Trading Metrics calculated at close of trading on 16-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,132.25 |
4,148.25 |
16.00 |
0.4% |
4,151.00 |
High |
4,156.25 |
4,151.50 |
-4.75 |
-0.1% |
4,173.25 |
Low |
4,123.00 |
4,120.00 |
-3.00 |
-0.1% |
4,111.75 |
Close |
4,150.00 |
4,123.00 |
-27.00 |
-0.7% |
4,138.00 |
Range |
33.25 |
31.50 |
-1.75 |
-5.3% |
61.50 |
ATR |
51.92 |
50.46 |
-1.46 |
-2.8% |
0.00 |
Volume |
1,179,165 |
1,316,691 |
137,526 |
11.7% |
6,822,509 |
|
Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,226.00 |
4,206.00 |
4,140.25 |
|
R3 |
4,194.50 |
4,174.50 |
4,131.75 |
|
R2 |
4,163.00 |
4,163.00 |
4,128.75 |
|
R1 |
4,143.00 |
4,143.00 |
4,126.00 |
4,137.25 |
PP |
4,131.50 |
4,131.50 |
4,131.50 |
4,128.50 |
S1 |
4,111.50 |
4,111.50 |
4,120.00 |
4,105.75 |
S2 |
4,100.00 |
4,100.00 |
4,117.25 |
|
S3 |
4,068.50 |
4,080.00 |
4,114.25 |
|
S4 |
4,037.00 |
4,048.50 |
4,105.75 |
|
|
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% |
45.00 |
1.1% |
18% |
False |
False |
1,458,285 |
10 |
4,173.25 |
4,062.25 |
111.00 |
2.7% |
48.50 |
1.2% |
55% |
False |
False |
1,451,742 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
49.50 |
1.2% |
42% |
False |
False |
1,542,621 |
40 |
4,206.25 |
3,937.00 |
269.25 |
6.5% |
51.00 |
1.2% |
69% |
False |
False |
1,533,866 |
60 |
4,206.25 |
3,839.25 |
367.00 |
8.9% |
59.25 |
1.4% |
77% |
False |
False |
1,333,642 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
60.75 |
1.5% |
70% |
False |
False |
1,001,267 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.3% |
62.50 |
1.5% |
71% |
False |
False |
801,356 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.3% |
64.50 |
1.6% |
71% |
False |
False |
667,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,285.50 |
2.618 |
4,234.00 |
1.618 |
4,202.50 |
1.000 |
4,183.00 |
0.618 |
4,171.00 |
HIGH |
4,151.50 |
0.618 |
4,139.50 |
0.500 |
4,135.75 |
0.382 |
4,132.00 |
LOW |
4,120.00 |
0.618 |
4,100.50 |
1.000 |
4,088.50 |
1.618 |
4,069.00 |
2.618 |
4,037.50 |
4.250 |
3,986.00 |
|
|
Fisher Pivots for day following 16-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,135.75 |
4,138.00 |
PP |
4,131.50 |
4,133.00 |
S1 |
4,127.25 |
4,128.00 |
|