Trading Metrics calculated at close of trading on 04-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2023 |
04-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,133.25 |
4,087.00 |
-46.25 |
-1.1% |
4,150.00 |
High |
4,167.00 |
4,118.00 |
-49.00 |
-1.2% |
4,193.75 |
Low |
4,095.00 |
4,062.25 |
-32.75 |
-0.8% |
4,068.75 |
Close |
4,107.50 |
4,075.75 |
-31.75 |
-0.8% |
4,188.50 |
Range |
72.00 |
55.75 |
-16.25 |
-22.6% |
125.00 |
ATR |
56.01 |
55.99 |
-0.02 |
0.0% |
0.00 |
Volume |
1,658,392 |
1,994,772 |
336,380 |
20.3% |
8,354,185 |
|
Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,252.50 |
4,220.00 |
4,106.50 |
|
R3 |
4,196.75 |
4,164.25 |
4,091.00 |
|
R2 |
4,141.00 |
4,141.00 |
4,086.00 |
|
R1 |
4,108.50 |
4,108.50 |
4,080.75 |
4,097.00 |
PP |
4,085.25 |
4,085.25 |
4,085.25 |
4,079.50 |
S1 |
4,052.75 |
4,052.75 |
4,070.75 |
4,041.00 |
S2 |
4,029.50 |
4,029.50 |
4,065.50 |
|
S3 |
3,973.75 |
3,997.00 |
4,060.50 |
|
S4 |
3,918.00 |
3,941.25 |
4,045.00 |
|
|
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 |
4,062.25 |
144.00 |
3.5% |
60.75 |
1.5% |
9% |
False |
True |
1,736,326 |
10 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
56.00 |
1.4% |
9% |
False |
True |
1,692,717 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
49.50 |
1.2% |
9% |
False |
True |
1,579,910 |
40 |
4,206.25 |
3,839.25 |
367.00 |
9.0% |
62.25 |
1.5% |
64% |
False |
False |
1,721,410 |
60 |
4,223.75 |
3,839.25 |
384.50 |
9.4% |
61.75 |
1.5% |
62% |
False |
False |
1,153,174 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.9% |
62.50 |
1.5% |
58% |
False |
False |
865,666 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.4% |
66.00 |
1.6% |
60% |
False |
False |
692,789 |
120 |
4,244.75 |
3,820.25 |
424.50 |
10.4% |
66.75 |
1.6% |
60% |
False |
False |
577,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,355.00 |
2.618 |
4,264.00 |
1.618 |
4,208.25 |
1.000 |
4,173.75 |
0.618 |
4,152.50 |
HIGH |
4,118.00 |
0.618 |
4,096.75 |
0.500 |
4,090.00 |
0.382 |
4,083.50 |
LOW |
4,062.25 |
0.618 |
4,027.75 |
1.000 |
4,006.50 |
1.618 |
3,972.00 |
2.618 |
3,916.25 |
4.250 |
3,825.25 |
|
|
Fisher Pivots for day following 04-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,090.00 |
4,127.00 |
PP |
4,085.25 |
4,109.75 |
S1 |
4,080.50 |
4,092.75 |
|