Trading Metrics calculated at close of trading on 05-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2023 |
05-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,087.00 |
4,077.25 |
-9.75 |
-0.2% |
4,190.00 |
High |
4,118.00 |
4,163.25 |
45.25 |
1.1% |
4,206.25 |
Low |
4,062.25 |
4,076.75 |
14.50 |
0.4% |
4,062.25 |
Close |
4,075.75 |
4,150.25 |
74.50 |
1.8% |
4,150.25 |
Range |
55.75 |
86.50 |
30.75 |
55.2% |
144.00 |
ATR |
55.99 |
58.25 |
2.25 |
4.0% |
0.00 |
Volume |
1,994,772 |
1,545,895 |
-448,877 |
-22.5% |
8,473,725 |
|
Daily Pivots for day following 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,389.50 |
4,356.50 |
4,197.75 |
|
R3 |
4,303.00 |
4,270.00 |
4,174.00 |
|
R2 |
4,216.50 |
4,216.50 |
4,166.00 |
|
R1 |
4,183.50 |
4,183.50 |
4,158.25 |
4,200.00 |
PP |
4,130.00 |
4,130.00 |
4,130.00 |
4,138.50 |
S1 |
4,097.00 |
4,097.00 |
4,142.25 |
4,113.50 |
S2 |
4,043.50 |
4,043.50 |
4,134.50 |
|
S3 |
3,957.00 |
4,010.50 |
4,126.50 |
|
S4 |
3,870.50 |
3,924.00 |
4,102.75 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,571.50 |
4,505.00 |
4,229.50 |
|
R3 |
4,427.50 |
4,361.00 |
4,189.75 |
|
R2 |
4,283.50 |
4,283.50 |
4,176.75 |
|
R1 |
4,217.00 |
4,217.00 |
4,163.50 |
4,178.25 |
PP |
4,139.50 |
4,139.50 |
4,139.50 |
4,120.25 |
S1 |
4,073.00 |
4,073.00 |
4,137.00 |
4,034.25 |
S2 |
3,995.50 |
3,995.50 |
4,123.75 |
|
S3 |
3,851.50 |
3,929.00 |
4,110.75 |
|
S4 |
3,707.50 |
3,785.00 |
4,071.00 |
|
|
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% |
65.50 |
1.6% |
61% |
False |
False |
1,694,745 |
10 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
62.00 |
1.5% |
61% |
False |
False |
1,682,791 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
51.75 |
1.2% |
61% |
False |
False |
1,592,244 |
40 |
4,206.25 |
3,839.25 |
367.00 |
8.8% |
61.50 |
1.5% |
85% |
False |
False |
1,750,629 |
60 |
4,223.75 |
3,839.25 |
384.50 |
9.3% |
62.25 |
1.5% |
81% |
False |
False |
1,178,857 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
63.00 |
1.5% |
77% |
False |
False |
884,975 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
66.25 |
1.6% |
78% |
False |
False |
708,245 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
65.75 |
1.6% |
78% |
False |
False |
590,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,531.00 |
2.618 |
4,389.75 |
1.618 |
4,303.25 |
1.000 |
4,249.75 |
0.618 |
4,216.75 |
HIGH |
4,163.25 |
0.618 |
4,130.25 |
0.500 |
4,120.00 |
0.382 |
4,109.75 |
LOW |
4,076.75 |
0.618 |
4,023.25 |
1.000 |
3,990.25 |
1.618 |
3,936.75 |
2.618 |
3,850.25 |
4.250 |
3,709.00 |
|
|
Fisher Pivots for day following 05-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,140.25 |
4,138.50 |
PP |
4,130.00 |
4,126.50 |
S1 |
4,120.00 |
4,114.50 |
|