Trading Metrics calculated at close of trading on 10-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,337.0 |
4,315.0 |
-22.0 |
-0.5% |
4,329.0 |
High |
4,341.0 |
4,321.0 |
-20.0 |
-0.5% |
4,340.0 |
Low |
4,293.0 |
4,269.0 |
-24.0 |
-0.6% |
4,233.0 |
Close |
4,307.0 |
4,289.0 |
-18.0 |
-0.4% |
4,319.0 |
Range |
48.0 |
52.0 |
4.0 |
8.3% |
107.0 |
ATR |
54.9 |
54.7 |
-0.2 |
-0.4% |
0.0 |
Volume |
626,229 |
725,186 |
98,957 |
15.8% |
3,541,276 |
|
Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,449.0 |
4,421.0 |
4,317.6 |
|
R3 |
4,397.0 |
4,369.0 |
4,303.3 |
|
R2 |
4,345.0 |
4,345.0 |
4,298.5 |
|
R1 |
4,317.0 |
4,317.0 |
4,293.8 |
4,305.0 |
PP |
4,293.0 |
4,293.0 |
4,293.0 |
4,287.0 |
S1 |
4,265.0 |
4,265.0 |
4,284.2 |
4,253.0 |
S2 |
4,241.0 |
4,241.0 |
4,279.5 |
|
S3 |
4,189.0 |
4,213.0 |
4,274.7 |
|
S4 |
4,137.0 |
4,161.0 |
4,260.4 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.3 |
4,575.7 |
4,377.9 |
|
R3 |
4,511.3 |
4,468.7 |
4,348.4 |
|
R2 |
4,404.3 |
4,404.3 |
4,338.6 |
|
R1 |
4,361.7 |
4,361.7 |
4,328.8 |
4,329.5 |
PP |
4,297.3 |
4,297.3 |
4,297.3 |
4,281.3 |
S1 |
4,254.7 |
4,254.7 |
4,309.2 |
4,222.5 |
S2 |
4,190.3 |
4,190.3 |
4,299.4 |
|
S3 |
4,083.3 |
4,147.7 |
4,289.6 |
|
S4 |
3,976.3 |
4,040.7 |
4,260.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,341.0 |
4,233.0 |
108.0 |
2.5% |
47.8 |
1.1% |
52% |
False |
False |
718,836 |
10 |
4,347.0 |
4,233.0 |
114.0 |
2.7% |
53.9 |
1.3% |
49% |
False |
False |
787,810 |
20 |
4,363.0 |
4,233.0 |
130.0 |
3.0% |
47.0 |
1.1% |
43% |
False |
False |
735,327 |
40 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
66.0 |
1.5% |
84% |
False |
False |
899,811 |
60 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
61.8 |
1.4% |
84% |
False |
False |
625,909 |
80 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
55.7 |
1.3% |
84% |
False |
False |
471,355 |
100 |
4,363.0 |
3,725.0 |
638.0 |
14.9% |
54.0 |
1.3% |
88% |
False |
False |
377,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,542.0 |
2.618 |
4,457.1 |
1.618 |
4,405.1 |
1.000 |
4,373.0 |
0.618 |
4,353.1 |
HIGH |
4,321.0 |
0.618 |
4,301.1 |
0.500 |
4,295.0 |
0.382 |
4,288.9 |
LOW |
4,269.0 |
0.618 |
4,236.9 |
1.000 |
4,217.0 |
1.618 |
4,184.9 |
2.618 |
4,132.9 |
4.250 |
4,048.0 |
|
|
Fisher Pivots for day following 10-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,295.0 |
4,305.0 |
PP |
4,293.0 |
4,299.7 |
S1 |
4,291.0 |
4,294.3 |
|