Trading Metrics calculated at close of trading on 11-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,175.75 |
4,193.25 |
17.50 |
0.4% |
4,226.00 |
High |
4,211.00 |
4,205.25 |
-5.75 |
-0.1% |
4,245.00 |
Low |
4,150.00 |
4,159.25 |
9.25 |
0.2% |
4,098.25 |
Close |
4,190.00 |
4,181.50 |
-8.50 |
-0.2% |
4,187.75 |
Range |
61.00 |
46.00 |
-15.00 |
-24.6% |
146.75 |
ATR |
53.44 |
52.91 |
-0.53 |
-1.0% |
0.00 |
Volume |
4,698 |
4,658 |
-40 |
-0.9% |
14,762 |
|
Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,320.00 |
4,296.75 |
4,206.75 |
|
R3 |
4,274.00 |
4,250.75 |
4,194.25 |
|
R2 |
4,228.00 |
4,228.00 |
4,190.00 |
|
R1 |
4,204.75 |
4,204.75 |
4,185.75 |
4,193.50 |
PP |
4,182.00 |
4,182.00 |
4,182.00 |
4,176.25 |
S1 |
4,158.75 |
4,158.75 |
4,177.25 |
4,147.50 |
S2 |
4,136.00 |
4,136.00 |
4,173.00 |
|
S3 |
4,090.00 |
4,112.75 |
4,168.75 |
|
S4 |
4,044.00 |
4,066.75 |
4,156.25 |
|
|
Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,617.25 |
4,549.25 |
4,268.50 |
|
R3 |
4,470.50 |
4,402.50 |
4,228.00 |
|
R2 |
4,323.75 |
4,323.75 |
4,214.75 |
|
R1 |
4,255.75 |
4,255.75 |
4,201.25 |
4,216.50 |
PP |
4,177.00 |
4,177.00 |
4,177.00 |
4,157.25 |
S1 |
4,109.00 |
4,109.00 |
4,174.25 |
4,069.50 |
S2 |
4,030.25 |
4,030.25 |
4,160.75 |
|
S3 |
3,883.50 |
3,962.25 |
4,147.50 |
|
S4 |
3,736.75 |
3,815.50 |
4,107.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,211.00 |
4,113.75 |
97.25 |
2.3% |
47.50 |
1.1% |
70% |
False |
False |
3,324 |
10 |
4,245.00 |
4,098.25 |
146.75 |
3.5% |
54.75 |
1.3% |
57% |
False |
False |
3,039 |
20 |
4,245.00 |
4,098.25 |
146.75 |
3.5% |
49.50 |
1.2% |
57% |
False |
False |
2,832 |
40 |
4,245.00 |
3,925.00 |
320.00 |
7.7% |
53.00 |
1.3% |
80% |
False |
False |
2,304 |
60 |
4,245.00 |
3,874.75 |
370.25 |
8.9% |
59.00 |
1.4% |
83% |
False |
False |
1,670 |
80 |
4,281.00 |
3,874.75 |
406.25 |
9.7% |
59.75 |
1.4% |
76% |
False |
False |
1,273 |
100 |
4,281.00 |
3,857.00 |
424.00 |
10.1% |
60.75 |
1.5% |
77% |
False |
False |
1,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,400.75 |
2.618 |
4,325.75 |
1.618 |
4,279.75 |
1.000 |
4,251.25 |
0.618 |
4,233.75 |
HIGH |
4,205.25 |
0.618 |
4,187.75 |
0.500 |
4,182.25 |
0.382 |
4,176.75 |
LOW |
4,159.25 |
0.618 |
4,130.75 |
1.000 |
4,113.25 |
1.618 |
4,084.75 |
2.618 |
4,038.75 |
4.250 |
3,963.75 |
|
|
Fisher Pivots for day following 11-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,182.25 |
4,181.25 |
PP |
4,182.00 |
4,180.75 |
S1 |
4,181.75 |
4,180.50 |
|