| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
2,329.9 |
2,313.5 |
-16.4 |
-0.7% |
2,347.6 |
| High |
2,336.1 |
2,330.7 |
-5.4 |
-0.2% |
2,358.9 |
| Low |
2,294.3 |
2,285.2 |
-9.1 |
-0.4% |
2,285.2 |
| Close |
2,309.6 |
2,308.6 |
-1.0 |
0.0% |
2,308.6 |
| Range |
41.8 |
45.5 |
3.7 |
8.9% |
73.7 |
| ATR |
42.4 |
42.6 |
0.2 |
0.5% |
0.0 |
| Volume |
193,658 |
231,400 |
37,742 |
19.5% |
1,068,815 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.7 |
2,422.1 |
2,333.6 |
|
| R3 |
2,399.2 |
2,376.6 |
2,321.1 |
|
| R2 |
2,353.7 |
2,353.7 |
2,316.9 |
|
| R1 |
2,331.1 |
2,331.1 |
2,312.8 |
2,319.7 |
| PP |
2,308.2 |
2,308.2 |
2,308.2 |
2,302.4 |
| S1 |
2,285.6 |
2,285.6 |
2,304.4 |
2,274.2 |
| S2 |
2,262.7 |
2,262.7 |
2,300.3 |
|
| S3 |
2,217.2 |
2,240.1 |
2,296.1 |
|
| S4 |
2,171.7 |
2,194.6 |
2,283.6 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.7 |
2,497.3 |
2,349.1 |
|
| R3 |
2,465.0 |
2,423.6 |
2,328.9 |
|
| R2 |
2,391.3 |
2,391.3 |
2,322.1 |
|
| R1 |
2,349.9 |
2,349.9 |
2,315.4 |
2,333.8 |
| PP |
2,317.6 |
2,317.6 |
2,317.6 |
2,309.5 |
| S1 |
2,276.2 |
2,276.2 |
2,301.8 |
2,260.1 |
| S2 |
2,243.9 |
2,243.9 |
2,295.1 |
|
| S3 |
2,170.2 |
2,202.5 |
2,288.3 |
|
| S4 |
2,096.5 |
2,128.8 |
2,268.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,358.9 |
2,285.2 |
73.7 |
3.2% |
42.9 |
1.9% |
32% |
False |
True |
213,763 |
| 10 |
2,404.3 |
2,285.2 |
119.1 |
5.2% |
41.8 |
1.8% |
20% |
False |
True |
218,489 |
| 20 |
2,448.8 |
2,285.2 |
163.6 |
7.1% |
45.4 |
2.0% |
14% |
False |
True |
262,292 |
| 40 |
2,448.8 |
2,170.8 |
278.0 |
12.0% |
38.6 |
1.7% |
50% |
False |
False |
201,506 |
| 60 |
2,448.8 |
2,016.3 |
432.5 |
18.7% |
33.3 |
1.4% |
68% |
False |
False |
139,420 |
| 80 |
2,448.8 |
2,016.3 |
432.5 |
18.7% |
30.8 |
1.3% |
68% |
False |
False |
105,933 |
| 100 |
2,448.8 |
2,016.3 |
432.5 |
18.7% |
29.4 |
1.3% |
68% |
False |
False |
85,308 |
| 120 |
2,448.8 |
1,994.8 |
454.0 |
19.7% |
29.1 |
1.3% |
69% |
False |
False |
71,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,524.1 |
|
2.618 |
2,449.8 |
|
1.618 |
2,404.3 |
|
1.000 |
2,376.2 |
|
0.618 |
2,358.8 |
|
HIGH |
2,330.7 |
|
0.618 |
2,313.3 |
|
0.500 |
2,308.0 |
|
0.382 |
2,302.6 |
|
LOW |
2,285.2 |
|
0.618 |
2,257.1 |
|
1.000 |
2,239.7 |
|
1.618 |
2,211.6 |
|
2.618 |
2,166.1 |
|
4.250 |
2,091.8 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,308.4 |
2,312.4 |
| PP |
2,308.2 |
2,311.1 |
| S1 |
2,308.0 |
2,309.9 |
|