Trading Metrics calculated at close of trading on 01-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2023 |
01-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,151.00 |
4,190.00 |
39.00 |
0.9% |
4,150.00 |
High |
4,193.75 |
4,206.25 |
12.50 |
0.3% |
4,193.75 |
Low |
4,131.50 |
4,178.50 |
47.00 |
1.1% |
4,068.75 |
Close |
4,188.50 |
4,185.75 |
-2.75 |
-0.1% |
4,188.50 |
Range |
62.25 |
27.75 |
-34.50 |
-55.4% |
125.00 |
ATR |
54.28 |
52.38 |
-1.89 |
-3.5% |
0.00 |
Volume |
1,753,803 |
1,240,490 |
-513,313 |
-29.3% |
8,354,185 |
|
Daily Pivots for day following 01-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,273.50 |
4,257.25 |
4,201.00 |
|
R3 |
4,245.75 |
4,229.50 |
4,193.50 |
|
R2 |
4,218.00 |
4,218.00 |
4,190.75 |
|
R1 |
4,201.75 |
4,201.75 |
4,188.25 |
4,196.00 |
PP |
4,190.25 |
4,190.25 |
4,190.25 |
4,187.25 |
S1 |
4,174.00 |
4,174.00 |
4,183.25 |
4,168.25 |
S2 |
4,162.50 |
4,162.50 |
4,180.75 |
|
S3 |
4,134.75 |
4,146.25 |
4,178.00 |
|
S4 |
4,107.00 |
4,118.50 |
4,170.50 |
|
|
Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.25 |
4,482.00 |
4,257.25 |
|
R3 |
4,400.25 |
4,357.00 |
4,223.00 |
|
R2 |
4,275.25 |
4,275.25 |
4,211.50 |
|
R1 |
4,232.00 |
4,232.00 |
4,200.00 |
4,253.50 |
PP |
4,150.25 |
4,150.25 |
4,150.25 |
4,161.25 |
S1 |
4,107.00 |
4,107.00 |
4,177.00 |
4,128.50 |
S2 |
4,025.25 |
4,025.25 |
4,165.50 |
|
S3 |
3,900.25 |
3,982.00 |
4,154.00 |
|
S4 |
3,775.25 |
3,857.00 |
4,119.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,206.25 |
4,068.75 |
137.50 |
3.3% |
58.00 |
1.4% |
85% |
True |
False |
1,653,326 |
10 |
4,206.25 |
4,068.75 |
137.50 |
3.3% |
45.50 |
1.1% |
85% |
True |
False |
1,572,863 |
20 |
4,206.25 |
4,068.75 |
137.50 |
3.3% |
45.00 |
1.1% |
85% |
True |
False |
1,517,186 |
40 |
4,206.25 |
3,839.25 |
367.00 |
8.8% |
60.75 |
1.4% |
94% |
True |
False |
1,583,757 |
60 |
4,231.00 |
3,839.25 |
391.75 |
9.4% |
61.25 |
1.5% |
88% |
False |
False |
1,058,615 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.7% |
62.75 |
1.5% |
85% |
False |
False |
794,640 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.1% |
65.75 |
1.6% |
86% |
False |
False |
635,927 |
120 |
4,244.75 |
3,810.00 |
434.75 |
10.4% |
67.00 |
1.6% |
86% |
False |
False |
529,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,324.25 |
2.618 |
4,279.00 |
1.618 |
4,251.25 |
1.000 |
4,234.00 |
0.618 |
4,223.50 |
HIGH |
4,206.25 |
0.618 |
4,195.75 |
0.500 |
4,192.50 |
0.382 |
4,189.00 |
LOW |
4,178.50 |
0.618 |
4,161.25 |
1.000 |
4,150.75 |
1.618 |
4,133.50 |
2.618 |
4,105.75 |
4.250 |
4,060.50 |
|
|
Fisher Pivots for day following 01-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,192.50 |
4,171.75 |
PP |
4,190.25 |
4,157.50 |
S1 |
4,188.00 |
4,143.50 |
|