Trading Metrics calculated at close of trading on 01-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
Open |
5,148.50 |
5,050.00 |
-98.50 |
-1.9% |
5,014.25 |
High |
5,148.50 |
5,126.75 |
-21.75 |
-0.4% |
5,146.50 |
Low |
5,051.00 |
5,037.75 |
-13.25 |
-0.3% |
5,006.00 |
Close |
5,067.00 |
5,046.50 |
-20.50 |
-0.4% |
5,131.50 |
Range |
97.50 |
89.00 |
-8.50 |
-8.7% |
140.50 |
ATR |
69.49 |
70.89 |
1.39 |
2.0% |
0.00 |
Volume |
1,675,335 |
1,955,160 |
279,825 |
16.7% |
7,797,845 |
|
Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,337.25 |
5,281.00 |
5,095.50 |
|
R3 |
5,248.25 |
5,192.00 |
5,071.00 |
|
R2 |
5,159.25 |
5,159.25 |
5,062.75 |
|
R1 |
5,103.00 |
5,103.00 |
5,054.75 |
5,086.50 |
PP |
5,070.25 |
5,070.25 |
5,070.25 |
5,062.25 |
S1 |
5,014.00 |
5,014.00 |
5,038.25 |
4,997.50 |
S2 |
4,981.25 |
4,981.25 |
5,030.25 |
|
S3 |
4,892.25 |
4,925.00 |
5,022.00 |
|
S4 |
4,803.25 |
4,836.00 |
4,997.50 |
|
|
Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,516.25 |
5,464.25 |
5,208.75 |
|
R3 |
5,375.75 |
5,323.75 |
5,170.25 |
|
R2 |
5,235.25 |
5,235.25 |
5,157.25 |
|
R1 |
5,183.25 |
5,183.25 |
5,144.50 |
5,209.25 |
PP |
5,094.75 |
5,094.75 |
5,094.75 |
5,107.50 |
S1 |
5,042.75 |
5,042.75 |
5,118.50 |
5,068.75 |
S2 |
4,954.25 |
4,954.25 |
5,105.75 |
|
S3 |
4,813.75 |
4,902.25 |
5,092.75 |
|
S4 |
4,673.25 |
4,761.75 |
5,054.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,154.25 |
5,022.25 |
132.00 |
2.6% |
75.00 |
1.5% |
18% |
False |
False |
1,627,485 |
10 |
5,154.25 |
4,963.50 |
190.75 |
3.8% |
73.00 |
1.4% |
44% |
False |
False |
1,665,032 |
20 |
5,308.50 |
4,963.50 |
345.00 |
6.8% |
77.75 |
1.5% |
24% |
False |
False |
1,785,486 |
40 |
5,333.50 |
4,963.50 |
370.00 |
7.3% |
63.50 |
1.3% |
22% |
False |
False |
1,576,379 |
60 |
5,333.50 |
4,963.50 |
370.00 |
7.3% |
58.00 |
1.2% |
22% |
False |
False |
1,054,789 |
80 |
5,333.50 |
4,767.25 |
566.25 |
11.2% |
56.25 |
1.1% |
49% |
False |
False |
792,262 |
100 |
5,333.50 |
4,650.00 |
683.50 |
13.5% |
53.50 |
1.1% |
58% |
False |
False |
634,325 |
120 |
5,333.50 |
4,454.00 |
879.50 |
17.4% |
51.00 |
1.0% |
67% |
False |
False |
528,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,505.00 |
2.618 |
5,359.75 |
1.618 |
5,270.75 |
1.000 |
5,215.75 |
0.618 |
5,181.75 |
HIGH |
5,126.75 |
0.618 |
5,092.75 |
0.500 |
5,082.25 |
0.382 |
5,071.75 |
LOW |
5,037.75 |
0.618 |
4,982.75 |
1.000 |
4,948.75 |
1.618 |
4,893.75 |
2.618 |
4,804.75 |
4.250 |
4,659.50 |
|
|
Fisher Pivots for day following 01-May-2024 |
Pivot |
1 day |
3 day |
R1 |
5,082.25 |
5,096.00 |
PP |
5,070.25 |
5,079.50 |
S1 |
5,058.50 |
5,063.00 |
|