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 |
4,347.0 |
4,325.0 |
-22.0 |
-0.5% |
4,349.0 |
High |
4,350.0 |
4,348.0 |
-2.0 |
0.0% |
4,368.0 |
Low |
4,327.0 |
4,322.0 |
-5.0 |
-0.1% |
4,297.0 |
Close |
4,335.0 |
4,339.0 |
4.0 |
0.1% |
4,335.0 |
Range |
23.0 |
26.0 |
3.0 |
13.0% |
71.0 |
ATR |
42.6 |
41.4 |
-1.2 |
-2.8% |
0.0 |
Volume |
2,080 |
531 |
-1,549 |
-74.5% |
7,816 |
|
Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,414.3 |
4,402.7 |
4,353.3 |
|
R3 |
4,388.3 |
4,376.7 |
4,346.2 |
|
R2 |
4,362.3 |
4,362.3 |
4,343.8 |
|
R1 |
4,350.7 |
4,350.7 |
4,341.4 |
4,356.5 |
PP |
4,336.3 |
4,336.3 |
4,336.3 |
4,339.3 |
S1 |
4,324.7 |
4,324.7 |
4,336.6 |
4,330.5 |
S2 |
4,310.3 |
4,310.3 |
4,334.2 |
|
S3 |
4,284.3 |
4,298.7 |
4,331.9 |
|
S4 |
4,258.3 |
4,272.7 |
4,324.7 |
|
|
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 |
4,362.0 |
4,297.0 |
65.0 |
1.5% |
35.0 |
0.8% |
65% |
False |
False |
2,017 |
10 |
4,368.0 |
4,266.0 |
102.0 |
2.4% |
35.1 |
0.8% |
72% |
False |
False |
1,488 |
20 |
4,387.0 |
4,266.0 |
121.0 |
2.8% |
35.3 |
0.8% |
60% |
False |
False |
2,294 |
40 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
38.0 |
0.9% |
88% |
False |
False |
2,043 |
60 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
30.1 |
0.7% |
88% |
False |
False |
1,371 |
80 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
22.6 |
0.5% |
88% |
False |
False |
1,028 |
100 |
4,387.0 |
3,748.0 |
639.0 |
14.7% |
18.1 |
0.4% |
92% |
False |
False |
822 |
120 |
4,387.0 |
3,748.0 |
639.0 |
14.7% |
15.1 |
0.3% |
92% |
False |
False |
685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,458.5 |
2.618 |
4,416.1 |
1.618 |
4,390.1 |
1.000 |
4,374.0 |
0.618 |
4,364.1 |
HIGH |
4,348.0 |
0.618 |
4,338.1 |
0.500 |
4,335.0 |
0.382 |
4,331.9 |
LOW |
4,322.0 |
0.618 |
4,305.9 |
1.000 |
4,296.0 |
1.618 |
4,279.9 |
2.618 |
4,253.9 |
4.250 |
4,211.5 |
|
|
Fisher Pivots for day following 16-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,337.7 |
4,342.0 |
PP |
4,336.3 |
4,341.0 |
S1 |
4,335.0 |
4,340.0 |
|