| 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 |
1,772.0 |
1,737.7 |
-34.3 |
-1.9% |
1,797.3 |
| High |
1,777.9 |
1,778.9 |
1.0 |
0.1% |
1,809.7 |
| Low |
1,720.4 |
1,731.4 |
11.0 |
0.6% |
1,731.7 |
| Close |
1,737.9 |
1,745.0 |
7.1 |
0.4% |
1,774.8 |
| Range |
57.5 |
47.5 |
-10.0 |
-17.4% |
78.0 |
| ATR |
35.9 |
36.7 |
0.8 |
2.3% |
0.0 |
| Volume |
258,777 |
273,563 |
14,786 |
5.7% |
940,594 |
|
| Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,894.3 |
1,867.1 |
1,771.1 |
|
| R3 |
1,846.8 |
1,819.6 |
1,758.1 |
|
| R2 |
1,799.3 |
1,799.3 |
1,753.7 |
|
| R1 |
1,772.1 |
1,772.1 |
1,749.4 |
1,785.7 |
| PP |
1,751.8 |
1,751.8 |
1,751.8 |
1,758.6 |
| S1 |
1,724.6 |
1,724.6 |
1,740.6 |
1,738.2 |
| S2 |
1,704.3 |
1,704.3 |
1,736.3 |
|
| S3 |
1,656.8 |
1,677.1 |
1,731.9 |
|
| S4 |
1,609.3 |
1,629.6 |
1,718.9 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,006.1 |
1,968.4 |
1,817.7 |
|
| R3 |
1,928.1 |
1,890.4 |
1,796.3 |
|
| R2 |
1,850.1 |
1,850.1 |
1,789.1 |
|
| R1 |
1,812.4 |
1,812.4 |
1,782.0 |
1,792.3 |
| PP |
1,772.1 |
1,772.1 |
1,772.1 |
1,762.0 |
| S1 |
1,734.4 |
1,734.4 |
1,767.7 |
1,714.3 |
| S2 |
1,694.1 |
1,694.1 |
1,760.5 |
|
| S3 |
1,616.1 |
1,656.4 |
1,753.4 |
|
| S4 |
1,538.1 |
1,578.4 |
1,731.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,796.5 |
1,720.4 |
76.1 |
4.4% |
40.4 |
2.3% |
32% |
False |
False |
219,211 |
| 10 |
1,809.7 |
1,720.4 |
89.3 |
5.1% |
34.5 |
2.0% |
28% |
False |
False |
194,385 |
| 20 |
1,825.5 |
1,720.4 |
105.1 |
6.0% |
32.2 |
1.8% |
23% |
False |
False |
173,412 |
| 40 |
1,907.7 |
1,703.0 |
204.7 |
11.7% |
42.2 |
2.4% |
21% |
False |
False |
211,556 |
| 60 |
2,001.2 |
1,703.0 |
298.2 |
17.1% |
39.8 |
2.3% |
14% |
False |
False |
141,151 |
| 80 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
38.7 |
2.2% |
13% |
False |
False |
105,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,980.8 |
|
2.618 |
1,903.3 |
|
1.618 |
1,855.8 |
|
1.000 |
1,826.4 |
|
0.618 |
1,808.3 |
|
HIGH |
1,778.9 |
|
0.618 |
1,760.8 |
|
0.500 |
1,755.2 |
|
0.382 |
1,749.5 |
|
LOW |
1,731.4 |
|
0.618 |
1,702.0 |
|
1.000 |
1,683.9 |
|
1.618 |
1,654.5 |
|
2.618 |
1,607.0 |
|
4.250 |
1,529.5 |
|
|
| Fisher Pivots for day following 03-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,755.2 |
1,758.5 |
| PP |
1,751.8 |
1,754.0 |
| S1 |
1,748.4 |
1,749.5 |
|