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 |
4,133.00 |
4,152.75 |
19.75 |
0.5% |
4,190.00 |
High |
4,173.25 |
4,168.50 |
-4.75 |
-0.1% |
4,206.25 |
Low |
4,112.25 |
4,121.50 |
9.25 |
0.2% |
4,062.25 |
Close |
4,152.00 |
4,143.75 |
-8.25 |
-0.2% |
4,150.25 |
Range |
61.00 |
47.00 |
-14.00 |
-23.0% |
144.00 |
ATR |
53.90 |
53.41 |
-0.49 |
-0.9% |
0.00 |
Volume |
1,887,587 |
1,473,383 |
-414,204 |
-21.9% |
8,473,725 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,285.50 |
4,261.75 |
4,169.50 |
|
R3 |
4,238.50 |
4,214.75 |
4,156.75 |
|
R2 |
4,191.50 |
4,191.50 |
4,152.25 |
|
R1 |
4,167.75 |
4,167.75 |
4,148.00 |
4,156.00 |
PP |
4,144.50 |
4,144.50 |
4,144.50 |
4,138.75 |
S1 |
4,120.75 |
4,120.75 |
4,139.50 |
4,109.00 |
S2 |
4,097.50 |
4,097.50 |
4,135.25 |
|
S3 |
4,050.50 |
4,073.75 |
4,130.75 |
|
S4 |
4,003.50 |
4,026.75 |
4,118.00 |
|
|
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 |
4,173.25 |
4,076.75 |
96.50 |
2.3% |
48.00 |
1.2% |
69% |
False |
False |
1,386,760 |
10 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
54.50 |
1.3% |
57% |
False |
False |
1,561,543 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
49.50 |
1.2% |
57% |
False |
False |
1,576,539 |
40 |
4,206.25 |
3,895.00 |
311.25 |
7.5% |
55.00 |
1.3% |
80% |
False |
False |
1,599,380 |
60 |
4,206.25 |
3,839.25 |
367.00 |
8.9% |
60.00 |
1.4% |
83% |
False |
False |
1,268,331 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
62.00 |
1.5% |
75% |
False |
False |
952,231 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
63.50 |
1.5% |
76% |
False |
False |
762,093 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
64.75 |
1.6% |
76% |
False |
False |
635,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,368.25 |
2.618 |
4,291.50 |
1.618 |
4,244.50 |
1.000 |
4,215.50 |
0.618 |
4,197.50 |
HIGH |
4,168.50 |
0.618 |
4,150.50 |
0.500 |
4,145.00 |
0.382 |
4,139.50 |
LOW |
4,121.50 |
0.618 |
4,092.50 |
1.000 |
4,074.50 |
1.618 |
4,045.50 |
2.618 |
3,998.50 |
4.250 |
3,921.75 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,145.00 |
4,143.50 |
PP |
4,144.50 |
4,143.00 |
S1 |
4,144.25 |
4,142.75 |
|