| 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 |
1,997.9 |
2,026.4 |
28.5 |
1.4% |
2,019.0 |
| High |
2,032.2 |
2,070.0 |
37.8 |
1.9% |
2,070.0 |
| Low |
1,991.7 |
2,019.1 |
27.4 |
1.4% |
1,972.1 |
| Close |
2,027.2 |
2,045.8 |
18.6 |
0.9% |
2,045.8 |
| Range |
40.5 |
50.9 |
10.4 |
25.7% |
97.9 |
| ATR |
42.3 |
42.9 |
0.6 |
1.4% |
0.0 |
| Volume |
186,415 |
197,735 |
11,320 |
6.1% |
957,079 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.7 |
2,172.6 |
2,073.8 |
|
| R3 |
2,146.8 |
2,121.7 |
2,059.8 |
|
| R2 |
2,095.9 |
2,095.9 |
2,055.1 |
|
| R1 |
2,070.8 |
2,070.8 |
2,050.5 |
2,083.4 |
| PP |
2,045.0 |
2,045.0 |
2,045.0 |
2,051.2 |
| S1 |
2,019.9 |
2,019.9 |
2,041.1 |
2,032.5 |
| S2 |
1,994.1 |
1,994.1 |
2,036.5 |
|
| S3 |
1,943.2 |
1,969.0 |
2,031.8 |
|
| S4 |
1,892.3 |
1,918.1 |
2,017.8 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.0 |
2,282.3 |
2,099.6 |
|
| R3 |
2,225.1 |
2,184.4 |
2,072.7 |
|
| R2 |
2,127.2 |
2,127.2 |
2,063.7 |
|
| R1 |
2,086.5 |
2,086.5 |
2,054.8 |
2,106.9 |
| PP |
2,029.3 |
2,029.3 |
2,029.3 |
2,039.5 |
| S1 |
1,988.6 |
1,988.6 |
2,036.8 |
2,009.0 |
| S2 |
1,931.4 |
1,931.4 |
2,027.9 |
|
| S3 |
1,833.5 |
1,890.7 |
2,018.9 |
|
| S4 |
1,735.6 |
1,792.8 |
1,992.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.0 |
1,972.1 |
97.9 |
4.8% |
43.4 |
2.1% |
75% |
True |
False |
191,415 |
| 10 |
2,070.0 |
1,958.7 |
111.3 |
5.4% |
42.0 |
2.1% |
78% |
True |
False |
186,720 |
| 20 |
2,114.0 |
1,915.8 |
198.2 |
9.7% |
43.9 |
2.1% |
66% |
False |
False |
212,493 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
41.2 |
2.0% |
52% |
False |
False |
208,002 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
40.4 |
2.0% |
52% |
False |
False |
139,407 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.3% |
39.8 |
1.9% |
52% |
False |
False |
104,603 |
| 100 |
2,167.0 |
1,907.4 |
259.6 |
12.7% |
39.4 |
1.9% |
53% |
False |
False |
83,703 |
| 120 |
2,167.0 |
1,725.3 |
441.7 |
21.6% |
37.2 |
1.8% |
73% |
False |
False |
69,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,286.3 |
|
2.618 |
2,203.3 |
|
1.618 |
2,152.4 |
|
1.000 |
2,120.9 |
|
0.618 |
2,101.5 |
|
HIGH |
2,070.0 |
|
0.618 |
2,050.6 |
|
0.500 |
2,044.6 |
|
0.382 |
2,038.5 |
|
LOW |
2,019.1 |
|
0.618 |
1,987.6 |
|
1.000 |
1,968.2 |
|
1.618 |
1,936.7 |
|
2.618 |
1,885.8 |
|
4.250 |
1,802.8 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.4 |
2,037.6 |
| PP |
2,045.0 |
2,029.3 |
| S1 |
2,044.6 |
2,021.1 |
|