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 |
2,015.10 |
2,012.20 |
-2.90 |
-0.1% |
2,019.23 |
High |
2,020.54 |
2,020.90 |
0.36 |
0.0% |
2,046.46 |
Low |
2,002.15 |
2,009.12 |
6.97 |
0.3% |
2,002.15 |
Close |
2,011.01 |
2,016.31 |
5.30 |
0.3% |
2,011.01 |
Range |
18.39 |
11.78 |
-6.61 |
-35.9% |
44.31 |
ATR |
25.67 |
24.68 |
-0.99 |
-3.9% |
0.00 |
Volume |
5,432 |
5,500 |
68 |
1.3% |
27,300 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.78 |
2,045.33 |
2,022.79 |
|
R3 |
2,039.00 |
2,033.55 |
2,019.55 |
|
R2 |
2,027.22 |
2,027.22 |
2,018.47 |
|
R1 |
2,021.77 |
2,021.77 |
2,017.39 |
2,024.50 |
PP |
2,015.44 |
2,015.44 |
2,015.44 |
2,016.81 |
S1 |
2,009.99 |
2,009.99 |
2,015.23 |
2,012.72 |
S2 |
2,003.66 |
2,003.66 |
2,014.15 |
|
S3 |
1,991.88 |
1,998.21 |
2,013.07 |
|
S4 |
1,980.10 |
1,986.43 |
2,009.83 |
|
|
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% |
19.05 |
0.9% |
32% |
False |
False |
5,479 |
10 |
2,059.31 |
1,979.77 |
79.54 |
3.9% |
25.24 |
1.3% |
46% |
False |
False |
5,386 |
20 |
2,059.31 |
1,970.14 |
89.17 |
4.4% |
24.11 |
1.2% |
52% |
False |
False |
5,426 |
40 |
2,059.31 |
1,936.18 |
123.13 |
6.1% |
26.87 |
1.3% |
65% |
False |
False |
5,374 |
60 |
2,059.31 |
1,807.12 |
252.19 |
12.5% |
26.19 |
1.3% |
83% |
False |
False |
5,411 |
80 |
2,059.31 |
1,807.12 |
252.19 |
12.5% |
25.46 |
1.3% |
83% |
False |
False |
5,428 |
100 |
2,059.31 |
1,784.91 |
274.40 |
13.6% |
24.95 |
1.2% |
84% |
False |
False |
5,945 |
120 |
2,059.31 |
1,732.59 |
326.72 |
16.2% |
24.45 |
1.2% |
87% |
False |
False |
6,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,070.97 |
2.618 |
2,051.74 |
1.618 |
2,039.96 |
1.000 |
2,032.68 |
0.618 |
2,028.18 |
HIGH |
2,020.90 |
0.618 |
2,016.40 |
0.500 |
2,015.01 |
0.382 |
2,013.62 |
LOW |
2,009.12 |
0.618 |
2,001.84 |
1.000 |
1,997.34 |
1.618 |
1,990.06 |
2.618 |
1,978.28 |
4.250 |
1,959.06 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
2,015.88 |
2,020.41 |
PP |
2,015.44 |
2,019.04 |
S1 |
2,015.01 |
2,017.68 |
|