| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
2,064.0 |
2,053.7 |
-10.3 |
-0.5% |
2,071.1 |
| High |
2,075.0 |
2,066.9 |
-8.1 |
-0.4% |
2,082.5 |
| Low |
2,048.6 |
2,037.2 |
-11.4 |
-0.6% |
2,036.8 |
| Close |
2,051.1 |
2,054.1 |
3.0 |
0.1% |
2,046.0 |
| Range |
26.4 |
29.7 |
3.3 |
12.5% |
45.7 |
| ATR |
29.3 |
29.3 |
0.0 |
0.1% |
0.0 |
| Volume |
1,156 |
1,368 |
212 |
18.3% |
4,274 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.8 |
2,127.7 |
2,070.4 |
|
| R3 |
2,112.1 |
2,098.0 |
2,062.3 |
|
| R2 |
2,082.4 |
2,082.4 |
2,059.5 |
|
| R1 |
2,068.3 |
2,068.3 |
2,056.8 |
2,075.4 |
| PP |
2,052.7 |
2,052.7 |
2,052.7 |
2,056.3 |
| S1 |
2,038.6 |
2,038.6 |
2,051.4 |
2,045.7 |
| S2 |
2,023.0 |
2,023.0 |
2,048.7 |
|
| S3 |
1,993.3 |
2,008.9 |
2,045.9 |
|
| S4 |
1,963.6 |
1,979.2 |
2,037.8 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.2 |
2,164.8 |
2,071.1 |
|
| R3 |
2,146.5 |
2,119.1 |
2,058.6 |
|
| R2 |
2,100.8 |
2,100.8 |
2,054.4 |
|
| R1 |
2,073.4 |
2,073.4 |
2,050.2 |
2,064.3 |
| PP |
2,055.1 |
2,055.1 |
2,055.1 |
2,050.5 |
| S1 |
2,027.7 |
2,027.7 |
2,041.8 |
2,018.6 |
| S2 |
2,009.4 |
2,009.4 |
2,037.6 |
|
| S3 |
1,963.7 |
1,982.0 |
2,033.4 |
|
| S4 |
1,918.0 |
1,936.3 |
2,020.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.0 |
2,037.2 |
37.8 |
1.8% |
26.0 |
1.3% |
45% |
False |
True |
1,175 |
| 10 |
2,115.4 |
2,036.8 |
78.6 |
3.8% |
29.2 |
1.4% |
22% |
False |
False |
1,173 |
| 20 |
2,117.1 |
2,019.6 |
97.5 |
4.7% |
28.6 |
1.4% |
35% |
False |
False |
1,846 |
| 40 |
2,117.1 |
1,885.2 |
231.9 |
11.3% |
29.5 |
1.4% |
73% |
False |
False |
1,593 |
| 60 |
2,117.1 |
1,883.8 |
233.3 |
11.4% |
27.4 |
1.3% |
73% |
False |
False |
1,220 |
| 80 |
2,117.1 |
1,883.8 |
233.3 |
11.4% |
25.7 |
1.3% |
73% |
False |
False |
1,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,193.1 |
|
2.618 |
2,144.7 |
|
1.618 |
2,115.0 |
|
1.000 |
2,096.6 |
|
0.618 |
2,085.3 |
|
HIGH |
2,066.9 |
|
0.618 |
2,055.6 |
|
0.500 |
2,052.1 |
|
0.382 |
2,048.5 |
|
LOW |
2,037.2 |
|
0.618 |
2,018.8 |
|
1.000 |
2,007.5 |
|
1.618 |
1,989.1 |
|
2.618 |
1,959.4 |
|
4.250 |
1,911.0 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.4 |
2,056.1 |
| PP |
2,052.7 |
2,055.4 |
| S1 |
2,052.1 |
2,054.8 |
|