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 |
4,325.0 |
4,329.0 |
4.0 |
0.1% |
4,349.0 |
High |
4,348.0 |
4,369.0 |
21.0 |
0.5% |
4,368.0 |
Low |
4,322.0 |
4,320.0 |
-2.0 |
0.0% |
4,297.0 |
Close |
4,339.0 |
4,342.0 |
3.0 |
0.1% |
4,335.0 |
Range |
26.0 |
49.0 |
23.0 |
88.5% |
71.0 |
ATR |
41.4 |
41.9 |
0.5 |
1.3% |
0.0 |
Volume |
531 |
529 |
-2 |
-0.4% |
7,816 |
|
Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,490.7 |
4,465.3 |
4,369.0 |
|
R3 |
4,441.7 |
4,416.3 |
4,355.5 |
|
R2 |
4,392.7 |
4,392.7 |
4,351.0 |
|
R1 |
4,367.3 |
4,367.3 |
4,346.5 |
4,380.0 |
PP |
4,343.7 |
4,343.7 |
4,343.7 |
4,350.0 |
S1 |
4,318.3 |
4,318.3 |
4,337.5 |
4,331.0 |
S2 |
4,294.7 |
4,294.7 |
4,333.0 |
|
S3 |
4,245.7 |
4,269.3 |
4,328.5 |
|
S4 |
4,196.7 |
4,220.3 |
4,315.1 |
|
|
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 |
4,369.0 |
4,299.0 |
70.0 |
1.6% |
35.4 |
0.8% |
61% |
True |
False |
2,062 |
10 |
4,369.0 |
4,266.0 |
103.0 |
2.4% |
37.5 |
0.9% |
74% |
True |
False |
1,538 |
20 |
4,387.0 |
4,266.0 |
121.0 |
2.8% |
37.4 |
0.9% |
63% |
False |
False |
2,321 |
40 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
39.0 |
0.9% |
89% |
False |
False |
2,056 |
60 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
30.9 |
0.7% |
89% |
False |
False |
1,380 |
80 |
4,387.0 |
3,970.0 |
417.0 |
9.6% |
23.2 |
0.5% |
89% |
False |
False |
1,035 |
100 |
4,387.0 |
3,748.0 |
639.0 |
14.7% |
18.6 |
0.4% |
93% |
False |
False |
828 |
120 |
4,387.0 |
3,748.0 |
639.0 |
14.7% |
15.5 |
0.4% |
93% |
False |
False |
690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,577.3 |
2.618 |
4,497.3 |
1.618 |
4,448.3 |
1.000 |
4,418.0 |
0.618 |
4,399.3 |
HIGH |
4,369.0 |
0.618 |
4,350.3 |
0.500 |
4,344.5 |
0.382 |
4,338.7 |
LOW |
4,320.0 |
0.618 |
4,289.7 |
1.000 |
4,271.0 |
1.618 |
4,240.7 |
2.618 |
4,191.7 |
4.250 |
4,111.8 |
|
|
Fisher Pivots for day following 17-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,344.5 |
4,344.5 |
PP |
4,343.7 |
4,343.7 |
S1 |
4,342.8 |
4,342.8 |
|