Trading Metrics calculated at close of trading on 15-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,144.50 |
4,132.25 |
-12.25 |
-0.3% |
4,151.00 |
High |
4,164.50 |
4,156.25 |
-8.25 |
-0.2% |
4,173.25 |
Low |
4,111.75 |
4,123.00 |
11.25 |
0.3% |
4,111.75 |
Close |
4,138.00 |
4,150.00 |
12.00 |
0.3% |
4,138.00 |
Range |
52.75 |
33.25 |
-19.50 |
-37.0% |
61.50 |
ATR |
53.36 |
51.92 |
-1.44 |
-2.7% |
0.00 |
Volume |
1,434,601 |
1,179,165 |
-255,436 |
-17.8% |
6,822,509 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,242.75 |
4,229.75 |
4,168.25 |
|
R3 |
4,209.50 |
4,196.50 |
4,159.25 |
|
R2 |
4,176.25 |
4,176.25 |
4,156.00 |
|
R1 |
4,163.25 |
4,163.25 |
4,153.00 |
4,169.75 |
PP |
4,143.00 |
4,143.00 |
4,143.00 |
4,146.50 |
S1 |
4,130.00 |
4,130.00 |
4,147.00 |
4,136.50 |
S2 |
4,109.75 |
4,109.75 |
4,144.00 |
|
S3 |
4,076.50 |
4,096.75 |
4,140.75 |
|
S4 |
4,043.25 |
4,063.50 |
4,131.75 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,325.50 |
4,293.25 |
4,171.75 |
|
R3 |
4,264.00 |
4,231.75 |
4,155.00 |
|
R2 |
4,202.50 |
4,202.50 |
4,149.25 |
|
R1 |
4,170.25 |
4,170.25 |
4,143.75 |
4,155.50 |
PP |
4,141.00 |
4,141.00 |
4,141.00 |
4,133.75 |
S1 |
4,108.75 |
4,108.75 |
4,132.25 |
4,094.00 |
S2 |
4,079.50 |
4,079.50 |
4,126.75 |
|
S3 |
4,018.00 |
4,047.25 |
4,121.00 |
|
S4 |
3,956.50 |
3,985.75 |
4,104.25 |
|
|
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 |
4,111.75 |
61.50 |
1.5% |
43.25 |
1.0% |
62% |
False |
False |
1,395,132 |
10 |
4,191.50 |
4,062.25 |
129.25 |
3.1% |
54.00 |
1.3% |
68% |
False |
False |
1,523,490 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
49.75 |
1.2% |
61% |
False |
False |
1,548,177 |
40 |
4,206.25 |
3,897.25 |
309.00 |
7.4% |
52.50 |
1.3% |
82% |
False |
False |
1,546,419 |
60 |
4,206.25 |
3,839.25 |
367.00 |
8.8% |
59.25 |
1.4% |
85% |
False |
False |
1,311,756 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
61.50 |
1.5% |
77% |
False |
False |
984,846 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
62.75 |
1.5% |
78% |
False |
False |
788,199 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
64.50 |
1.6% |
78% |
False |
False |
656,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,297.50 |
2.618 |
4,243.25 |
1.618 |
4,210.00 |
1.000 |
4,189.50 |
0.618 |
4,176.75 |
HIGH |
4,156.25 |
0.618 |
4,143.50 |
0.500 |
4,139.50 |
0.382 |
4,135.75 |
LOW |
4,123.00 |
0.618 |
4,102.50 |
1.000 |
4,089.75 |
1.618 |
4,069.25 |
2.618 |
4,036.00 |
4.250 |
3,981.75 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,146.50 |
4,146.75 |
PP |
4,143.00 |
4,143.50 |
S1 |
4,139.50 |
4,140.00 |
|