| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,964.8740 |
2,938.5870 |
-26.2870 |
-0.9% |
3,077.8670 |
| High |
3,025.1890 |
3,010.6700 |
-14.5190 |
-0.5% |
3,286.7990 |
| Low |
2,846.4120 |
2,897.8260 |
51.4140 |
1.8% |
3,022.5130 |
| Close |
2,938.9060 |
2,988.1740 |
49.2680 |
1.7% |
3,142.8960 |
| Range |
178.7770 |
112.8440 |
-65.9330 |
-36.9% |
264.2860 |
| ATR |
208.1125 |
201.3076 |
-6.8049 |
-3.3% |
0.0000 |
| Volume |
255,229 |
129,060 |
-126,169 |
-49.4% |
504,574 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,304.0887 |
3,258.9753 |
3,050.2382 |
|
| R3 |
3,191.2447 |
3,146.1313 |
3,019.2061 |
|
| R2 |
3,078.4007 |
3,078.4007 |
3,008.8621 |
|
| R1 |
3,033.2873 |
3,033.2873 |
2,998.5180 |
3,055.8440 |
| PP |
2,965.5567 |
2,965.5567 |
2,965.5567 |
2,976.8350 |
| S1 |
2,920.4433 |
2,920.4433 |
2,977.8300 |
2,943.0000 |
| S2 |
2,852.7127 |
2,852.7127 |
2,967.4859 |
|
| S3 |
2,739.8687 |
2,807.5993 |
2,957.1419 |
|
| S4 |
2,627.0247 |
2,694.7553 |
2,926.1098 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,943.5940 |
3,807.5310 |
3,288.2533 |
|
| R3 |
3,679.3080 |
3,543.2450 |
3,215.5747 |
|
| R2 |
3,415.0220 |
3,415.0220 |
3,191.3484 |
|
| R1 |
3,278.9590 |
3,278.9590 |
3,167.1222 |
3,346.9905 |
| PP |
3,150.7360 |
3,150.7360 |
3,150.7360 |
3,184.7518 |
| S1 |
3,014.6730 |
3,014.6730 |
3,118.6698 |
3,082.7045 |
| S2 |
2,886.4500 |
2,886.4500 |
3,094.4436 |
|
| S3 |
2,622.1640 |
2,750.3870 |
3,070.2174 |
|
| S4 |
2,357.8780 |
2,486.1010 |
2,997.5387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,347.2560 |
2,846.4120 |
500.8440 |
16.8% |
193.5422 |
6.5% |
28% |
False |
False |
137,158 |
| 10 |
3,347.2560 |
2,846.4120 |
500.8440 |
16.8% |
180.6578 |
6.0% |
28% |
False |
False |
127,982 |
| 20 |
3,724.8090 |
2,846.4120 |
878.3970 |
29.4% |
203.5972 |
6.8% |
16% |
False |
False |
132,808 |
| 40 |
4,090.3060 |
2,846.4120 |
1,243.8940 |
41.6% |
223.9623 |
7.5% |
11% |
False |
False |
158,491 |
| 60 |
4,090.3060 |
2,353.4520 |
1,736.8540 |
58.1% |
208.5557 |
7.0% |
37% |
False |
False |
179,814 |
| 80 |
4,090.3060 |
2,170.7140 |
1,919.5920 |
64.2% |
184.3721 |
6.2% |
43% |
False |
False |
175,744 |
| 100 |
4,090.3060 |
2,111.1450 |
1,979.1610 |
66.2% |
172.1525 |
5.8% |
44% |
False |
False |
179,070 |
| 120 |
4,090.3060 |
1,883.7550 |
2,206.5510 |
73.8% |
161.5383 |
5.4% |
50% |
False |
False |
182,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,490.2570 |
|
2.618 |
3,306.0956 |
|
1.618 |
3,193.2516 |
|
1.000 |
3,123.5140 |
|
0.618 |
3,080.4076 |
|
HIGH |
3,010.6700 |
|
0.618 |
2,967.5636 |
|
0.500 |
2,954.2480 |
|
0.382 |
2,940.9324 |
|
LOW |
2,897.8260 |
|
0.618 |
2,828.0884 |
|
1.000 |
2,784.9820 |
|
1.618 |
2,715.2444 |
|
2.618 |
2,602.4004 |
|
4.250 |
2,418.2390 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.8653 |
3,045.5910 |
| PP |
2,965.5567 |
3,026.4520 |
| S1 |
2,954.2480 |
3,007.3130 |
|