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 |
13,410.00 |
13,446.00 |
36.00 |
0.3% |
13,316.00 |
High |
13,470.25 |
13,494.25 |
24.00 |
0.2% |
13,494.25 |
Low |
13,361.50 |
13,310.50 |
-51.00 |
-0.4% |
13,202.75 |
Close |
13,446.50 |
13,396.25 |
-50.25 |
-0.4% |
13,396.25 |
Range |
108.75 |
183.75 |
75.00 |
69.0% |
291.50 |
ATR |
203.96 |
202.51 |
-1.44 |
-0.7% |
0.00 |
Volume |
653,399 |
628,035 |
-25,364 |
-3.9% |
3,179,435 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,951.50 |
13,857.75 |
13,497.25 |
|
R3 |
13,767.75 |
13,674.00 |
13,446.75 |
|
R2 |
13,584.00 |
13,584.00 |
13,430.00 |
|
R1 |
13,490.25 |
13,490.25 |
13,413.00 |
13,445.25 |
PP |
13,400.25 |
13,400.25 |
13,400.25 |
13,378.00 |
S1 |
13,306.50 |
13,306.50 |
13,379.50 |
13,261.50 |
S2 |
13,216.50 |
13,216.50 |
13,362.50 |
|
S3 |
13,032.75 |
13,122.75 |
13,345.75 |
|
S4 |
12,849.00 |
12,939.00 |
13,295.25 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,239.00 |
14,109.00 |
13,556.50 |
|
R3 |
13,947.50 |
13,817.50 |
13,476.50 |
|
R2 |
13,656.00 |
13,656.00 |
13,449.75 |
|
R1 |
13,526.00 |
13,526.00 |
13,423.00 |
13,591.00 |
PP |
13,364.50 |
13,364.50 |
13,364.50 |
13,397.00 |
S1 |
13,234.50 |
13,234.50 |
13,369.50 |
13,299.50 |
S2 |
13,073.00 |
13,073.00 |
13,342.75 |
|
S3 |
12,781.50 |
12,943.00 |
13,316.00 |
|
S4 |
12,490.00 |
12,651.50 |
13,236.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,494.25 |
13,202.75 |
291.50 |
2.2% |
149.25 |
1.1% |
66% |
True |
False |
635,887 |
10 |
13,494.25 |
13,001.75 |
492.50 |
3.7% |
179.00 |
1.3% |
80% |
True |
False |
621,068 |
20 |
13,494.25 |
12,800.00 |
694.25 |
5.2% |
185.50 |
1.4% |
86% |
True |
False |
628,142 |
40 |
13,494.25 |
12,525.25 |
969.00 |
7.2% |
210.50 |
1.6% |
90% |
True |
False |
623,647 |
60 |
13,494.25 |
11,806.25 |
1,688.00 |
12.6% |
230.75 |
1.7% |
94% |
True |
False |
475,160 |
80 |
13,494.25 |
11,429.75 |
2,064.50 |
15.4% |
246.50 |
1.8% |
95% |
True |
False |
356,620 |
100 |
13,494.25 |
10,870.00 |
2,624.25 |
19.6% |
249.75 |
1.9% |
96% |
True |
False |
285,454 |
120 |
13,494.25 |
10,870.00 |
2,624.25 |
19.6% |
248.75 |
1.9% |
96% |
True |
False |
237,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,275.25 |
2.618 |
13,975.25 |
1.618 |
13,791.50 |
1.000 |
13,678.00 |
0.618 |
13,607.75 |
HIGH |
13,494.25 |
0.618 |
13,424.00 |
0.500 |
13,402.50 |
0.382 |
13,380.75 |
LOW |
13,310.50 |
0.618 |
13,197.00 |
1.000 |
13,126.75 |
1.618 |
13,013.25 |
2.618 |
12,829.50 |
4.250 |
12,529.50 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
13,402.50 |
13,380.25 |
PP |
13,400.25 |
13,364.50 |
S1 |
13,398.25 |
13,348.50 |
|