| 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 |
2,025.6 |
1,982.7 |
-42.9 |
-2.1% |
1,966.4 |
| High |
2,026.7 |
2,031.3 |
4.6 |
0.2% |
2,023.9 |
| Low |
1,978.1 |
1,972.1 |
-6.0 |
-0.3% |
1,958.7 |
| Close |
1,985.6 |
1,989.7 |
4.1 |
0.2% |
2,013.7 |
| Range |
48.6 |
59.2 |
10.6 |
21.8% |
65.2 |
| ATR |
41.0 |
42.3 |
1.3 |
3.2% |
0.0 |
| Volume |
194,515 |
254,994 |
60,479 |
31.1% |
910,129 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.3 |
2,141.7 |
2,022.3 |
|
| R3 |
2,116.1 |
2,082.5 |
2,006.0 |
|
| R2 |
2,056.9 |
2,056.9 |
2,000.6 |
|
| R1 |
2,023.3 |
2,023.3 |
1,995.1 |
2,040.1 |
| PP |
1,997.7 |
1,997.7 |
1,997.7 |
2,006.1 |
| S1 |
1,964.1 |
1,964.1 |
1,984.3 |
1,980.9 |
| S2 |
1,938.5 |
1,938.5 |
1,978.8 |
|
| S3 |
1,879.3 |
1,904.9 |
1,973.4 |
|
| S4 |
1,820.1 |
1,845.7 |
1,957.1 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.4 |
2,169.2 |
2,049.6 |
|
| R3 |
2,129.2 |
2,104.0 |
2,031.6 |
|
| R2 |
2,064.0 |
2,064.0 |
2,025.7 |
|
| R1 |
2,038.8 |
2,038.8 |
2,019.7 |
2,051.4 |
| PP |
1,998.8 |
1,998.8 |
1,998.8 |
2,005.1 |
| S1 |
1,973.6 |
1,973.6 |
2,007.7 |
1,986.2 |
| S2 |
1,933.6 |
1,933.6 |
2,001.7 |
|
| S3 |
1,868.4 |
1,908.4 |
1,995.8 |
|
| S4 |
1,803.2 |
1,843.2 |
1,977.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,032.9 |
1,965.7 |
67.2 |
3.4% |
43.8 |
2.2% |
36% |
False |
False |
193,357 |
| 10 |
2,032.9 |
1,915.8 |
117.1 |
5.9% |
42.2 |
2.1% |
63% |
False |
False |
198,625 |
| 20 |
2,123.7 |
1,915.8 |
207.9 |
10.4% |
43.8 |
2.2% |
36% |
False |
False |
213,380 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.6% |
40.6 |
2.0% |
29% |
False |
False |
199,188 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.6% |
39.8 |
2.0% |
29% |
False |
False |
133,010 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.6% |
39.6 |
2.0% |
29% |
False |
False |
99,803 |
| 100 |
2,167.0 |
1,886.0 |
281.0 |
14.1% |
39.0 |
2.0% |
37% |
False |
False |
79,862 |
| 120 |
2,167.0 |
1,725.3 |
441.7 |
22.2% |
36.8 |
1.8% |
60% |
False |
False |
66,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,282.9 |
|
2.618 |
2,186.3 |
|
1.618 |
2,127.1 |
|
1.000 |
2,090.5 |
|
0.618 |
2,067.9 |
|
HIGH |
2,031.3 |
|
0.618 |
2,008.7 |
|
0.500 |
2,001.7 |
|
0.382 |
1,994.7 |
|
LOW |
1,972.1 |
|
0.618 |
1,935.5 |
|
1.000 |
1,912.9 |
|
1.618 |
1,876.3 |
|
2.618 |
1,817.1 |
|
4.250 |
1,720.5 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.7 |
2,002.5 |
| PP |
1,997.7 |
1,998.2 |
| S1 |
1,993.7 |
1,994.0 |
|