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 |
4,309.0 |
4,311.0 |
2.0 |
0.0% |
4,331.0 |
High |
4,340.0 |
4,335.0 |
-5.0 |
-0.1% |
4,341.0 |
Low |
4,297.0 |
4,297.0 |
0.0 |
0.0% |
4,269.0 |
Close |
4,309.0 |
4,309.0 |
0.0 |
0.0% |
4,309.0 |
Range |
43.0 |
38.0 |
-5.0 |
-11.6% |
72.0 |
ATR |
54.4 |
53.3 |
-1.2 |
-2.2% |
0.0 |
Volume |
737,399 |
495,613 |
-241,786 |
-32.8% |
3,338,965 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,427.7 |
4,406.3 |
4,329.9 |
|
R3 |
4,389.7 |
4,368.3 |
4,319.5 |
|
R2 |
4,351.7 |
4,351.7 |
4,316.0 |
|
R1 |
4,330.3 |
4,330.3 |
4,312.5 |
4,322.0 |
PP |
4,313.7 |
4,313.7 |
4,313.7 |
4,309.5 |
S1 |
4,292.3 |
4,292.3 |
4,305.5 |
4,284.0 |
S2 |
4,275.7 |
4,275.7 |
4,302.0 |
|
S3 |
4,237.7 |
4,254.3 |
4,298.6 |
|
S4 |
4,199.7 |
4,216.3 |
4,288.1 |
|
|
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% |
48.6 |
1.1% |
56% |
False |
False |
677,049 |
10 |
4,341.0 |
4,233.0 |
108.0 |
2.5% |
50.4 |
1.2% |
70% |
False |
False |
737,585 |
20 |
4,363.0 |
4,233.0 |
130.0 |
3.0% |
47.8 |
1.1% |
58% |
False |
False |
735,851 |
40 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
57.9 |
1.3% |
88% |
False |
False |
810,726 |
60 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
61.8 |
1.4% |
88% |
False |
False |
659,372 |
80 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
56.3 |
1.3% |
88% |
False |
False |
496,476 |
100 |
4,363.0 |
3,728.0 |
635.0 |
14.7% |
54.0 |
1.3% |
91% |
False |
False |
397,956 |
120 |
4,363.0 |
3,725.0 |
638.0 |
14.8% |
47.7 |
1.1% |
92% |
False |
False |
331,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,496.5 |
2.618 |
4,434.5 |
1.618 |
4,396.5 |
1.000 |
4,373.0 |
0.618 |
4,358.5 |
HIGH |
4,335.0 |
0.618 |
4,320.5 |
0.500 |
4,316.0 |
0.382 |
4,311.5 |
LOW |
4,297.0 |
0.618 |
4,273.5 |
1.000 |
4,259.0 |
1.618 |
4,235.5 |
2.618 |
4,197.5 |
4.250 |
4,135.5 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,316.0 |
4,307.5 |
PP |
4,313.7 |
4,306.0 |
S1 |
4,311.3 |
4,304.5 |
|