| Trading Metrics calculated at close of trading on 28-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
2,827.8290 |
2,864.6350 |
36.8060 |
1.3% |
3,031.0460 |
| High |
2,917.4180 |
2,977.8720 |
60.4540 |
2.1% |
3,176.1690 |
| Low |
2,772.3530 |
2,855.7230 |
83.3700 |
3.0% |
2,887.5080 |
| Close |
2,864.7850 |
2,946.9070 |
82.1220 |
2.9% |
2,971.9250 |
| Range |
145.0650 |
122.1490 |
-22.9160 |
-15.8% |
288.6610 |
| ATR |
174.5016 |
170.7622 |
-3.7395 |
-2.1% |
0.0000 |
| Volume |
405,825 |
399,021 |
-6,804 |
-1.7% |
1,232,500 |
|
| Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,293.2810 |
3,242.2430 |
3,014.0890 |
|
| R3 |
3,171.1320 |
3,120.0940 |
2,980.4980 |
|
| R2 |
3,048.9830 |
3,048.9830 |
2,969.3010 |
|
| R1 |
2,997.9450 |
2,997.9450 |
2,958.1040 |
3,023.4640 |
| PP |
2,926.8340 |
2,926.8340 |
2,926.8340 |
2,939.5935 |
| S1 |
2,875.7960 |
2,875.7960 |
2,935.7100 |
2,901.3150 |
| S2 |
2,804.6850 |
2,804.6850 |
2,924.5130 |
|
| S3 |
2,682.5360 |
2,753.6470 |
2,913.3160 |
|
| S4 |
2,560.3870 |
2,631.4980 |
2,879.7251 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,877.8503 |
3,713.5487 |
3,130.6886 |
|
| R3 |
3,589.1893 |
3,424.8877 |
3,051.3068 |
|
| R2 |
3,300.5283 |
3,300.5283 |
3,024.8462 |
|
| R1 |
3,136.2267 |
3,136.2267 |
2,998.3856 |
3,074.0470 |
| PP |
3,011.8673 |
3,011.8673 |
3,011.8673 |
2,980.7775 |
| S1 |
2,847.5657 |
2,847.5657 |
2,945.4644 |
2,785.3860 |
| S2 |
2,723.2063 |
2,723.2063 |
2,919.0038 |
|
| S3 |
2,434.5453 |
2,558.9047 |
2,892.5432 |
|
| S4 |
2,145.8843 |
2,270.2437 |
2,813.1615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,033.2780 |
2,772.3530 |
260.9250 |
8.9% |
162.8144 |
5.5% |
67% |
False |
False |
228,147 |
| 10 |
3,176.1690 |
2,772.3530 |
403.8160 |
13.7% |
160.6559 |
5.5% |
43% |
False |
False |
239,908 |
| 20 |
3,579.8660 |
2,772.3530 |
807.5130 |
27.4% |
172.9796 |
5.9% |
22% |
False |
False |
274,052 |
| 40 |
3,579.8660 |
2,447.7690 |
1,132.0970 |
38.4% |
172.1217 |
5.8% |
44% |
False |
False |
284,151 |
| 60 |
3,579.8660 |
2,304.2910 |
1,275.5750 |
43.3% |
186.6787 |
6.3% |
50% |
False |
False |
341,593 |
| 80 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
58.6% |
200.3429 |
6.8% |
45% |
False |
False |
372,677 |
| 100 |
4,488.7560 |
2,163.3160 |
2,325.4400 |
78.9% |
213.3558 |
7.2% |
34% |
False |
False |
370,390 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
91.7% |
233.4997 |
7.9% |
29% |
False |
False |
373,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,497.0053 |
|
2.618 |
3,297.6581 |
|
1.618 |
3,175.5091 |
|
1.000 |
3,100.0210 |
|
0.618 |
3,053.3601 |
|
HIGH |
2,977.8720 |
|
0.618 |
2,931.2111 |
|
0.500 |
2,916.7975 |
|
0.382 |
2,902.3839 |
|
LOW |
2,855.7230 |
|
0.618 |
2,780.2349 |
|
1.000 |
2,733.5740 |
|
1.618 |
2,658.0859 |
|
2.618 |
2,535.9369 |
|
4.250 |
2,336.5898 |
|
|
| Fisher Pivots for day following 28-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,936.8705 |
2,932.2098 |
| PP |
2,926.8340 |
2,917.5127 |
| S1 |
2,916.7975 |
2,902.8155 |
|