Trading Metrics calculated at close of trading on 10-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,150.50 |
4,133.00 |
-17.50 |
-0.4% |
4,190.00 |
High |
4,153.00 |
4,173.25 |
20.25 |
0.5% |
4,206.25 |
Low |
4,131.00 |
4,112.25 |
-18.75 |
-0.5% |
4,062.25 |
Close |
4,134.00 |
4,152.00 |
18.00 |
0.4% |
4,150.25 |
Range |
22.00 |
61.00 |
39.00 |
177.3% |
144.00 |
ATR |
53.35 |
53.90 |
0.55 |
1.0% |
0.00 |
Volume |
1,000,924 |
1,887,587 |
886,663 |
88.6% |
8,473,725 |
|
Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,328.75 |
4,301.50 |
4,185.50 |
|
R3 |
4,267.75 |
4,240.50 |
4,168.75 |
|
R2 |
4,206.75 |
4,206.75 |
4,163.25 |
|
R1 |
4,179.50 |
4,179.50 |
4,157.50 |
4,193.00 |
PP |
4,145.75 |
4,145.75 |
4,145.75 |
4,152.75 |
S1 |
4,118.50 |
4,118.50 |
4,146.50 |
4,132.00 |
S2 |
4,084.75 |
4,084.75 |
4,140.75 |
|
S3 |
4,023.75 |
4,057.50 |
4,135.25 |
|
S4 |
3,962.75 |
3,996.50 |
4,118.50 |
|
|
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 |
4,173.25 |
4,062.25 |
111.00 |
2.7% |
49.75 |
1.2% |
81% |
True |
False |
1,491,038 |
10 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
58.25 |
1.4% |
62% |
False |
False |
1,582,874 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
50.50 |
1.2% |
62% |
False |
False |
1,575,809 |
40 |
4,206.25 |
3,865.00 |
341.25 |
8.2% |
56.25 |
1.4% |
84% |
False |
False |
1,638,597 |
60 |
4,223.75 |
3,839.25 |
384.50 |
9.3% |
60.50 |
1.5% |
81% |
False |
False |
1,243,938 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
62.00 |
1.5% |
77% |
False |
False |
933,838 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
64.25 |
1.5% |
78% |
False |
False |
747,363 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
64.75 |
1.6% |
78% |
False |
False |
622,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,432.50 |
2.618 |
4,333.00 |
1.618 |
4,272.00 |
1.000 |
4,234.25 |
0.618 |
4,211.00 |
HIGH |
4,173.25 |
0.618 |
4,150.00 |
0.500 |
4,142.75 |
0.382 |
4,135.50 |
LOW |
4,112.25 |
0.618 |
4,074.50 |
1.000 |
4,051.25 |
1.618 |
4,013.50 |
2.618 |
3,952.50 |
4.250 |
3,853.00 |
|
|
Fisher Pivots for day following 10-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,149.00 |
4,149.00 |
PP |
4,145.75 |
4,145.75 |
S1 |
4,142.75 |
4,142.75 |
|