Trading Metrics calculated at close of trading on 02-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2023 |
02-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,190.00 |
4,179.50 |
-10.50 |
-0.3% |
4,150.00 |
High |
4,206.25 |
4,191.50 |
-14.75 |
-0.4% |
4,193.75 |
Low |
4,178.50 |
4,105.50 |
-73.00 |
-1.7% |
4,068.75 |
Close |
4,185.75 |
4,136.75 |
-49.00 |
-1.2% |
4,188.50 |
Range |
27.75 |
86.00 |
58.25 |
209.9% |
125.00 |
ATR |
52.38 |
54.78 |
2.40 |
4.6% |
0.00 |
Volume |
1,240,490 |
2,034,176 |
793,686 |
64.0% |
8,354,185 |
|
Daily Pivots for day following 02-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,402.50 |
4,355.75 |
4,184.00 |
|
R3 |
4,316.50 |
4,269.75 |
4,160.50 |
|
R2 |
4,230.50 |
4,230.50 |
4,152.50 |
|
R1 |
4,183.75 |
4,183.75 |
4,144.75 |
4,164.00 |
PP |
4,144.50 |
4,144.50 |
4,144.50 |
4,134.75 |
S1 |
4,097.75 |
4,097.75 |
4,128.75 |
4,078.00 |
S2 |
4,058.50 |
4,058.50 |
4,121.00 |
|
S3 |
3,972.50 |
4,011.75 |
4,113.00 |
|
S4 |
3,886.50 |
3,925.75 |
4,089.50 |
|
|
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% |
61.75 |
1.5% |
49% |
False |
False |
1,705,980 |
10 |
4,206.25 |
4,068.75 |
137.50 |
3.3% |
50.50 |
1.2% |
49% |
False |
False |
1,633,501 |
20 |
4,206.25 |
4,068.75 |
137.50 |
3.3% |
47.75 |
1.2% |
49% |
False |
False |
1,549,881 |
40 |
4,206.25 |
3,839.25 |
367.00 |
8.9% |
61.75 |
1.5% |
81% |
False |
False |
1,633,821 |
60 |
4,225.25 |
3,839.25 |
386.00 |
9.3% |
61.75 |
1.5% |
77% |
False |
False |
1,092,402 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
63.00 |
1.5% |
73% |
False |
False |
820,041 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
65.75 |
1.6% |
74% |
False |
False |
656,263 |
120 |
4,244.75 |
3,816.25 |
428.50 |
10.4% |
67.00 |
1.6% |
75% |
False |
False |
546,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,557.00 |
2.618 |
4,416.75 |
1.618 |
4,330.75 |
1.000 |
4,277.50 |
0.618 |
4,244.75 |
HIGH |
4,191.50 |
0.618 |
4,158.75 |
0.500 |
4,148.50 |
0.382 |
4,138.25 |
LOW |
4,105.50 |
0.618 |
4,052.25 |
1.000 |
4,019.50 |
1.618 |
3,966.25 |
2.618 |
3,880.25 |
4.250 |
3,740.00 |
|
|
Fisher Pivots for day following 02-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,148.50 |
4,156.00 |
PP |
4,144.50 |
4,149.50 |
S1 |
4,140.75 |
4,143.00 |
|