091.5 |
| S1 |
2,084.2 |
2,086.4 |
|