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 |
2,030.13 |
2,015.10 |
-15.03 |
-0.7% |
2,019.23 |
High |
2,038.66 |
2,020.54 |
-18.12 |
-0.9% |
2,046.46 |
Low |
2,013.93 |
2,002.15 |
-11.78 |
-0.6% |
2,002.15 |
Close |
2,015.07 |
2,011.01 |
-4.06 |
-0.2% |
2,011.01 |
Range |
24.73 |
18.39 |
-6.34 |
-25.6% |
44.31 |
ATR |
26.23 |
25.67 |
-0.56 |
-2.1% |
0.00 |
Volume |
5,387 |
5,432 |
45 |
0.8% |
27,300 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.40 |
2,057.10 |
2,021.12 |
|
R3 |
2,048.01 |
2,038.71 |
2,016.07 |
|
R2 |
2,029.62 |
2,029.62 |
2,014.38 |
|
R1 |
2,020.32 |
2,020.32 |
2,012.70 |
2,015.78 |
PP |
2,011.23 |
2,011.23 |
2,011.23 |
2,008.96 |
S1 |
2,001.93 |
2,001.93 |
2,009.32 |
1,997.39 |
S2 |
1,992.84 |
1,992.84 |
2,007.64 |
|
S3 |
1,974.45 |
1,983.54 |
2,005.95 |
|
S4 |
1,956.06 |
1,965.15 |
2,000.90 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.80 |
2,126.22 |
2,035.38 |
|
R3 |
2,108.49 |
2,081.91 |
2,023.20 |
|
R2 |
2,064.18 |
2,064.18 |
2,019.13 |
|
R1 |
2,037.60 |
2,037.60 |
2,015.07 |
2,028.74 |
PP |
2,019.87 |
2,019.87 |
2,019.87 |
2,015.44 |
S1 |
1,993.29 |
1,993.29 |
2,006.95 |
1,984.43 |
S2 |
1,975.56 |
1,975.56 |
2,002.89 |
|
S3 |
1,931.25 |
1,948.98 |
1,998.82 |
|
S4 |
1,886.94 |
1,904.67 |
1,986.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,046.46 |
2,002.15 |
44.31 |
2.2% |
19.49 |
1.0% |
20% |
False |
True |
5,460 |
10 |
2,059.31 |
1,977.59 |
81.72 |
4.1% |
26.78 |
1.3% |
41% |
False |
False |
5,386 |
20 |
2,059.31 |
1,970.14 |
89.17 |
4.4% |
24.98 |
1.2% |
46% |
False |
False |
5,411 |
40 |
2,059.31 |
1,919.06 |
140.25 |
7.0% |
28.27 |
1.4% |
66% |
False |
False |
5,369 |
60 |
2,059.31 |
1,807.12 |
252.19 |
12.5% |
26.27 |
1.3% |
81% |
False |
False |
5,411 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.5% |
25.72 |
1.3% |
81% |
False |
False |
5,428 |
100 |
2,059.31 |
1,784.34 |
274.97 |
13.7% |
24.97 |
1.2% |
82% |
False |
False |
5,999 |
120 |
2,059.31 |
1,732.59 |
326.72 |
16.2% |
24.51 |
1.2% |
85% |
False |
False |
6,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,098.70 |
2.618 |
2,068.69 |
1.618 |
2,050.30 |
1.000 |
2,038.93 |
0.618 |
2,031.91 |
HIGH |
2,020.54 |
0.618 |
2,013.52 |
0.500 |
2,011.35 |
0.382 |
2,009.17 |
LOW |
2,002.15 |
0.618 |
1,990.78 |
1.000 |
1,983.76 |
1.618 |
1,972.39 |
2.618 |
1,954.00 |
4.250 |
1,923.99 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
2,011.35 |
2,024.31 |
PP |
2,011.23 |
2,019.87 |
S1 |
2,011.12 |
2,015.44 |
|