Trading Metrics calculated at close of trading on 12-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
Open |
27,871.51 |
27,000.77 |
-870.74 |
-3.1% |
29,517.75 |
High |
27,871.51 |
27,054.34 |
-817.17 |
-2.9% |
29,833.76 |
Low |
26,760.59 |
25,881.83 |
-878.76 |
-3.3% |
25,881.83 |
Close |
27,000.76 |
26,453.67 |
-547.09 |
-2.0% |
26,453.67 |
Range |
1,110.92 |
1,172.51 |
61.59 |
5.5% |
3,951.93 |
ATR |
1,235.87 |
1,231.35 |
-4.53 |
-0.4% |
0.00 |
Volume |
35,407 |
39,463 |
4,056 |
11.5% |
132,728 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,980.81 |
29,389.75 |
27,098.55 |
|
R3 |
28,808.30 |
28,217.24 |
26,776.11 |
|
R2 |
27,635.79 |
27,635.79 |
26,668.63 |
|
R1 |
27,044.73 |
27,044.73 |
26,561.15 |
26,754.01 |
PP |
26,463.28 |
26,463.28 |
26,463.28 |
26,317.92 |
S1 |
25,872.22 |
25,872.22 |
26,346.19 |
25,581.50 |
S2 |
25,290.77 |
25,290.77 |
26,238.71 |
|
S3 |
24,118.26 |
24,699.71 |
26,131.23 |
|
S4 |
22,945.75 |
23,527.20 |
25,808.79 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,245.54 |
36,801.54 |
28,627.23 |
|
R3 |
35,293.61 |
32,849.61 |
27,540.45 |
|
R2 |
31,341.68 |
31,341.68 |
27,178.19 |
|
R1 |
28,897.68 |
28,897.68 |
26,815.93 |
28,143.72 |
PP |
27,389.75 |
27,389.75 |
27,389.75 |
27,012.77 |
S1 |
24,945.75 |
24,945.75 |
26,091.41 |
24,191.79 |
S2 |
23,437.82 |
23,437.82 |
25,729.15 |
|
S3 |
19,485.89 |
20,993.82 |
25,366.89 |
|
S4 |
15,533.96 |
17,041.89 |
24,280.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,833.76 |
25,881.83 |
3,951.93 |
14.9% |
1,312.53 |
5.0% |
14% |
False |
True |
26,545 |
10 |
29,949.22 |
25,881.83 |
4,067.39 |
15.4% |
1,236.78 |
4.7% |
14% |
False |
True |
24,991 |
20 |
30,596.70 |
25,881.83 |
4,714.87 |
17.8% |
1,276.85 |
4.8% |
12% |
False |
True |
28,392 |
40 |
30,970.16 |
24,715.36 |
6,254.80 |
23.6% |
1,260.40 |
4.8% |
28% |
False |
False |
29,813 |
60 |
30,970.16 |
19,593.39 |
11,376.77 |
43.0% |
1,245.42 |
4.7% |
60% |
False |
False |
32,473 |
80 |
30,970.16 |
19,593.39 |
11,376.77 |
43.0% |
1,156.95 |
4.4% |
60% |
False |
False |
30,304 |
100 |
30,970.16 |
16,331.29 |
14,638.87 |
55.3% |
1,015.25 |
3.8% |
69% |
False |
False |
32,414 |
120 |
30,970.16 |
15,516.53 |
15,453.63 |
58.4% |
933.84 |
3.5% |
71% |
False |
False |
35,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,037.51 |
2.618 |
30,123.97 |
1.618 |
28,951.46 |
1.000 |
28,226.85 |
0.618 |
27,778.95 |
HIGH |
27,054.34 |
0.618 |
26,606.44 |
0.500 |
26,468.09 |
0.382 |
26,329.73 |
LOW |
25,881.83 |
0.618 |
25,157.22 |
1.000 |
24,709.32 |
1.618 |
23,984.71 |
2.618 |
22,812.20 |
4.250 |
20,898.66 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
26,468.09 |
27,100.22 |
PP |
26,463.28 |
26,884.70 |
S1 |
26,458.48 |
26,669.19 |
|