| Trading Metrics calculated at close of trading on 03-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,990.5 |
2,026.4 |
35.9 |
1.8% |
1,992.0 |
| High |
2,028.8 |
2,050.0 |
21.2 |
1.0% |
2,020.2 |
| Low |
1,986.9 |
2,016.0 |
29.1 |
1.5% |
1,982.0 |
| Close |
2,023.3 |
2,037.0 |
13.7 |
0.7% |
1,999.1 |
| Range |
41.9 |
34.0 |
-7.9 |
-18.9% |
38.2 |
| ATR |
31.0 |
31.2 |
0.2 |
0.7% |
0.0 |
| Volume |
245,637 |
229,674 |
-15,963 |
-6.5% |
980,171 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.3 |
2,120.7 |
2,055.7 |
|
| R3 |
2,102.3 |
2,086.7 |
2,046.4 |
|
| R2 |
2,068.3 |
2,068.3 |
2,043.2 |
|
| R1 |
2,052.7 |
2,052.7 |
2,040.1 |
2,060.5 |
| PP |
2,034.3 |
2,034.3 |
2,034.3 |
2,038.3 |
| S1 |
2,018.7 |
2,018.7 |
2,033.9 |
2,026.5 |
| S2 |
2,000.3 |
2,000.3 |
2,030.8 |
|
| S3 |
1,966.3 |
1,984.7 |
2,027.7 |
|
| S4 |
1,932.3 |
1,950.7 |
2,018.3 |
|
|
| 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 |
2,050.0 |
1,982.0 |
68.0 |
3.3% |
31.3 |
1.5% |
81% |
True |
False |
204,934 |
| 10 |
2,050.0 |
1,982.0 |
68.0 |
3.3% |
28.5 |
1.4% |
81% |
True |
False |
200,184 |
| 20 |
2,063.4 |
1,980.9 |
82.5 |
4.1% |
29.4 |
1.4% |
68% |
False |
False |
195,808 |
| 40 |
2,063.4 |
1,830.2 |
233.2 |
11.4% |
32.9 |
1.6% |
89% |
False |
False |
148,959 |
| 60 |
2,063.4 |
1,827.6 |
235.8 |
11.6% |
29.1 |
1.4% |
89% |
False |
False |
102,426 |
| 80 |
2,063.4 |
1,827.6 |
235.8 |
11.6% |
28.6 |
1.4% |
89% |
False |
False |
78,022 |
| 100 |
2,063.4 |
1,813.2 |
250.2 |
12.3% |
27.7 |
1.4% |
89% |
False |
False |
62,718 |
| 120 |
2,063.4 |
1,749.3 |
314.1 |
15.4% |
27.0 |
1.3% |
92% |
False |
False |
52,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.5 |
|
2.618 |
2,139.0 |
|
1.618 |
2,105.0 |
|
1.000 |
2,084.0 |
|
0.618 |
2,071.0 |
|
HIGH |
2,050.0 |
|
0.618 |
2,037.0 |
|
0.500 |
2,033.0 |
|
0.382 |
2,029.0 |
|
LOW |
2,016.0 |
|
0.618 |
1,995.0 |
|
1.000 |
1,982.0 |
|
1.618 |
1,961.0 |
|
2.618 |
1,927.0 |
|
4.250 |
1,871.5 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.7 |
2,030.6 |
| PP |
2,034.3 |
2,024.2 |
| S1 |
2,033.0 |
2,017.9 |
|