Trading Metrics calculated at close of trading on 03-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2023 |
03-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,179.50 |
4,133.25 |
-46.25 |
-1.1% |
4,150.00 |
High |
4,191.50 |
4,167.00 |
-24.50 |
-0.6% |
4,193.75 |
Low |
4,105.50 |
4,095.00 |
-10.50 |
-0.3% |
4,068.75 |
Close |
4,136.75 |
4,107.50 |
-29.25 |
-0.7% |
4,188.50 |
Range |
86.00 |
72.00 |
-14.00 |
-16.3% |
125.00 |
ATR |
54.78 |
56.01 |
1.23 |
2.2% |
0.00 |
Volume |
2,034,176 |
1,658,392 |
-375,784 |
-18.5% |
8,354,185 |
|
Daily Pivots for day following 03-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,339.25 |
4,295.25 |
4,147.00 |
|
R3 |
4,267.25 |
4,223.25 |
4,127.25 |
|
R2 |
4,195.25 |
4,195.25 |
4,120.75 |
|
R1 |
4,151.25 |
4,151.25 |
4,114.00 |
4,137.25 |
PP |
4,123.25 |
4,123.25 |
4,123.25 |
4,116.00 |
S1 |
4,079.25 |
4,079.25 |
4,101.00 |
4,065.25 |
S2 |
4,051.25 |
4,051.25 |
4,094.25 |
|
S3 |
3,979.25 |
4,007.25 |
4,087.75 |
|
S4 |
3,907.25 |
3,935.25 |
4,068.00 |
|
|
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 |
4,080.75 |
125.50 |
3.1% |
66.75 |
1.6% |
21% |
False |
False |
1,674,710 |
10 |
4,206.25 |
4,068.75 |
137.50 |
3.3% |
54.00 |
1.3% |
28% |
False |
False |
1,670,078 |
20 |
4,206.25 |
4,068.75 |
137.50 |
3.3% |
48.50 |
1.2% |
28% |
False |
False |
1,553,680 |
40 |
4,206.25 |
3,839.25 |
367.00 |
8.9% |
61.50 |
1.5% |
73% |
False |
False |
1,673,536 |
60 |
4,225.25 |
3,839.25 |
386.00 |
9.4% |
62.25 |
1.5% |
69% |
False |
False |
1,119,983 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.9% |
62.50 |
1.5% |
66% |
False |
False |
840,746 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.3% |
66.00 |
1.6% |
68% |
False |
False |
672,843 |
120 |
4,244.75 |
3,816.25 |
428.50 |
10.4% |
67.00 |
1.6% |
68% |
False |
False |
560,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,473.00 |
2.618 |
4,355.50 |
1.618 |
4,283.50 |
1.000 |
4,239.00 |
0.618 |
4,211.50 |
HIGH |
4,167.00 |
0.618 |
4,139.50 |
0.500 |
4,131.00 |
0.382 |
4,122.50 |
LOW |
4,095.00 |
0.618 |
4,050.50 |
1.000 |
4,023.00 |
1.618 |
3,978.50 |
2.618 |
3,906.50 |
4.250 |
3,789.00 |
|
|
Fisher Pivots for day following 03-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,131.00 |
4,150.50 |
PP |
4,123.25 |
4,136.25 |
S1 |
4,115.25 |
4,122.00 |
|