Trading Metrics calculated at close of trading on 03-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
Open |
4,144.00 |
4,145.50 |
1.50 |
0.0% |
4,259.00 |
High |
4,165.75 |
4,195.75 |
30.00 |
0.7% |
4,303.50 |
Low |
4,056.00 |
4,129.00 |
73.00 |
1.8% |
4,118.75 |
Close |
4,151.00 |
4,169.25 |
18.25 |
0.4% |
4,127.50 |
Range |
109.75 |
66.75 |
-43.00 |
-39.2% |
184.75 |
ATR |
100.20 |
97.81 |
-2.39 |
-2.4% |
0.00 |
Volume |
2,351,404 |
1,678,497 |
-672,907 |
-28.6% |
10,249,971 |
|
Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,365.00 |
4,333.75 |
4,206.00 |
|
R3 |
4,298.25 |
4,267.00 |
4,187.50 |
|
R2 |
4,231.50 |
4,231.50 |
4,181.50 |
|
R1 |
4,200.25 |
4,200.25 |
4,175.25 |
4,216.00 |
PP |
4,164.75 |
4,164.75 |
4,164.75 |
4,172.50 |
S1 |
4,133.50 |
4,133.50 |
4,163.25 |
4,149.00 |
S2 |
4,098.00 |
4,098.00 |
4,157.00 |
|
S3 |
4,031.25 |
4,066.75 |
4,151.00 |
|
S4 |
3,964.50 |
4,000.00 |
4,132.50 |
|
|
Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,737.50 |
4,617.25 |
4,229.00 |
|
R3 |
4,552.75 |
4,432.50 |
4,178.25 |
|
R2 |
4,368.00 |
4,368.00 |
4,161.25 |
|
R1 |
4,247.75 |
4,247.75 |
4,144.50 |
4,215.50 |
PP |
4,183.25 |
4,183.25 |
4,183.25 |
4,167.00 |
S1 |
4,063.00 |
4,063.00 |
4,110.50 |
4,030.75 |
S2 |
3,998.50 |
3,998.50 |
4,093.75 |
|
S3 |
3,813.75 |
3,878.25 |
4,076.75 |
|
S4 |
3,629.00 |
3,693.50 |
4,026.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,303.50 |
4,056.00 |
247.50 |
5.9% |
109.25 |
2.6% |
46% |
False |
False |
1,996,266 |
10 |
4,509.00 |
4,056.00 |
453.00 |
10.9% |
114.00 |
2.7% |
25% |
False |
False |
1,944,736 |
20 |
4,588.75 |
4,056.00 |
532.75 |
12.8% |
94.50 |
2.3% |
21% |
False |
False |
1,689,836 |
40 |
4,631.00 |
4,056.00 |
575.00 |
13.8% |
90.75 |
2.2% |
20% |
False |
False |
1,484,631 |
60 |
4,631.00 |
4,056.00 |
575.00 |
13.8% |
96.00 |
2.3% |
20% |
False |
False |
994,705 |
80 |
4,731.50 |
4,056.00 |
675.50 |
16.2% |
98.50 |
2.4% |
17% |
False |
False |
746,593 |
100 |
4,800.00 |
4,056.00 |
744.00 |
17.8% |
91.00 |
2.2% |
15% |
False |
False |
597,459 |
120 |
4,800.00 |
4,056.00 |
744.00 |
17.8% |
86.75 |
2.1% |
15% |
False |
False |
497,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,479.50 |
2.618 |
4,370.50 |
1.618 |
4,303.75 |
1.000 |
4,262.50 |
0.618 |
4,237.00 |
HIGH |
4,195.75 |
0.618 |
4,170.25 |
0.500 |
4,162.50 |
0.382 |
4,154.50 |
LOW |
4,129.00 |
0.618 |
4,087.75 |
1.000 |
4,062.25 |
1.618 |
4,021.00 |
2.618 |
3,954.25 |
4.250 |
3,845.25 |
|
|
Fisher Pivots for day following 03-May-2022 |
Pivot |
1 day |
3 day |
R1 |
4,167.00 |
4,168.75 |
PP |
4,164.75 |
4,168.25 |
S1 |
4,162.50 |
4,168.00 |
|