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 |
13,064.00 |
13,060.00 |
-4.00 |
0.0% |
13,317.00 |
High |
13,173.00 |
13,359.00 |
186.00 |
1.4% |
13,370.25 |
Low |
13,001.75 |
13,055.75 |
54.00 |
0.4% |
13,001.75 |
Close |
13,043.75 |
13,317.75 |
274.00 |
2.1% |
13,317.75 |
Range |
171.25 |
303.25 |
132.00 |
77.1% |
368.50 |
ATR |
218.01 |
224.96 |
6.95 |
3.2% |
0.00 |
Volume |
656,440 |
573,291 |
-83,149 |
-12.7% |
3,031,247 |
|
Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,154.00 |
14,039.00 |
13,484.50 |
|
R3 |
13,850.75 |
13,735.75 |
13,401.25 |
|
R2 |
13,547.50 |
13,547.50 |
13,373.25 |
|
R1 |
13,432.50 |
13,432.50 |
13,345.50 |
13,490.00 |
PP |
13,244.25 |
13,244.25 |
13,244.25 |
13,273.00 |
S1 |
13,129.25 |
13,129.25 |
13,290.00 |
13,186.75 |
S2 |
12,941.00 |
12,941.00 |
13,262.25 |
|
S3 |
12,637.75 |
12,826.00 |
13,234.25 |
|
S4 |
12,334.50 |
12,522.75 |
13,151.00 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,335.50 |
14,195.00 |
13,520.50 |
|
R3 |
13,967.00 |
13,826.50 |
13,419.00 |
|
R2 |
13,598.50 |
13,598.50 |
13,385.25 |
|
R1 |
13,458.00 |
13,458.00 |
13,351.50 |
13,528.25 |
PP |
13,230.00 |
13,230.00 |
13,230.00 |
13,265.00 |
S1 |
13,089.50 |
13,089.50 |
13,284.00 |
13,159.75 |
S2 |
12,861.50 |
12,861.50 |
13,250.25 |
|
S3 |
12,493.00 |
12,721.00 |
13,216.50 |
|
S4 |
12,124.50 |
12,352.50 |
13,115.00 |
|
|
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% |
209.00 |
1.6% |
86% |
False |
False |
606,249 |
10 |
13,370.25 |
12,800.00 |
570.25 |
4.3% |
218.25 |
1.6% |
91% |
False |
False |
646,222 |
20 |
13,370.25 |
12,800.00 |
570.25 |
4.3% |
208.00 |
1.6% |
91% |
False |
False |
617,815 |
40 |
13,370.25 |
11,806.25 |
1,564.00 |
11.7% |
236.75 |
1.8% |
97% |
False |
False |
629,888 |
60 |
13,370.25 |
11,806.25 |
1,564.00 |
11.7% |
241.25 |
1.8% |
97% |
False |
False |
422,244 |
80 |
13,370.25 |
11,361.25 |
2,009.00 |
15.1% |
252.25 |
1.9% |
97% |
False |
False |
316,940 |
100 |
13,370.25 |
10,870.00 |
2,500.25 |
18.8% |
259.50 |
1.9% |
98% |
False |
False |
253,671 |
120 |
13,370.25 |
10,870.00 |
2,500.25 |
18.8% |
252.25 |
1.9% |
98% |
False |
False |
211,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,647.75 |
2.618 |
14,153.00 |
1.618 |
13,849.75 |
1.000 |
13,662.25 |
0.618 |
13,546.50 |
HIGH |
13,359.00 |
0.618 |
13,243.25 |
0.500 |
13,207.50 |
0.382 |
13,171.50 |
LOW |
13,055.75 |
0.618 |
12,868.25 |
1.000 |
12,752.50 |
1.618 |
12,565.00 |
2.618 |
12,261.75 |
4.250 |
11,767.00 |
|
|
Fisher Pivots for day following 05-May-2023 |
Pivot |
1 day |
3 day |
R1 |
13,281.00 |
13,272.00 |
PP |
13,244.25 |
13,226.25 |
S1 |
13,207.50 |
13,180.50 |
|