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 |
13,162.00 |
13,064.00 |
-98.00 |
-0.7% |
13,070.00 |
High |
13,314.00 |
13,173.00 |
-141.00 |
-1.1% |
13,336.00 |
Low |
13,080.00 |
13,001.75 |
-78.25 |
-0.6% |
12,800.00 |
Close |
13,100.75 |
13,043.75 |
-57.00 |
-0.4% |
13,320.25 |
Range |
234.00 |
171.25 |
-62.75 |
-26.8% |
536.00 |
ATR |
221.61 |
218.01 |
-3.60 |
-1.6% |
0.00 |
Volume |
648,753 |
656,440 |
7,687 |
1.2% |
3,430,975 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,586.50 |
13,486.50 |
13,138.00 |
|
R3 |
13,415.25 |
13,315.25 |
13,090.75 |
|
R2 |
13,244.00 |
13,244.00 |
13,075.25 |
|
R1 |
13,144.00 |
13,144.00 |
13,059.50 |
13,108.50 |
PP |
13,072.75 |
13,072.75 |
13,072.75 |
13,055.00 |
S1 |
12,972.75 |
12,972.75 |
13,028.00 |
12,937.00 |
S2 |
12,901.50 |
12,901.50 |
13,012.25 |
|
S3 |
12,730.25 |
12,801.50 |
12,996.75 |
|
S4 |
12,559.00 |
12,630.25 |
12,949.50 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,760.00 |
14,576.25 |
13,615.00 |
|
R3 |
14,224.00 |
14,040.25 |
13,467.75 |
|
R2 |
13,688.00 |
13,688.00 |
13,418.50 |
|
R1 |
13,504.25 |
13,504.25 |
13,369.50 |
13,596.00 |
PP |
13,152.00 |
13,152.00 |
13,152.00 |
13,198.00 |
S1 |
12,968.25 |
12,968.25 |
13,271.00 |
13,060.00 |
S2 |
12,616.00 |
12,616.00 |
13,222.00 |
|
S3 |
12,080.00 |
12,432.25 |
13,172.75 |
|
S4 |
11,544.00 |
11,896.25 |
13,025.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,370.25 |
13,001.75 |
368.50 |
2.8% |
181.75 |
1.4% |
11% |
False |
True |
625,802 |
10 |
13,370.25 |
12,800.00 |
570.25 |
4.4% |
202.00 |
1.5% |
43% |
False |
False |
648,291 |
20 |
13,370.25 |
12,800.00 |
570.25 |
4.4% |
204.75 |
1.6% |
43% |
False |
False |
619,061 |
40 |
13,370.25 |
11,806.25 |
1,564.00 |
12.0% |
238.75 |
1.8% |
79% |
False |
False |
617,171 |
60 |
13,370.25 |
11,806.25 |
1,564.00 |
12.0% |
241.25 |
1.8% |
79% |
False |
False |
412,703 |
80 |
13,370.25 |
11,216.50 |
2,153.75 |
16.5% |
250.75 |
1.9% |
85% |
False |
False |
309,778 |
100 |
13,370.25 |
10,870.00 |
2,500.25 |
19.2% |
258.25 |
2.0% |
87% |
False |
False |
247,938 |
120 |
13,370.25 |
10,870.00 |
2,500.25 |
19.2% |
255.50 |
2.0% |
87% |
False |
False |
206,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,900.75 |
2.618 |
13,621.25 |
1.618 |
13,450.00 |
1.000 |
13,344.25 |
0.618 |
13,278.75 |
HIGH |
13,173.00 |
0.618 |
13,107.50 |
0.500 |
13,087.50 |
0.382 |
13,067.25 |
LOW |
13,001.75 |
0.618 |
12,896.00 |
1.000 |
12,830.50 |
1.618 |
12,724.75 |
2.618 |
12,553.50 |
4.250 |
12,274.00 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
13,087.50 |
13,168.25 |
PP |
13,072.75 |
13,126.75 |
S1 |
13,058.25 |
13,085.25 |
|