Trading Metrics calculated at close of trading on 27-Apr-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
Open |
4,110.25 |
4,085.50 |
-24.75 |
-0.6% |
4,174.25 |
High |
4,116.25 |
4,166.50 |
50.25 |
1.2% |
4,198.25 |
Low |
4,068.75 |
4,080.75 |
12.00 |
0.3% |
4,135.25 |
Close |
4,076.00 |
4,153.75 |
77.75 |
1.9% |
4,156.75 |
Range |
47.50 |
85.75 |
38.25 |
80.5% |
63.00 |
ATR |
50.83 |
53.66 |
2.83 |
5.6% |
0.00 |
Volume |
1,814,741 |
1,686,692 |
-128,049 |
-7.1% |
7,432,082 |
|
Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,391.00 |
4,358.00 |
4,201.00 |
|
R3 |
4,305.25 |
4,272.25 |
4,177.25 |
|
R2 |
4,219.50 |
4,219.50 |
4,169.50 |
|
R1 |
4,186.50 |
4,186.50 |
4,161.50 |
4,203.00 |
PP |
4,133.75 |
4,133.75 |
4,133.75 |
4,142.00 |
S1 |
4,100.75 |
4,100.75 |
4,146.00 |
4,117.25 |
S2 |
4,048.00 |
4,048.00 |
4,138.00 |
|
S3 |
3,962.25 |
4,015.00 |
4,130.25 |
|
S4 |
3,876.50 |
3,929.25 |
4,106.50 |
|
|
Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,352.50 |
4,317.50 |
4,191.50 |
|
R3 |
4,289.50 |
4,254.50 |
4,174.00 |
|
R2 |
4,226.50 |
4,226.50 |
4,168.25 |
|
R1 |
4,191.50 |
4,191.50 |
4,162.50 |
4,177.50 |
PP |
4,163.50 |
4,163.50 |
4,163.50 |
4,156.50 |
S1 |
4,128.50 |
4,128.50 |
4,151.00 |
4,114.50 |
S2 |
4,100.50 |
4,100.50 |
4,145.25 |
|
S3 |
4,037.50 |
4,065.50 |
4,139.50 |
|
S4 |
3,974.50 |
4,002.50 |
4,122.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,166.50 |
4,068.75 |
97.75 |
2.4% |
51.25 |
1.2% |
87% |
True |
False |
1,649,108 |
10 |
4,198.25 |
4,068.75 |
129.50 |
3.1% |
44.75 |
1.1% |
66% |
False |
False |
1,591,536 |
20 |
4,198.25 |
4,052.50 |
145.75 |
3.5% |
45.50 |
1.1% |
69% |
False |
False |
1,518,690 |
40 |
4,198.25 |
3,839.25 |
359.00 |
8.6% |
62.25 |
1.5% |
88% |
False |
False |
1,510,183 |
60 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
62.75 |
1.5% |
78% |
False |
False |
1,008,903 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
63.50 |
1.5% |
78% |
False |
False |
757,246 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
66.25 |
1.6% |
78% |
False |
False |
605,987 |
120 |
4,244.75 |
3,770.50 |
474.25 |
11.4% |
67.75 |
1.6% |
81% |
False |
False |
505,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,531.00 |
2.618 |
4,391.00 |
1.618 |
4,305.25 |
1.000 |
4,252.25 |
0.618 |
4,219.50 |
HIGH |
4,166.50 |
0.618 |
4,133.75 |
0.500 |
4,123.50 |
0.382 |
4,113.50 |
LOW |
4,080.75 |
0.618 |
4,027.75 |
1.000 |
3,995.00 |
1.618 |
3,942.00 |
2.618 |
3,856.25 |
4.250 |
3,716.25 |
|
|
Fisher Pivots for day following 27-Apr-2023 |
Pivot |
1 day |
3 day |
R1 |
4,143.75 |
4,141.75 |
PP |
4,133.75 |
4,129.75 |
S1 |
4,123.50 |
4,117.50 |
|