Trading Metrics calculated at close of trading on 05-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
Open |
3,718.0 |
3,758.0 |
40.0 |
1.1% |
3,731.0 |
High |
3,769.0 |
3,775.0 |
6.0 |
0.2% |
3,773.0 |
Low |
3,674.0 |
3,622.0 |
-52.0 |
-1.4% |
3,608.0 |
Close |
3,681.0 |
3,649.0 |
-32.0 |
-0.9% |
3,736.0 |
Range |
95.0 |
153.0 |
58.0 |
61.1% |
165.0 |
ATR |
92.9 |
97.2 |
4.3 |
4.6% |
0.0 |
Volume |
679,994 |
997,943 |
317,949 |
46.8% |
4,890,906 |
|
Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,141.0 |
4,048.0 |
3,733.2 |
|
R3 |
3,988.0 |
3,895.0 |
3,691.1 |
|
R2 |
3,835.0 |
3,835.0 |
3,677.1 |
|
R1 |
3,742.0 |
3,742.0 |
3,663.0 |
3,712.0 |
PP |
3,682.0 |
3,682.0 |
3,682.0 |
3,667.0 |
S1 |
3,589.0 |
3,589.0 |
3,635.0 |
3,559.0 |
S2 |
3,529.0 |
3,529.0 |
3,621.0 |
|
S3 |
3,376.0 |
3,436.0 |
3,606.9 |
|
S4 |
3,223.0 |
3,283.0 |
3,564.9 |
|
|
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 |
3,775.0 |
3,622.0 |
153.0 |
4.2% |
91.4 |
2.5% |
18% |
True |
True |
837,486 |
10 |
3,816.0 |
3,608.0 |
208.0 |
5.7% |
90.5 |
2.5% |
20% |
False |
False |
907,451 |
20 |
3,883.0 |
3,608.0 |
275.0 |
7.5% |
83.3 |
2.3% |
15% |
False |
False |
859,009 |
40 |
3,944.0 |
3,455.0 |
489.0 |
13.4% |
95.3 |
2.6% |
40% |
False |
False |
847,381 |
60 |
4,132.0 |
3,309.0 |
823.0 |
22.6% |
107.1 |
2.9% |
41% |
False |
False |
580,350 |
80 |
4,238.0 |
3,309.0 |
929.0 |
25.5% |
97.9 |
2.7% |
37% |
False |
False |
438,231 |
100 |
4,302.0 |
3,309.0 |
993.0 |
27.2% |
86.8 |
2.4% |
34% |
False |
False |
351,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,425.3 |
2.618 |
4,175.6 |
1.618 |
4,022.6 |
1.000 |
3,928.0 |
0.618 |
3,869.6 |
HIGH |
3,775.0 |
0.618 |
3,716.6 |
0.500 |
3,698.5 |
0.382 |
3,680.4 |
LOW |
3,622.0 |
0.618 |
3,527.4 |
1.000 |
3,469.0 |
1.618 |
3,374.4 |
2.618 |
3,221.4 |
4.250 |
2,971.8 |
|
|
Fisher Pivots for day following 05-May-2022 |
Pivot |
1 day |
3 day |
R1 |
3,698.5 |
3,698.5 |
PP |
3,682.0 |
3,682.0 |
S1 |
3,665.5 |
3,665.5 |
|