| Trading Metrics calculated at close of trading on 05-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,054.7 |
2,058.0 |
3.3 |
0.2% |
2,000.2 |
| High |
2,085.4 |
2,061.3 |
-24.1 |
-1.2% |
2,085.4 |
| Low |
2,038.5 |
2,007.0 |
-31.5 |
-1.5% |
1,985.7 |
| Close |
2,055.7 |
2,024.8 |
-30.9 |
-1.5% |
2,024.8 |
| Range |
46.9 |
54.3 |
7.4 |
15.8% |
99.7 |
| ATR |
32.4 |
34.0 |
1.6 |
4.8% |
0.0 |
| Volume |
311,003 |
283,299 |
-27,704 |
-8.9% |
1,242,629 |
|
| Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.9 |
2,163.7 |
2,054.7 |
|
| R3 |
2,139.6 |
2,109.4 |
2,039.7 |
|
| R2 |
2,085.3 |
2,085.3 |
2,034.8 |
|
| R1 |
2,055.1 |
2,055.1 |
2,029.8 |
2,043.1 |
| PP |
2,031.0 |
2,031.0 |
2,031.0 |
2,025.0 |
| S1 |
2,000.8 |
2,000.8 |
2,019.8 |
1,988.8 |
| S2 |
1,976.7 |
1,976.7 |
2,014.8 |
|
| S3 |
1,922.4 |
1,946.5 |
2,009.9 |
|
| S4 |
1,868.1 |
1,892.2 |
1,994.9 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.1 |
2,277.6 |
2,079.6 |
|
| R3 |
2,231.4 |
2,177.9 |
2,052.2 |
|
| R2 |
2,131.7 |
2,131.7 |
2,043.1 |
|
| R1 |
2,078.2 |
2,078.2 |
2,033.9 |
2,105.0 |
| PP |
2,032.0 |
2,032.0 |
2,032.0 |
2,045.3 |
| S1 |
1,978.5 |
1,978.5 |
2,015.7 |
2,005.3 |
| S2 |
1,932.3 |
1,932.3 |
2,006.5 |
|
| S3 |
1,832.6 |
1,878.8 |
1,997.4 |
|
| S4 |
1,732.9 |
1,779.1 |
1,970.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,085.4 |
1,985.7 |
99.7 |
4.9% |
41.4 |
2.0% |
39% |
False |
False |
248,525 |
| 10 |
2,085.4 |
1,982.0 |
103.4 |
5.1% |
33.0 |
1.6% |
41% |
False |
False |
222,280 |
| 20 |
2,085.4 |
1,980.9 |
104.5 |
5.2% |
32.2 |
1.6% |
42% |
False |
False |
205,786 |
| 40 |
2,085.4 |
1,847.0 |
238.4 |
11.8% |
34.5 |
1.7% |
75% |
False |
False |
160,413 |
| 60 |
2,085.4 |
1,827.6 |
257.8 |
12.7% |
30.2 |
1.5% |
76% |
False |
False |
112,148 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
12.7% |
29.5 |
1.5% |
76% |
False |
False |
85,305 |
| 100 |
2,085.4 |
1,813.2 |
272.2 |
13.4% |
28.4 |
1.4% |
78% |
False |
False |
68,622 |
| 120 |
2,085.4 |
1,769.1 |
316.3 |
15.6% |
27.2 |
1.3% |
81% |
False |
False |
57,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,292.1 |
|
2.618 |
2,203.5 |
|
1.618 |
2,149.2 |
|
1.000 |
2,115.6 |
|
0.618 |
2,094.9 |
|
HIGH |
2,061.3 |
|
0.618 |
2,040.6 |
|
0.500 |
2,034.2 |
|
0.382 |
2,027.7 |
|
LOW |
2,007.0 |
|
0.618 |
1,973.4 |
|
1.000 |
1,952.7 |
|
1.618 |
1,919.1 |
|
2.618 |
1,864.8 |
|
4.250 |
1,776.2 |
|
|
| Fisher Pivots for day following 05-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.2 |
2,046.2 |
| PP |
2,031.0 |
2,039.1 |
| S1 |
2,027.9 |
2,031.9 |
|