Trading Metrics calculated at close of trading on 27-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
2,007.7 |
1,999.8 |
-7.9 |
-0.4% |
2,014.1 |
High |
2,020.2 |
2,013.3 |
-6.9 |
-0.3% |
2,028.0 |
Low |
1,993.7 |
1,982.0 |
-11.7 |
-0.6% |
1,980.9 |
Close |
1,996.0 |
1,999.0 |
3.0 |
0.2% |
1,990.5 |
Range |
26.5 |
31.3 |
4.8 |
18.1% |
47.1 |
ATR |
30.9 |
31.0 |
0.0 |
0.1% |
0.0 |
Volume |
241,399 |
203,898 |
-37,501 |
-15.5% |
940,550 |
|
Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,092.0 |
2,076.8 |
2,016.2 |
|
R3 |
2,060.7 |
2,045.5 |
2,007.6 |
|
R2 |
2,029.4 |
2,029.4 |
2,004.7 |
|
R1 |
2,014.2 |
2,014.2 |
2,001.9 |
2,006.2 |
PP |
1,998.1 |
1,998.1 |
1,998.1 |
1,994.1 |
S1 |
1,982.9 |
1,982.9 |
1,996.1 |
1,974.9 |
S2 |
1,966.8 |
1,966.8 |
1,993.3 |
|
S3 |
1,935.5 |
1,951.6 |
1,990.4 |
|
S4 |
1,904.2 |
1,920.3 |
1,981.8 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,141.1 |
2,112.9 |
2,016.4 |
|
R3 |
2,094.0 |
2,065.8 |
2,003.5 |
|
R2 |
2,046.9 |
2,046.9 |
1,999.1 |
|
R1 |
2,018.7 |
2,018.7 |
1,994.8 |
2,009.3 |
PP |
1,999.8 |
1,999.8 |
1,999.8 |
1,995.1 |
S1 |
1,971.6 |
1,971.6 |
1,986.2 |
1,962.2 |
S2 |
1,952.7 |
1,952.7 |
1,981.9 |
|
S3 |
1,905.6 |
1,924.5 |
1,977.5 |
|
S4 |
1,858.5 |
1,877.4 |
1,964.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,020.2 |
1,982.0 |
38.2 |
1.9% |
27.5 |
1.4% |
45% |
False |
True |
203,645 |
10 |
2,061.6 |
1,980.9 |
80.7 |
4.0% |
31.1 |
1.6% |
22% |
False |
False |
201,110 |
20 |
2,063.4 |
1,965.9 |
97.5 |
4.9% |
30.3 |
1.5% |
34% |
False |
False |
192,530 |
40 |
2,063.4 |
1,830.2 |
233.2 |
11.7% |
31.9 |
1.6% |
72% |
False |
False |
130,514 |
60 |
2,063.4 |
1,827.6 |
235.8 |
11.8% |
29.7 |
1.5% |
73% |
False |
False |
89,061 |
80 |
2,063.4 |
1,827.6 |
235.8 |
11.8% |
28.6 |
1.4% |
73% |
False |
False |
67,885 |
100 |
2,063.4 |
1,809.2 |
254.2 |
12.7% |
27.4 |
1.4% |
75% |
False |
False |
54,586 |
120 |
2,063.4 |
1,663.2 |
400.2 |
20.0% |
27.1 |
1.4% |
84% |
False |
False |
45,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,146.3 |
2.618 |
2,095.2 |
1.618 |
2,063.9 |
1.000 |
2,044.6 |
0.618 |
2,032.6 |
HIGH |
2,013.3 |
0.618 |
2,001.3 |
0.500 |
1,997.7 |
0.382 |
1,994.0 |
LOW |
1,982.0 |
0.618 |
1,962.7 |
1.000 |
1,950.7 |
1.618 |
1,931.4 |
2.618 |
1,900.1 |
4.250 |
1,849.0 |
|
|
Fisher Pivots for day following 27-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
1,998.6 |
2,001.1 |
PP |
1,998.1 |
2,000.4 |
S1 |
1,997.7 |
1,999.7 |
|