Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,272.0 |
4,254.0 |
-18.0 |
-0.4% |
4,352.0 |
High |
4,303.0 |
4,276.0 |
-27.0 |
-0.6% |
4,362.0 |
Low |
4,266.0 |
4,233.0 |
-33.0 |
-0.8% |
4,269.0 |
Close |
4,277.0 |
4,259.0 |
-18.0 |
-0.4% |
4,320.0 |
Range |
37.0 |
43.0 |
6.0 |
16.2% |
93.0 |
ATR |
57.5 |
56.5 |
-1.0 |
-1.7% |
0.0 |
Volume |
770,761 |
1,002,926 |
232,165 |
30.1% |
3,785,973 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,385.0 |
4,365.0 |
4,282.7 |
|
R3 |
4,342.0 |
4,322.0 |
4,270.8 |
|
R2 |
4,299.0 |
4,299.0 |
4,266.9 |
|
R1 |
4,279.0 |
4,279.0 |
4,262.9 |
4,289.0 |
PP |
4,256.0 |
4,256.0 |
4,256.0 |
4,261.0 |
S1 |
4,236.0 |
4,236.0 |
4,255.1 |
4,246.0 |
S2 |
4,213.0 |
4,213.0 |
4,251.1 |
|
S3 |
4,170.0 |
4,193.0 |
4,247.2 |
|
S4 |
4,127.0 |
4,150.0 |
4,235.4 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,596.0 |
4,551.0 |
4,371.2 |
|
R3 |
4,503.0 |
4,458.0 |
4,345.6 |
|
R2 |
4,410.0 |
4,410.0 |
4,337.1 |
|
R1 |
4,365.0 |
4,365.0 |
4,328.5 |
4,341.0 |
PP |
4,317.0 |
4,317.0 |
4,317.0 |
4,305.0 |
S1 |
4,272.0 |
4,272.0 |
4,311.5 |
4,248.0 |
S2 |
4,224.0 |
4,224.0 |
4,303.0 |
|
S3 |
4,131.0 |
4,179.0 |
4,294.4 |
|
S4 |
4,038.0 |
4,086.0 |
4,268.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,347.0 |
4,233.0 |
114.0 |
2.7% |
61.0 |
1.4% |
23% |
False |
True |
893,174 |
10 |
4,363.0 |
4,233.0 |
130.0 |
3.1% |
50.8 |
1.2% |
20% |
False |
True |
813,651 |
20 |
4,363.0 |
4,229.0 |
134.0 |
3.1% |
44.6 |
1.0% |
22% |
False |
False |
740,932 |
40 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
67.0 |
1.6% |
77% |
False |
False |
866,588 |
60 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
61.3 |
1.4% |
77% |
False |
False |
582,999 |
80 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
54.7 |
1.3% |
77% |
False |
False |
439,378 |
100 |
4,363.0 |
3,725.0 |
638.0 |
15.0% |
53.5 |
1.3% |
84% |
False |
False |
351,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,458.8 |
2.618 |
4,388.6 |
1.618 |
4,345.6 |
1.000 |
4,319.0 |
0.618 |
4,302.6 |
HIGH |
4,276.0 |
0.618 |
4,259.6 |
0.500 |
4,254.5 |
0.382 |
4,249.4 |
LOW |
4,233.0 |
0.618 |
4,206.4 |
1.000 |
4,190.0 |
1.618 |
4,163.4 |
2.618 |
4,120.4 |
4.250 |
4,050.3 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,257.5 |
4,286.5 |
PP |
4,256.0 |
4,277.3 |
S1 |
4,254.5 |
4,268.2 |
|