| 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 |
17,918.50 |
17,462.50 |
-456.00 |
-2.5% |
17,228.25 |
| High |
17,920.25 |
17,793.25 |
-127.00 |
-0.7% |
17,901.50 |
| Low |
17,473.50 |
17,399.25 |
-74.25 |
-0.4% |
17,148.50 |
| Close |
17,571.25 |
17,438.25 |
-133.00 |
-0.8% |
17,845.75 |
| Range |
446.75 |
394.00 |
-52.75 |
-11.8% |
753.00 |
| ATR |
324.93 |
329.87 |
4.93 |
1.5% |
0.00 |
| Volume |
677,704 |
791,170 |
113,466 |
16.7% |
3,363,596 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,725.50 |
18,476.00 |
17,655.00 |
|
| R3 |
18,331.50 |
18,082.00 |
17,546.50 |
|
| R2 |
17,937.50 |
17,937.50 |
17,510.50 |
|
| R1 |
17,688.00 |
17,688.00 |
17,474.25 |
17,615.75 |
| PP |
17,543.50 |
17,543.50 |
17,543.50 |
17,507.50 |
| S1 |
17,294.00 |
17,294.00 |
17,402.25 |
17,221.75 |
| S2 |
17,149.50 |
17,149.50 |
17,366.00 |
|
| S3 |
16,755.50 |
16,900.00 |
17,330.00 |
|
| S4 |
16,361.50 |
16,506.00 |
17,221.50 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,891.00 |
19,621.25 |
18,260.00 |
|
| R3 |
19,138.00 |
18,868.25 |
18,052.75 |
|
| R2 |
18,385.00 |
18,385.00 |
17,983.75 |
|
| R1 |
18,115.25 |
18,115.25 |
17,914.75 |
18,250.00 |
| PP |
17,632.00 |
17,632.00 |
17,632.00 |
17,699.25 |
| S1 |
17,362.25 |
17,362.25 |
17,776.75 |
17,497.00 |
| S2 |
16,879.00 |
16,879.00 |
17,707.75 |
|
| S3 |
16,126.00 |
16,609.25 |
17,638.75 |
|
| S4 |
15,373.00 |
15,856.25 |
17,431.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,949.00 |
17,308.25 |
640.75 |
3.7% |
350.25 |
2.0% |
20% |
False |
False |
689,200 |
| 10 |
17,949.00 |
17,113.25 |
835.75 |
4.8% |
344.75 |
2.0% |
39% |
False |
False |
714,065 |
| 20 |
18,568.00 |
17,113.25 |
1,454.75 |
8.3% |
350.00 |
2.0% |
22% |
False |
False |
737,616 |
| 40 |
18,709.00 |
17,113.25 |
1,595.75 |
9.2% |
299.25 |
1.7% |
20% |
False |
False |
641,393 |
| 60 |
18,709.00 |
17,113.25 |
1,595.75 |
9.2% |
283.75 |
1.6% |
20% |
False |
False |
428,335 |
| 80 |
18,709.00 |
16,584.75 |
2,124.25 |
12.2% |
275.50 |
1.6% |
40% |
False |
False |
321,468 |
| 100 |
18,709.00 |
16,205.75 |
2,503.25 |
14.4% |
259.75 |
1.5% |
49% |
False |
False |
257,260 |
| 120 |
18,709.00 |
15,608.75 |
3,100.25 |
17.8% |
248.25 |
1.4% |
59% |
False |
False |
214,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,467.75 |
|
2.618 |
18,824.75 |
|
1.618 |
18,430.75 |
|
1.000 |
18,187.25 |
|
0.618 |
18,036.75 |
|
HIGH |
17,793.25 |
|
0.618 |
17,642.75 |
|
0.500 |
17,596.25 |
|
0.382 |
17,549.75 |
|
LOW |
17,399.25 |
|
0.618 |
17,155.75 |
|
1.000 |
17,005.25 |
|
1.618 |
16,761.75 |
|
2.618 |
16,367.75 |
|
4.250 |
15,724.75 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,596.25 |
17,674.00 |
| PP |
17,543.50 |
17,595.50 |
| S1 |
17,491.00 |
17,517.00 |
|