| 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 |
2,026.4 |
2,052.9 |
26.5 |
1.3% |
2,019.0 |
| High |
2,070.0 |
2,075.5 |
5.5 |
0.3% |
2,070.0 |
| Low |
2,019.1 |
2,047.5 |
28.4 |
1.4% |
1,972.1 |
| Close |
2,045.8 |
2,071.1 |
25.3 |
1.2% |
2,045.8 |
| Range |
50.9 |
28.0 |
-22.9 |
-45.0% |
97.9 |
| ATR |
42.9 |
42.0 |
-0.9 |
-2.2% |
0.0 |
| Volume |
197,735 |
132,243 |
-65,492 |
-33.1% |
957,079 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.7 |
2,137.9 |
2,086.5 |
|
| R3 |
2,120.7 |
2,109.9 |
2,078.8 |
|
| R2 |
2,092.7 |
2,092.7 |
2,076.2 |
|
| R1 |
2,081.9 |
2,081.9 |
2,073.7 |
2,087.3 |
| PP |
2,064.7 |
2,064.7 |
2,064.7 |
2,067.4 |
| S1 |
2,053.9 |
2,053.9 |
2,068.5 |
2,059.3 |
| S2 |
2,036.7 |
2,036.7 |
2,066.0 |
|
| S3 |
2,008.7 |
2,025.9 |
2,063.4 |
|
| S4 |
1,980.7 |
1,997.9 |
2,055.7 |
|
|
| 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 |
2,075.5 |
1,972.1 |
103.4 |
5.0% |
45.4 |
2.2% |
96% |
True |
False |
193,180 |
| 10 |
2,075.5 |
1,965.7 |
109.8 |
5.3% |
41.3 |
2.0% |
96% |
True |
False |
183,988 |
| 20 |
2,114.0 |
1,915.8 |
198.2 |
9.6% |
43.9 |
2.1% |
78% |
False |
False |
211,890 |
| 40 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
40.6 |
2.0% |
62% |
False |
False |
207,540 |
| 60 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
40.2 |
1.9% |
62% |
False |
False |
141,608 |
| 80 |
2,167.0 |
1,915.8 |
251.2 |
12.1% |
39.8 |
1.9% |
62% |
False |
False |
106,254 |
| 100 |
2,167.0 |
1,907.4 |
259.6 |
12.5% |
39.6 |
1.9% |
63% |
False |
False |
85,025 |
| 120 |
2,167.0 |
1,733.8 |
433.2 |
20.9% |
37.3 |
1.8% |
78% |
False |
False |
70,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.5 |
|
2.618 |
2,148.8 |
|
1.618 |
2,120.8 |
|
1.000 |
2,103.5 |
|
0.618 |
2,092.8 |
|
HIGH |
2,075.5 |
|
0.618 |
2,064.8 |
|
0.500 |
2,061.5 |
|
0.382 |
2,058.2 |
|
LOW |
2,047.5 |
|
0.618 |
2,030.2 |
|
1.000 |
2,019.5 |
|
1.618 |
2,002.2 |
|
2.618 |
1,974.2 |
|
4.250 |
1,928.5 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,067.9 |
2,058.6 |
| PP |
2,064.7 |
2,046.1 |
| S1 |
2,061.5 |
2,033.6 |
|