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 |
7,747.0 |
7,755.0 |
8.0 |
0.1% |
7,779.0 |
High |
7,791.0 |
7,779.5 |
-11.5 |
-0.1% |
7,808.0 |
Low |
7,683.5 |
7,740.0 |
56.5 |
0.7% |
7,683.5 |
Close |
7,731.0 |
7,755.0 |
24.0 |
0.3% |
7,755.0 |
Range |
107.5 |
39.5 |
-68.0 |
-63.3% |
124.5 |
ATR |
78.0 |
75.9 |
-2.1 |
-2.7% |
0.0 |
Volume |
110,128 |
82,726 |
-27,402 |
-24.9% |
272,193 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,876.5 |
7,855.5 |
7,776.5 |
|
R3 |
7,837.0 |
7,816.0 |
7,766.0 |
|
R2 |
7,797.5 |
7,797.5 |
7,762.0 |
|
R1 |
7,776.5 |
7,776.5 |
7,758.5 |
7,775.0 |
PP |
7,758.0 |
7,758.0 |
7,758.0 |
7,757.5 |
S1 |
7,737.0 |
7,737.0 |
7,751.5 |
7,735.0 |
S2 |
7,718.5 |
7,718.5 |
7,748.0 |
|
S3 |
7,679.0 |
7,697.5 |
7,744.0 |
|
S4 |
7,639.5 |
7,658.0 |
7,733.5 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,122.5 |
8,063.0 |
7,823.5 |
|
R3 |
7,998.0 |
7,938.5 |
7,789.0 |
|
R2 |
7,873.5 |
7,873.5 |
7,778.0 |
|
R1 |
7,814.0 |
7,814.0 |
7,766.5 |
7,781.5 |
PP |
7,749.0 |
7,749.0 |
7,749.0 |
7,732.5 |
S1 |
7,689.5 |
7,689.5 |
7,743.5 |
7,657.0 |
S2 |
7,624.5 |
7,624.5 |
7,732.0 |
|
S3 |
7,500.0 |
7,565.0 |
7,721.0 |
|
S4 |
7,375.5 |
7,440.5 |
7,686.5 |
|
|
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% |
59.5 |
0.8% |
57% |
False |
False |
54,438 |
10 |
7,894.5 |
7,683.5 |
211.0 |
2.7% |
76.5 |
1.0% |
34% |
False |
False |
64,486 |
20 |
7,935.5 |
7,683.5 |
252.0 |
3.2% |
64.5 |
0.8% |
28% |
False |
False |
63,651 |
40 |
7,935.5 |
7,198.0 |
737.5 |
9.5% |
90.5 |
1.2% |
76% |
False |
False |
76,073 |
60 |
7,980.0 |
7,198.0 |
782.0 |
10.1% |
80.0 |
1.0% |
71% |
False |
False |
60,540 |
80 |
7,980.0 |
7,198.0 |
782.0 |
10.1% |
66.0 |
0.9% |
71% |
False |
False |
45,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,947.5 |
2.618 |
7,883.0 |
1.618 |
7,843.5 |
1.000 |
7,819.0 |
0.618 |
7,804.0 |
HIGH |
7,779.5 |
0.618 |
7,764.5 |
0.500 |
7,760.0 |
0.382 |
7,755.0 |
LOW |
7,740.0 |
0.618 |
7,715.5 |
1.000 |
7,700.5 |
1.618 |
7,676.0 |
2.618 |
7,636.5 |
4.250 |
7,572.0 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
7,760.0 |
7,749.0 |
PP |
7,758.0 |
7,743.0 |
S1 |
7,756.5 |
7,737.0 |
|