Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,315.0 |
4,298.0 |
-17.0 |
-0.4% |
4,329.0 |
High |
4,321.0 |
4,331.0 |
10.0 |
0.2% |
4,340.0 |
Low |
4,269.0 |
4,269.0 |
0.0 |
0.0% |
4,233.0 |
Close |
4,289.0 |
4,296.0 |
7.0 |
0.2% |
4,319.0 |
Range |
52.0 |
62.0 |
10.0 |
19.2% |
107.0 |
ATR |
54.7 |
55.2 |
0.5 |
0.9% |
0.0 |
Volume |
725,186 |
800,821 |
75,635 |
10.4% |
3,541,276 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.7 |
4,452.3 |
4,330.1 |
|
R3 |
4,422.7 |
4,390.3 |
4,313.1 |
|
R2 |
4,360.7 |
4,360.7 |
4,307.4 |
|
R1 |
4,328.3 |
4,328.3 |
4,301.7 |
4,313.5 |
PP |
4,298.7 |
4,298.7 |
4,298.7 |
4,291.3 |
S1 |
4,266.3 |
4,266.3 |
4,290.3 |
4,251.5 |
S2 |
4,236.7 |
4,236.7 |
4,284.6 |
|
S3 |
4,174.7 |
4,204.3 |
4,279.0 |
|
S4 |
4,112.7 |
4,142.3 |
4,261.9 |
|
|
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 |
4,263.0 |
78.0 |
1.8% |
51.6 |
1.2% |
42% |
False |
False |
678,415 |
10 |
4,347.0 |
4,233.0 |
114.0 |
2.7% |
56.3 |
1.3% |
55% |
False |
False |
785,794 |
20 |
4,363.0 |
4,233.0 |
130.0 |
3.0% |
47.5 |
1.1% |
48% |
False |
False |
741,151 |
40 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
63.1 |
1.5% |
85% |
False |
False |
880,692 |
60 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
62.2 |
1.4% |
85% |
False |
False |
639,167 |
80 |
4,363.0 |
3,914.0 |
449.0 |
10.5% |
56.4 |
1.3% |
85% |
False |
False |
481,203 |
100 |
4,363.0 |
3,725.0 |
638.0 |
14.9% |
53.9 |
1.3% |
89% |
False |
False |
385,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,594.5 |
2.618 |
4,493.3 |
1.618 |
4,431.3 |
1.000 |
4,393.0 |
0.618 |
4,369.3 |
HIGH |
4,331.0 |
0.618 |
4,307.3 |
0.500 |
4,300.0 |
0.382 |
4,292.7 |
LOW |
4,269.0 |
0.618 |
4,230.7 |
1.000 |
4,207.0 |
1.618 |
4,168.7 |
2.618 |
4,106.7 |
4.250 |
4,005.5 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,300.0 |
4,305.0 |
PP |
4,298.7 |
4,302.0 |
S1 |
4,297.3 |
4,299.0 |
|