Trading Metrics calculated at close of trading on 15-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
Open |
1,795.7300 |
1,789.7060 |
-6.0240 |
-0.3% |
1,991.4400 |
High |
1,800.7490 |
1,845.9470 |
45.1980 |
2.5% |
2,016.1780 |
Low |
1,742.1740 |
1,786.9340 |
44.7600 |
2.6% |
1,742.1740 |
Close |
1,789.3410 |
1,825.9860 |
36.6450 |
2.0% |
1,789.3410 |
Range |
58.5750 |
59.0130 |
0.4380 |
0.7% |
274.0040 |
ATR |
87.5347 |
85.4975 |
-2.0373 |
-2.3% |
0.0000 |
Volume |
270,427 |
2,207 |
-268,220 |
-99.2% |
1,098,169 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,996.6613 |
1,970.3367 |
1,858.4432 |
|
R3 |
1,937.6483 |
1,911.3237 |
1,842.2146 |
|
R2 |
1,878.6353 |
1,878.6353 |
1,836.8051 |
|
R1 |
1,852.3107 |
1,852.3107 |
1,831.3955 |
1,865.4730 |
PP |
1,819.6223 |
1,819.6223 |
1,819.6223 |
1,826.2035 |
S1 |
1,793.2977 |
1,793.2977 |
1,820.5765 |
1,806.4600 |
S2 |
1,760.6093 |
1,760.6093 |
1,815.1670 |
|
S3 |
1,701.5963 |
1,734.2847 |
1,809.7574 |
|
S4 |
1,642.5833 |
1,675.2717 |
1,793.5289 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,671.2430 |
2,504.2960 |
1,940.0432 |
|
R3 |
2,397.2390 |
2,230.2920 |
1,864.6921 |
|
R2 |
2,123.2350 |
2,123.2350 |
1,839.5751 |
|
R1 |
1,956.2880 |
1,956.2880 |
1,814.4580 |
1,902.7595 |
PP |
1,849.2310 |
1,849.2310 |
1,849.2310 |
1,822.4668 |
S1 |
1,682.2840 |
1,682.2840 |
1,764.2240 |
1,628.7555 |
S2 |
1,575.2270 |
1,575.2270 |
1,739.1069 |
|
S3 |
1,301.2230 |
1,408.2800 |
1,713.9899 |
|
S4 |
1,027.2190 |
1,134.2760 |
1,638.6388 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,886.4120 |
1,742.1740 |
144.2380 |
7.9% |
62.6488 |
3.4% |
58% |
False |
False |
219,341 |
10 |
2,016.1780 |
1,742.1740 |
274.0040 |
15.0% |
80.3598 |
4.4% |
31% |
False |
False |
198,584 |
20 |
2,121.7530 |
1,742.1740 |
379.5790 |
20.8% |
88.3510 |
4.8% |
22% |
False |
False |
226,161 |
40 |
2,137.7700 |
1,691.9780 |
445.7920 |
24.4% |
88.1182 |
4.8% |
30% |
False |
False |
219,232 |
60 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.9% |
87.6705 |
4.8% |
59% |
False |
False |
238,445 |
80 |
2,137.7700 |
1,372.9410 |
764.8290 |
41.9% |
85.5805 |
4.7% |
59% |
False |
False |
252,232 |
100 |
2,137.7700 |
1,152.4650 |
985.3050 |
54.0% |
77.2863 |
4.2% |
68% |
False |
False |
287,677 |
120 |
2,137.7700 |
1,077.4100 |
1,060.3600 |
58.1% |
74.5020 |
4.1% |
71% |
False |
False |
318,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,096.7523 |
2.618 |
2,000.4430 |
1.618 |
1,941.4300 |
1.000 |
1,904.9600 |
0.618 |
1,882.4170 |
HIGH |
1,845.9470 |
0.618 |
1,823.4040 |
0.500 |
1,816.4405 |
0.382 |
1,809.4770 |
LOW |
1,786.9340 |
0.618 |
1,750.4640 |
1.000 |
1,727.9210 |
1.618 |
1,691.4510 |
2.618 |
1,632.4380 |
4.250 |
1,536.1288 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
1,822.8042 |
1,817.2525 |
PP |
1,819.6223 |
1,808.5190 |
S1 |
1,816.4405 |
1,799.7855 |
|