Trading Metrics calculated at close of trading on 22-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2023 |
22-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,215.50 |
4,189.00 |
-26.50 |
-0.6% |
4,132.25 |
High |
4,227.25 |
4,221.75 |
-5.50 |
-0.1% |
4,227.25 |
Low |
4,191.50 |
4,186.50 |
-5.00 |
-0.1% |
4,120.00 |
Close |
4,204.75 |
4,205.00 |
0.25 |
0.0% |
4,204.75 |
Range |
35.75 |
35.25 |
-0.50 |
-1.4% |
107.25 |
ATR |
50.08 |
49.02 |
-1.06 |
-2.1% |
0.00 |
Volume |
1,713,351 |
1,302,845 |
-410,506 |
-24.0% |
7,554,785 |
|
Daily Pivots for day following 22-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,310.25 |
4,292.75 |
4,224.50 |
|
R3 |
4,275.00 |
4,257.50 |
4,214.75 |
|
R2 |
4,239.75 |
4,239.75 |
4,211.50 |
|
R1 |
4,222.25 |
4,222.25 |
4,208.25 |
4,231.00 |
PP |
4,204.50 |
4,204.50 |
4,204.50 |
4,208.75 |
S1 |
4,187.00 |
4,187.00 |
4,201.75 |
4,195.75 |
S2 |
4,169.25 |
4,169.25 |
4,198.50 |
|
S3 |
4,134.00 |
4,151.75 |
4,195.25 |
|
S4 |
4,098.75 |
4,116.50 |
4,185.50 |
|
|
Weekly Pivots for week ending 19-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,505.75 |
4,462.50 |
4,263.75 |
|
R3 |
4,398.50 |
4,355.25 |
4,234.25 |
|
R2 |
4,291.25 |
4,291.25 |
4,224.50 |
|
R1 |
4,248.00 |
4,248.00 |
4,214.50 |
4,269.50 |
PP |
4,184.00 |
4,184.00 |
4,184.00 |
4,194.75 |
S1 |
4,140.75 |
4,140.75 |
4,195.00 |
4,162.50 |
S2 |
4,076.75 |
4,076.75 |
4,185.00 |
|
S3 |
3,969.50 |
4,033.50 |
4,175.25 |
|
S4 |
3,862.25 |
3,926.25 |
4,145.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,227.25 |
4,120.00 |
107.25 |
2.6% |
42.75 |
1.0% |
79% |
False |
False |
1,535,693 |
10 |
4,227.25 |
4,111.75 |
115.50 |
2.7% |
43.00 |
1.0% |
81% |
False |
False |
1,465,412 |
20 |
4,227.25 |
4,062.25 |
165.00 |
3.9% |
52.25 |
1.2% |
87% |
False |
False |
1,559,000 |
40 |
4,227.25 |
3,980.75 |
246.50 |
5.9% |
47.25 |
1.1% |
91% |
False |
False |
1,504,997 |
60 |
4,227.25 |
3,839.25 |
388.00 |
9.2% |
57.75 |
1.4% |
94% |
False |
False |
1,439,211 |
80 |
4,244.75 |
3,839.25 |
405.50 |
9.6% |
60.00 |
1.4% |
90% |
False |
False |
1,080,640 |
100 |
4,244.75 |
3,838.00 |
406.75 |
9.7% |
61.25 |
1.5% |
90% |
False |
False |
864,931 |
120 |
4,244.75 |
3,821.50 |
423.25 |
10.1% |
64.50 |
1.5% |
91% |
False |
False |
720,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,371.50 |
2.618 |
4,314.00 |
1.618 |
4,278.75 |
1.000 |
4,257.00 |
0.618 |
4,243.50 |
HIGH |
4,221.75 |
0.618 |
4,208.25 |
0.500 |
4,204.00 |
0.382 |
4,200.00 |
LOW |
4,186.50 |
0.618 |
4,164.75 |
1.000 |
4,151.25 |
1.618 |
4,129.50 |
2.618 |
4,094.25 |
4.250 |
4,036.75 |
|
|
Fisher Pivots for day following 22-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,204.75 |
4,201.50 |
PP |
4,204.50 |
4,197.75 |
S1 |
4,204.00 |
4,194.25 |
|