Trading Metrics calculated at close of trading on 06-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
Open |
4,886.0 |
4,914.0 |
28.0 |
0.6% |
4,993.0 |
High |
4,926.0 |
4,955.0 |
29.0 |
0.6% |
5,006.0 |
Low |
4,874.0 |
4,901.0 |
27.0 |
0.6% |
4,863.0 |
Close |
4,897.0 |
4,937.0 |
40.0 |
0.8% |
4,897.0 |
Range |
52.0 |
54.0 |
2.0 |
3.8% |
143.0 |
ATR |
69.7 |
68.8 |
-0.8 |
-1.2% |
0.0 |
Volume |
680,729 |
478,368 |
-202,361 |
-29.7% |
2,902,996 |
|
Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.0 |
5,069.0 |
4,966.7 |
|
R3 |
5,039.0 |
5,015.0 |
4,951.9 |
|
R2 |
4,985.0 |
4,985.0 |
4,946.9 |
|
R1 |
4,961.0 |
4,961.0 |
4,942.0 |
4,973.0 |
PP |
4,931.0 |
4,931.0 |
4,931.0 |
4,937.0 |
S1 |
4,907.0 |
4,907.0 |
4,932.1 |
4,919.0 |
S2 |
4,877.0 |
4,877.0 |
4,927.1 |
|
S3 |
4,823.0 |
4,853.0 |
4,922.2 |
|
S4 |
4,769.0 |
4,799.0 |
4,907.3 |
|
|
Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,351.0 |
5,267.0 |
4,975.7 |
|
R3 |
5,208.0 |
5,124.0 |
4,936.3 |
|
R2 |
5,065.0 |
5,065.0 |
4,923.2 |
|
R1 |
4,981.0 |
4,981.0 |
4,910.1 |
4,951.5 |
PP |
4,922.0 |
4,922.0 |
4,922.0 |
4,907.3 |
S1 |
4,838.0 |
4,838.0 |
4,883.9 |
4,808.5 |
S2 |
4,779.0 |
4,779.0 |
4,870.8 |
|
S3 |
4,636.0 |
4,695.0 |
4,857.7 |
|
S4 |
4,493.0 |
4,552.0 |
4,818.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,006.0 |
4,863.0 |
143.0 |
2.9% |
59.2 |
1.2% |
52% |
False |
False |
676,272 |
10 |
5,006.0 |
4,862.0 |
144.0 |
2.9% |
65.7 |
1.3% |
52% |
False |
False |
711,770 |
20 |
5,008.0 |
4,762.0 |
246.0 |
5.0% |
71.6 |
1.4% |
71% |
False |
False |
838,481 |
40 |
5,079.0 |
4,762.0 |
317.0 |
6.4% |
62.0 |
1.3% |
55% |
False |
False |
819,327 |
60 |
5,079.0 |
4,626.0 |
453.0 |
9.2% |
51.0 |
1.0% |
69% |
False |
False |
554,065 |
80 |
5,079.0 |
4,352.0 |
727.0 |
14.7% |
46.0 |
0.9% |
80% |
False |
False |
416,075 |
100 |
5,079.0 |
4,352.0 |
727.0 |
14.7% |
42.8 |
0.9% |
80% |
False |
False |
332,890 |
120 |
5,079.0 |
4,183.0 |
896.0 |
18.1% |
36.6 |
0.7% |
84% |
False |
False |
277,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,184.5 |
2.618 |
5,096.4 |
1.618 |
5,042.4 |
1.000 |
5,009.0 |
0.618 |
4,988.4 |
HIGH |
4,955.0 |
0.618 |
4,934.4 |
0.500 |
4,928.0 |
0.382 |
4,921.6 |
LOW |
4,901.0 |
0.618 |
4,867.6 |
1.000 |
4,847.0 |
1.618 |
4,813.6 |
2.618 |
4,759.6 |
4.250 |
4,671.5 |
|
|
Fisher Pivots for day following 06-May-2024 |
Pivot |
1 day |
3 day |
R1 |
4,934.0 |
4,927.7 |
PP |
4,931.0 |
4,918.3 |
S1 |
4,928.0 |
4,909.0 |
|