| 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 |
2,045.0 |
2,071.0 |
26.0 |
1.3% |
2,011.0 |
| High |
2,069.0 |
2,102.2 |
33.2 |
1.6% |
2,039.1 |
| Low |
2,035.4 |
2,058.0 |
22.6 |
1.1% |
2,001.0 |
| Close |
2,056.2 |
2,075.0 |
18.8 |
0.9% |
2,018.3 |
| Range |
33.6 |
44.2 |
10.6 |
31.5% |
38.1 |
| ATR |
30.6 |
31.7 |
1.1 |
3.6% |
0.0 |
| Volume |
15,252 |
22,831 |
7,579 |
49.7% |
52,433 |
|
| Daily Pivots for day following 04-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.0 |
2,187.2 |
2,099.3 |
|
| R3 |
2,166.8 |
2,143.0 |
2,087.2 |
|
| R2 |
2,122.6 |
2,122.6 |
2,083.1 |
|
| R1 |
2,098.8 |
2,098.8 |
2,079.1 |
2,110.7 |
| PP |
2,078.4 |
2,078.4 |
2,078.4 |
2,084.4 |
| S1 |
2,054.6 |
2,054.6 |
2,070.9 |
2,066.5 |
| S2 |
2,034.2 |
2,034.2 |
2,066.9 |
|
| S3 |
1,990.0 |
2,010.4 |
2,062.8 |
|
| S4 |
1,945.8 |
1,966.2 |
2,050.7 |
|
|
| Weekly Pivots for week ending 28-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.8 |
2,114.1 |
2,039.3 |
|
| R3 |
2,095.7 |
2,076.0 |
2,028.8 |
|
| R2 |
2,057.6 |
2,057.6 |
2,025.3 |
|
| R1 |
2,037.9 |
2,037.9 |
2,021.8 |
2,047.8 |
| PP |
2,019.5 |
2,019.5 |
2,019.5 |
2,024.4 |
| S1 |
1,999.8 |
1,999.8 |
2,014.8 |
2,009.7 |
| S2 |
1,981.4 |
1,981.4 |
2,011.3 |
|
| S3 |
1,943.3 |
1,961.7 |
2,007.8 |
|
| S4 |
1,905.2 |
1,923.6 |
1,997.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.2 |
2,003.6 |
98.6 |
4.8% |
33.7 |
1.6% |
72% |
True |
False |
14,920 |
| 10 |
2,102.2 |
2,001.0 |
101.2 |
4.9% |
30.4 |
1.5% |
73% |
True |
False |
11,616 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
4.9% |
30.0 |
1.4% |
74% |
True |
False |
8,238 |
| 40 |
2,102.2 |
1,851.4 |
250.8 |
12.1% |
32.5 |
1.6% |
89% |
True |
False |
5,860 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.4% |
28.5 |
1.4% |
89% |
True |
False |
4,518 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.4% |
27.8 |
1.3% |
89% |
True |
False |
3,777 |
| 100 |
2,102.2 |
1,828.8 |
273.4 |
13.2% |
26.5 |
1.3% |
90% |
True |
False |
3,121 |
| 120 |
2,102.2 |
1,769.3 |
332.9 |
16.0% |
25.3 |
1.2% |
92% |
True |
False |
2,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,290.1 |
|
2.618 |
2,217.9 |
|
1.618 |
2,173.7 |
|
1.000 |
2,146.4 |
|
0.618 |
2,129.5 |
|
HIGH |
2,102.2 |
|
0.618 |
2,085.3 |
|
0.500 |
2,080.1 |
|
0.382 |
2,074.9 |
|
LOW |
2,058.0 |
|
0.618 |
2,030.7 |
|
1.000 |
2,013.8 |
|
1.618 |
1,986.5 |
|
2.618 |
1,942.3 |
|
4.250 |
1,870.2 |
|
|
| Fisher Pivots for day following 04-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.1 |
2,068.0 |
| PP |
2,078.4 |
2,061.1 |
| S1 |
2,076.7 |
2,054.1 |
|