Trading Metrics calculated at close of trading on 17-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,148.25 |
4,126.00 |
-22.25 |
-0.5% |
4,151.00 |
High |
4,151.50 |
4,179.00 |
27.50 |
0.7% |
4,173.25 |
Low |
4,120.00 |
4,122.00 |
2.00 |
0.0% |
4,111.75 |
Close |
4,123.00 |
4,171.50 |
48.50 |
1.2% |
4,138.00 |
Range |
31.50 |
57.00 |
25.50 |
81.0% |
61.50 |
ATR |
50.46 |
50.93 |
0.47 |
0.9% |
0.00 |
Volume |
1,316,691 |
1,584,910 |
268,219 |
20.4% |
6,822,509 |
|
Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,328.50 |
4,307.00 |
4,202.75 |
|
R3 |
4,271.50 |
4,250.00 |
4,187.25 |
|
R2 |
4,214.50 |
4,214.50 |
4,182.00 |
|
R1 |
4,193.00 |
4,193.00 |
4,176.75 |
4,203.75 |
PP |
4,157.50 |
4,157.50 |
4,157.50 |
4,163.00 |
S1 |
4,136.00 |
4,136.00 |
4,166.25 |
4,146.75 |
S2 |
4,100.50 |
4,100.50 |
4,161.00 |
|
S3 |
4,043.50 |
4,079.00 |
4,155.75 |
|
S4 |
3,986.50 |
4,022.00 |
4,140.25 |
|
|
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 |
4,179.00 |
4,111.75 |
67.25 |
1.6% |
44.25 |
1.1% |
89% |
True |
False |
1,397,750 |
10 |
4,179.00 |
4,062.25 |
116.75 |
2.8% |
47.00 |
1.1% |
94% |
True |
False |
1,444,394 |
20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
50.50 |
1.2% |
76% |
False |
False |
1,557,236 |
40 |
4,206.25 |
3,937.00 |
269.25 |
6.5% |
51.00 |
1.2% |
87% |
False |
False |
1,535,197 |
60 |
4,206.25 |
3,839.25 |
367.00 |
8.8% |
58.75 |
1.4% |
91% |
False |
False |
1,359,981 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.7% |
60.50 |
1.5% |
82% |
False |
False |
1,021,040 |
100 |
4,244.75 |
3,821.50 |
423.25 |
10.1% |
62.25 |
1.5% |
83% |
False |
False |
817,195 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.1% |
64.25 |
1.5% |
83% |
False |
False |
681,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,421.25 |
2.618 |
4,328.25 |
1.618 |
4,271.25 |
1.000 |
4,236.00 |
0.618 |
4,214.25 |
HIGH |
4,179.00 |
0.618 |
4,157.25 |
0.500 |
4,150.50 |
0.382 |
4,143.75 |
LOW |
4,122.00 |
0.618 |
4,086.75 |
1.000 |
4,065.00 |
1.618 |
4,029.75 |
2.618 |
3,972.75 |
4.250 |
3,879.75 |
|
|
Fisher Pivots for day following 17-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,164.50 |
4,164.25 |
PP |
4,157.50 |
4,156.75 |
S1 |
4,150.50 |
4,149.50 |
|