| Trading Metrics calculated at close of trading on 02-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,000.2 |
1,990.5 |
-9.7 |
-0.5% |
1,992.0 |
| High |
2,015.4 |
2,028.8 |
13.4 |
0.7% |
2,020.2 |
| Low |
1,985.7 |
1,986.9 |
1.2 |
0.1% |
1,982.0 |
| Close |
1,992.2 |
2,023.3 |
31.1 |
1.6% |
1,999.1 |
| Range |
29.7 |
41.9 |
12.2 |
41.1% |
38.2 |
| ATR |
30.1 |
31.0 |
0.8 |
2.8% |
0.0 |
| Volume |
173,016 |
245,637 |
72,621 |
42.0% |
980,171 |
|
| Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.7 |
2,122.9 |
2,046.3 |
|
| R3 |
2,096.8 |
2,081.0 |
2,034.8 |
|
| R2 |
2,054.9 |
2,054.9 |
2,031.0 |
|
| R1 |
2,039.1 |
2,039.1 |
2,027.1 |
2,047.0 |
| PP |
2,013.0 |
2,013.0 |
2,013.0 |
2,017.0 |
| S1 |
1,997.2 |
1,997.2 |
2,019.5 |
2,005.1 |
| S2 |
1,971.1 |
1,971.1 |
2,015.6 |
|
| S3 |
1,929.2 |
1,955.3 |
2,011.8 |
|
| S4 |
1,887.3 |
1,913.4 |
2,000.3 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.0 |
2,095.3 |
2,020.1 |
|
| R3 |
2,076.8 |
2,057.1 |
2,009.6 |
|
| R2 |
2,038.6 |
2,038.6 |
2,006.1 |
|
| R1 |
2,018.9 |
2,018.9 |
2,002.6 |
2,028.8 |
| PP |
2,000.4 |
2,000.4 |
2,000.4 |
2,005.4 |
| S1 |
1,980.7 |
1,980.7 |
1,995.6 |
1,990.6 |
| S2 |
1,962.2 |
1,962.2 |
1,992.1 |
|
| S3 |
1,924.0 |
1,942.5 |
1,988.6 |
|
| S4 |
1,885.8 |
1,904.3 |
1,978.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,028.8 |
1,982.0 |
46.8 |
2.3% |
29.8 |
1.5% |
88% |
True |
False |
207,279 |
| 10 |
2,028.8 |
1,980.9 |
47.9 |
2.4% |
29.0 |
1.4% |
89% |
True |
False |
199,097 |
| 20 |
2,063.4 |
1,980.9 |
82.5 |
4.1% |
30.1 |
1.5% |
51% |
False |
False |
195,990 |
| 40 |
2,063.4 |
1,830.2 |
233.2 |
11.5% |
33.0 |
1.6% |
83% |
False |
False |
144,293 |
| 60 |
2,063.4 |
1,827.6 |
235.8 |
11.7% |
28.9 |
1.4% |
83% |
False |
False |
98,658 |
| 80 |
2,063.4 |
1,827.6 |
235.8 |
11.7% |
28.6 |
1.4% |
83% |
False |
False |
75,172 |
| 100 |
2,063.4 |
1,812.1 |
251.3 |
12.4% |
27.5 |
1.4% |
84% |
False |
False |
60,439 |
| 120 |
2,063.4 |
1,713.0 |
350.4 |
17.3% |
27.1 |
1.3% |
89% |
False |
False |
50,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,206.9 |
|
2.618 |
2,138.5 |
|
1.618 |
2,096.6 |
|
1.000 |
2,070.7 |
|
0.618 |
2,054.7 |
|
HIGH |
2,028.8 |
|
0.618 |
2,012.8 |
|
0.500 |
2,007.9 |
|
0.382 |
2,002.9 |
|
LOW |
1,986.9 |
|
0.618 |
1,961.0 |
|
1.000 |
1,945.0 |
|
1.618 |
1,919.1 |
|
2.618 |
1,877.2 |
|
4.250 |
1,808.8 |
|
|
| Fisher Pivots for day following 02-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.2 |
2,017.7 |
| PP |
2,013.0 |
2,012.2 |
| S1 |
2,007.9 |
2,006.6 |
|