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 |
7,758.5 |
7,747.0 |
-11.5 |
-0.1% |
7,848.5 |
High |
7,776.0 |
7,791.0 |
15.0 |
0.2% |
7,894.5 |
Low |
7,702.5 |
7,683.5 |
-19.0 |
-0.2% |
7,687.5 |
Close |
7,736.0 |
7,731.0 |
-5.0 |
-0.1% |
7,779.0 |
Range |
73.5 |
107.5 |
34.0 |
46.3% |
207.0 |
ATR |
75.7 |
78.0 |
2.3 |
3.0% |
0.0 |
Volume |
79,339 |
110,128 |
30,789 |
38.8% |
276,065 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,057.5 |
8,002.0 |
7,790.0 |
|
R3 |
7,950.0 |
7,894.5 |
7,760.5 |
|
R2 |
7,842.5 |
7,842.5 |
7,750.5 |
|
R1 |
7,787.0 |
7,787.0 |
7,741.0 |
7,761.0 |
PP |
7,735.0 |
7,735.0 |
7,735.0 |
7,722.0 |
S1 |
7,679.5 |
7,679.5 |
7,721.0 |
7,653.5 |
S2 |
7,627.5 |
7,627.5 |
7,711.5 |
|
S3 |
7,520.0 |
7,572.0 |
7,701.5 |
|
S4 |
7,412.5 |
7,464.5 |
7,672.0 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,408.0 |
8,300.5 |
7,893.0 |
|
R3 |
8,201.0 |
8,093.5 |
7,836.0 |
|
R2 |
7,994.0 |
7,994.0 |
7,817.0 |
|
R1 |
7,886.5 |
7,886.5 |
7,798.0 |
7,837.0 |
PP |
7,787.0 |
7,787.0 |
7,787.0 |
7,762.0 |
S1 |
7,679.5 |
7,679.5 |
7,760.0 |
7,630.0 |
S2 |
7,580.0 |
7,580.0 |
7,741.0 |
|
S3 |
7,373.0 |
7,472.5 |
7,722.0 |
|
S4 |
7,166.0 |
7,265.5 |
7,665.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,808.0 |
7,683.5 |
124.5 |
1.6% |
70.0 |
0.9% |
38% |
False |
True |
54,371 |
10 |
7,894.5 |
7,683.5 |
211.0 |
2.7% |
78.5 |
1.0% |
23% |
False |
True |
64,508 |
20 |
7,935.5 |
7,683.5 |
252.0 |
3.3% |
66.0 |
0.9% |
19% |
False |
True |
63,073 |
40 |
7,935.5 |
7,198.0 |
737.5 |
9.5% |
93.0 |
1.2% |
72% |
False |
False |
83,751 |
60 |
7,980.0 |
7,198.0 |
782.0 |
10.1% |
79.5 |
1.0% |
68% |
False |
False |
59,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,248.0 |
2.618 |
8,072.5 |
1.618 |
7,965.0 |
1.000 |
7,898.5 |
0.618 |
7,857.5 |
HIGH |
7,791.0 |
0.618 |
7,750.0 |
0.500 |
7,737.0 |
0.382 |
7,724.5 |
LOW |
7,683.5 |
0.618 |
7,617.0 |
1.000 |
7,576.0 |
1.618 |
7,509.5 |
2.618 |
7,402.0 |
4.250 |
7,226.5 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
7,737.0 |
7,746.0 |
PP |
7,735.0 |
7,741.0 |
S1 |
7,733.0 |
7,736.0 |
|