Trading Metrics calculated at close of trading on 12-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2023 |
12-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,323.0 |
4,340.0 |
17.0 |
0.4% |
4,349.0 |
High |
4,341.0 |
4,362.0 |
21.0 |
0.5% |
4,368.0 |
Low |
4,299.0 |
4,325.0 |
26.0 |
0.6% |
4,297.0 |
Close |
4,322.0 |
4,335.0 |
13.0 |
0.3% |
4,335.0 |
Range |
42.0 |
37.0 |
-5.0 |
-11.9% |
71.0 |
ATR |
44.4 |
44.1 |
-0.3 |
-0.7% |
0.0 |
Volume |
7,151 |
21 |
-7,130 |
-99.7% |
7,816 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,451.7 |
4,430.3 |
4,355.4 |
|
R3 |
4,414.7 |
4,393.3 |
4,345.2 |
|
R2 |
4,377.7 |
4,377.7 |
4,341.8 |
|
R1 |
4,356.3 |
4,356.3 |
4,338.4 |
4,348.5 |
PP |
4,340.7 |
4,340.7 |
4,340.7 |
4,336.8 |
S1 |
4,319.3 |
4,319.3 |
4,331.6 |
4,311.5 |
S2 |
4,303.7 |
4,303.7 |
4,328.2 |
|
S3 |
4,266.7 |
4,282.3 |
4,324.8 |
|
S4 |
4,229.7 |
4,245.3 |
4,314.7 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,546.3 |
4,511.7 |
4,374.1 |
|
R3 |
4,475.3 |
4,440.7 |
4,354.5 |
|
R2 |
4,404.3 |
4,404.3 |
4,348.0 |
|
R1 |
4,369.7 |
4,369.7 |
4,341.5 |
4,351.5 |
PP |
4,333.3 |
4,333.3 |
4,333.3 |
4,324.3 |
S1 |
4,298.7 |
4,298.7 |
4,328.5 |
4,280.5 |
S2 |
4,262.3 |
4,262.3 |
4,322.0 |
|
S3 |
4,191.3 |
4,227.7 |
4,315.5 |
|
S4 |
4,120.3 |
4,156.7 |
4,296.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,368.0 |
4,297.0 |
71.0 |
1.6% |
37.6 |
0.9% |
54% |
False |
False |
1,563 |
10 |
4,368.0 |
4,266.0 |
102.0 |
2.4% |
41.3 |
1.0% |
68% |
False |
False |
1,234 |
20 |
4,387.0 |
4,266.0 |
121.0 |
2.8% |
34.4 |
0.8% |
57% |
False |
False |
2,189 |
40 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
41.0 |
0.9% |
88% |
False |
False |
1,978 |
60 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
29.3 |
0.7% |
88% |
False |
False |
1,327 |
80 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
22.0 |
0.5% |
88% |
False |
False |
995 |
100 |
4,387.0 |
3,748.0 |
639.0 |
14.7% |
17.6 |
0.4% |
92% |
False |
False |
796 |
120 |
4,387.0 |
3,748.0 |
639.0 |
14.7% |
14.7 |
0.3% |
92% |
False |
False |
663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,519.3 |
2.618 |
4,458.9 |
1.618 |
4,421.9 |
1.000 |
4,399.0 |
0.618 |
4,384.9 |
HIGH |
4,362.0 |
0.618 |
4,347.9 |
0.500 |
4,343.5 |
0.382 |
4,339.1 |
LOW |
4,325.0 |
0.618 |
4,302.1 |
1.000 |
4,288.0 |
1.618 |
4,265.1 |
2.618 |
4,228.1 |
4.250 |
4,167.8 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,343.5 |
4,333.2 |
PP |
4,340.7 |
4,331.3 |
S1 |
4,337.8 |
4,329.5 |
|