Trading Metrics calculated at close of trading on 17-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,319.0 |
4,303.0 |
-16.0 |
-0.4% |
4,331.0 |
High |
4,325.0 |
4,344.0 |
19.0 |
0.4% |
4,341.0 |
Low |
4,293.0 |
4,288.0 |
-5.0 |
-0.1% |
4,269.0 |
Close |
4,313.0 |
4,316.0 |
3.0 |
0.1% |
4,309.0 |
Range |
32.0 |
56.0 |
24.0 |
75.0% |
72.0 |
ATR |
51.7 |
52.1 |
0.3 |
0.6% |
0.0 |
Volume |
575,408 |
635,652 |
60,244 |
10.5% |
3,338,965 |
|
Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,484.0 |
4,456.0 |
4,346.8 |
|
R3 |
4,428.0 |
4,400.0 |
4,331.4 |
|
R2 |
4,372.0 |
4,372.0 |
4,326.3 |
|
R1 |
4,344.0 |
4,344.0 |
4,321.1 |
4,358.0 |
PP |
4,316.0 |
4,316.0 |
4,316.0 |
4,323.0 |
S1 |
4,288.0 |
4,288.0 |
4,310.9 |
4,302.0 |
S2 |
4,260.0 |
4,260.0 |
4,305.7 |
|
S3 |
4,204.0 |
4,232.0 |
4,300.6 |
|
S4 |
4,148.0 |
4,176.0 |
4,285.2 |
|
|
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 |
4,344.0 |
4,269.0 |
75.0 |
1.7% |
46.2 |
1.1% |
63% |
True |
False |
648,978 |
10 |
4,344.0 |
4,233.0 |
111.0 |
2.6% |
47.0 |
1.1% |
75% |
True |
False |
683,907 |
20 |
4,363.0 |
4,233.0 |
130.0 |
3.0% |
48.4 |
1.1% |
64% |
False |
False |
730,316 |
40 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
53.4 |
1.2% |
90% |
False |
False |
756,449 |
60 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
62.1 |
1.4% |
90% |
False |
False |
679,002 |
80 |
4,363.0 |
3,914.0 |
449.0 |
10.4% |
56.4 |
1.3% |
90% |
False |
False |
511,464 |
100 |
4,363.0 |
3,728.0 |
635.0 |
14.7% |
53.7 |
1.2% |
93% |
False |
False |
410,066 |
120 |
4,363.0 |
3,725.0 |
638.0 |
14.8% |
48.4 |
1.1% |
93% |
False |
False |
341,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,582.0 |
2.618 |
4,490.6 |
1.618 |
4,434.6 |
1.000 |
4,400.0 |
0.618 |
4,378.6 |
HIGH |
4,344.0 |
0.618 |
4,322.6 |
0.500 |
4,316.0 |
0.382 |
4,309.4 |
LOW |
4,288.0 |
0.618 |
4,253.4 |
1.000 |
4,232.0 |
1.618 |
4,197.4 |
2.618 |
4,141.4 |
4.250 |
4,050.0 |
|
|
Fisher Pivots for day following 17-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,316.0 |
4,316.0 |
PP |
4,316.0 |
4,316.0 |
S1 |
4,316.0 |
4,316.0 |
|