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 |
4,298.0 |
4,309.0 |
11.0 |
0.3% |
4,331.0 |
High |
4,331.0 |
4,340.0 |
9.0 |
0.2% |
4,341.0 |
Low |
4,269.0 |
4,297.0 |
28.0 |
0.7% |
4,269.0 |
Close |
4,296.0 |
4,309.0 |
13.0 |
0.3% |
4,309.0 |
Range |
62.0 |
43.0 |
-19.0 |
-30.6% |
72.0 |
ATR |
55.2 |
54.4 |
-0.8 |
-1.5% |
0.0 |
Volume |
800,821 |
737,399 |
-63,422 |
-7.9% |
3,338,965 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,444.3 |
4,419.7 |
4,332.7 |
|
R3 |
4,401.3 |
4,376.7 |
4,320.8 |
|
R2 |
4,358.3 |
4,358.3 |
4,316.9 |
|
R1 |
4,333.7 |
4,333.7 |
4,312.9 |
4,330.5 |
PP |
4,315.3 |
4,315.3 |
4,315.3 |
4,313.8 |
S1 |
4,290.7 |
4,290.7 |
4,305.1 |
4,287.5 |
S2 |
4,272.3 |
4,272.3 |
4,301.1 |
|
S3 |
4,229.3 |
4,247.7 |
4,297.2 |
|
S4 |
4,186.3 |
4,204.7 |
4,285.4 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,522.3 |
4,487.7 |
4,348.6 |
|
R3 |
4,450.3 |
4,415.7 |
4,328.8 |
|
R2 |
4,378.3 |
4,378.3 |
4,322.2 |
|
R1 |
4,343.7 |
4,343.7 |
4,315.6 |
4,325.0 |
PP |
4,306.3 |
4,306.3 |
4,306.3 |
4,297.0 |
S1 |
4,271.7 |
4,271.7 |
4,302.4 |
4,253.0 |
S2 |
4,234.3 |
4,234.3 |
4,295.8 |
|
S3 |
4,162.3 |
4,199.7 |
4,289.2 |
|
S4 |
4,090.3 |
4,127.7 |
4,269.4 |
|
|
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 |
4,269.0 |
72.0 |
1.7% |
45.4 |
1.1% |
56% |
False |
False |
667,793 |
10 |
4,347.0 |
4,233.0 |
114.0 |
2.6% |
54.4 |
1.3% |
67% |
False |
False |
785,731 |
20 |
4,363.0 |
4,233.0 |
130.0 |
3.0% |
47.4 |
1.1% |
58% |
False |
False |
746,115 |
40 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
61.3 |
1.4% |
88% |
False |
False |
844,961 |
60 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
62.2 |
1.4% |
88% |
False |
False |
651,368 |
80 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
56.3 |
1.3% |
88% |
False |
False |
490,358 |
100 |
4,363.0 |
3,725.0 |
638.0 |
14.8% |
54.0 |
1.3% |
92% |
False |
False |
393,000 |
120 |
4,363.0 |
3,725.0 |
638.0 |
14.8% |
47.4 |
1.1% |
92% |
False |
False |
327,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,522.8 |
2.618 |
4,452.6 |
1.618 |
4,409.6 |
1.000 |
4,383.0 |
0.618 |
4,366.6 |
HIGH |
4,340.0 |
0.618 |
4,323.6 |
0.500 |
4,318.5 |
0.382 |
4,313.4 |
LOW |
4,297.0 |
0.618 |
4,270.4 |
1.000 |
4,254.0 |
1.618 |
4,227.4 |
2.618 |
4,184.4 |
4.250 |
4,114.3 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,318.5 |
4,307.5 |
PP |
4,315.3 |
4,306.0 |
S1 |
4,312.2 |
4,304.5 |
|