Trading Metrics calculated at close of trading on 09-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2023 |
09-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,151.00 |
4,150.50 |
-0.50 |
0.0% |
4,190.00 |
High |
4,161.00 |
4,153.00 |
-8.00 |
-0.2% |
4,206.25 |
Low |
4,137.50 |
4,131.00 |
-6.50 |
-0.2% |
4,062.25 |
Close |
4,152.75 |
4,134.00 |
-18.75 |
-0.5% |
4,150.25 |
Range |
23.50 |
22.00 |
-1.50 |
-6.4% |
144.00 |
ATR |
55.76 |
53.35 |
-2.41 |
-4.3% |
0.00 |
Volume |
1,026,014 |
1,000,924 |
-25,090 |
-2.4% |
8,473,725 |
|
Daily Pivots for day following 09-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,205.25 |
4,191.75 |
4,146.00 |
|
R3 |
4,183.25 |
4,169.75 |
4,140.00 |
|
R2 |
4,161.25 |
4,161.25 |
4,138.00 |
|
R1 |
4,147.75 |
4,147.75 |
4,136.00 |
4,143.50 |
PP |
4,139.25 |
4,139.25 |
4,139.25 |
4,137.25 |
S1 |
4,125.75 |
4,125.75 |
4,132.00 |
4,121.50 |
S2 |
4,117.25 |
4,117.25 |
4,130.00 |
|
S3 |
4,095.25 |
4,103.75 |
4,128.00 |
|
S4 |
4,073.25 |
4,081.75 |
4,122.00 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,571.50 |
4,505.00 |
4,229.50 |
|
R3 |
4,427.50 |
4,361.00 |
4,189.75 |
|
R2 |
4,283.50 |
4,283.50 |
4,176.75 |
|
R1 |
4,217.00 |
4,217.00 |
4,163.50 |
4,178.25 |
PP |
4,139.50 |
4,139.50 |
4,139.50 |
4,120.25 |
S1 |
4,073.00 |
4,073.00 |
4,137.00 |
4,034.25 |
S2 |
3,995.50 |
3,995.50 |
4,123.75 |
|
S3 |
3,851.50 |
3,929.00 |
4,110.75 |
|
S4 |
3,707.50 |
3,785.00 |
4,071.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,167.00 |
4,062.25 |
104.75 |
2.5% |
52.00 |
1.3% |
68% |
False |
False |
1,445,199 |
10 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
57.00 |
1.4% |
50% |
False |
False |
1,575,589 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
50.75 |
1.2% |
50% |
False |
False |
1,574,114 |
40 |
4,206.25 |
3,865.00 |
341.25 |
8.3% |
57.00 |
1.4% |
79% |
False |
False |
1,668,916 |
60 |
4,223.75 |
3,839.25 |
384.50 |
9.3% |
60.75 |
1.5% |
77% |
False |
False |
1,212,538 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
62.00 |
1.5% |
73% |
False |
False |
910,264 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
64.50 |
1.6% |
74% |
False |
False |
728,497 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
65.00 |
1.6% |
74% |
False |
False |
607,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,246.50 |
2.618 |
4,210.50 |
1.618 |
4,188.50 |
1.000 |
4,175.00 |
0.618 |
4,166.50 |
HIGH |
4,153.00 |
0.618 |
4,144.50 |
0.500 |
4,142.00 |
0.382 |
4,139.50 |
LOW |
4,131.00 |
0.618 |
4,117.50 |
1.000 |
4,109.00 |
1.618 |
4,095.50 |
2.618 |
4,073.50 |
4.250 |
4,037.50 |
|
|
Fisher Pivots for day following 09-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,142.00 |
4,129.25 |
PP |
4,139.25 |
4,124.75 |
S1 |
4,136.75 |
4,120.00 |
|