| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
3,686.0 |
3,718.0 |
32.0 |
0.9% |
3,731.0 |
| High |
3,728.0 |
3,769.0 |
41.0 |
1.1% |
3,773.0 |
| Low |
3,681.0 |
3,674.0 |
-7.0 |
-0.2% |
3,608.0 |
| Close |
3,707.0 |
3,681.0 |
-26.0 |
-0.7% |
3,736.0 |
| Range |
47.0 |
95.0 |
48.0 |
102.1% |
165.0 |
| ATR |
92.8 |
92.9 |
0.2 |
0.2% |
0.0 |
| Volume |
776,568 |
679,994 |
-96,574 |
-12.4% |
4,890,906 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,993.0 |
3,932.0 |
3,733.3 |
|
| R3 |
3,898.0 |
3,837.0 |
3,707.1 |
|
| R2 |
3,803.0 |
3,803.0 |
3,698.4 |
|
| R1 |
3,742.0 |
3,742.0 |
3,689.7 |
3,725.0 |
| PP |
3,708.0 |
3,708.0 |
3,708.0 |
3,699.5 |
| S1 |
3,647.0 |
3,647.0 |
3,672.3 |
3,630.0 |
| S2 |
3,613.0 |
3,613.0 |
3,663.6 |
|
| S3 |
3,518.0 |
3,552.0 |
3,654.9 |
|
| S4 |
3,423.0 |
3,457.0 |
3,628.8 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,200.7 |
4,133.3 |
3,826.8 |
|
| R3 |
4,035.7 |
3,968.3 |
3,781.4 |
|
| R2 |
3,870.7 |
3,870.7 |
3,766.3 |
|
| R1 |
3,803.3 |
3,803.3 |
3,751.1 |
3,837.0 |
| PP |
3,705.7 |
3,705.7 |
3,705.7 |
3,722.5 |
| S1 |
3,638.3 |
3,638.3 |
3,720.9 |
3,672.0 |
| S2 |
3,540.7 |
3,540.7 |
3,705.8 |
|
| S3 |
3,375.7 |
3,473.3 |
3,690.6 |
|
| S4 |
3,210.7 |
3,308.3 |
3,645.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,773.0 |
3,643.0 |
130.0 |
3.5% |
79.0 |
2.1% |
29% |
False |
False |
808,900 |
| 10 |
3,883.0 |
3,608.0 |
275.0 |
7.5% |
85.2 |
2.3% |
27% |
False |
False |
889,788 |
| 20 |
3,888.0 |
3,608.0 |
280.0 |
7.6% |
79.5 |
2.2% |
26% |
False |
False |
844,489 |
| 40 |
3,944.0 |
3,330.0 |
614.0 |
16.7% |
97.8 |
2.7% |
57% |
False |
False |
826,639 |
| 60 |
4,132.0 |
3,309.0 |
823.0 |
22.4% |
105.3 |
2.9% |
45% |
False |
False |
564,306 |
| 80 |
4,238.0 |
3,309.0 |
929.0 |
25.2% |
96.5 |
2.6% |
40% |
False |
False |
425,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,172.8 |
|
2.618 |
4,017.7 |
|
1.618 |
3,922.7 |
|
1.000 |
3,864.0 |
|
0.618 |
3,827.7 |
|
HIGH |
3,769.0 |
|
0.618 |
3,732.7 |
|
0.500 |
3,721.5 |
|
0.382 |
3,710.3 |
|
LOW |
3,674.0 |
|
0.618 |
3,615.3 |
|
1.000 |
3,579.0 |
|
1.618 |
3,520.3 |
|
2.618 |
3,425.3 |
|
4.250 |
3,270.3 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,721.5 |
3,706.0 |
| PP |
3,708.0 |
3,697.7 |
| S1 |
3,694.5 |
3,689.3 |
|