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 |
4,193.25 |
4,182.25 |
-11.00 |
-0.3% |
4,186.25 |
High |
4,205.25 |
4,202.00 |
-3.25 |
-0.1% |
4,211.00 |
Low |
4,159.25 |
4,150.00 |
-9.25 |
-0.2% |
4,150.00 |
Close |
4,181.50 |
4,176.25 |
-5.25 |
-0.1% |
4,176.25 |
Range |
46.00 |
52.00 |
6.00 |
13.0% |
61.00 |
ATR |
52.91 |
52.84 |
-0.06 |
-0.1% |
0.00 |
Volume |
4,658 |
5,002 |
344 |
7.4% |
17,821 |
|
Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,332.00 |
4,306.25 |
4,204.75 |
|
R3 |
4,280.00 |
4,254.25 |
4,190.50 |
|
R2 |
4,228.00 |
4,228.00 |
4,185.75 |
|
R1 |
4,202.25 |
4,202.25 |
4,181.00 |
4,189.00 |
PP |
4,176.00 |
4,176.00 |
4,176.00 |
4,169.50 |
S1 |
4,150.25 |
4,150.25 |
4,171.50 |
4,137.00 |
S2 |
4,124.00 |
4,124.00 |
4,166.75 |
|
S3 |
4,072.00 |
4,098.25 |
4,162.00 |
|
S4 |
4,020.00 |
4,046.25 |
4,147.75 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,362.00 |
4,330.25 |
4,209.75 |
|
R3 |
4,301.00 |
4,269.25 |
4,193.00 |
|
R2 |
4,240.00 |
4,240.00 |
4,187.50 |
|
R1 |
4,208.25 |
4,208.25 |
4,181.75 |
4,193.50 |
PP |
4,179.00 |
4,179.00 |
4,179.00 |
4,171.75 |
S1 |
4,147.25 |
4,147.25 |
4,170.75 |
4,132.50 |
S2 |
4,118.00 |
4,118.00 |
4,165.00 |
|
S3 |
4,057.00 |
4,086.25 |
4,159.50 |
|
S4 |
3,996.00 |
4,025.25 |
4,142.75 |
|
|
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 |
4,150.00 |
61.00 |
1.5% |
40.50 |
1.0% |
43% |
False |
True |
3,564 |
10 |
4,245.00 |
4,098.25 |
146.75 |
3.5% |
53.50 |
1.3% |
53% |
False |
False |
3,258 |
20 |
4,245.00 |
4,098.25 |
146.75 |
3.5% |
49.50 |
1.2% |
53% |
False |
False |
2,931 |
40 |
4,245.00 |
3,925.00 |
320.00 |
7.7% |
52.25 |
1.3% |
79% |
False |
False |
2,394 |
60 |
4,245.00 |
3,874.75 |
370.25 |
8.9% |
58.75 |
1.4% |
81% |
False |
False |
1,752 |
80 |
4,281.00 |
3,874.75 |
406.25 |
9.7% |
60.00 |
1.4% |
74% |
False |
False |
1,333 |
100 |
4,281.00 |
3,857.00 |
424.00 |
10.2% |
60.50 |
1.4% |
75% |
False |
False |
1,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,423.00 |
2.618 |
4,338.25 |
1.618 |
4,286.25 |
1.000 |
4,254.00 |
0.618 |
4,234.25 |
HIGH |
4,202.00 |
0.618 |
4,182.25 |
0.500 |
4,176.00 |
0.382 |
4,169.75 |
LOW |
4,150.00 |
0.618 |
4,117.75 |
1.000 |
4,098.00 |
1.618 |
4,065.75 |
2.618 |
4,013.75 |
4.250 |
3,929.00 |
|
|
Fisher Pivots for day following 12-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,176.25 |
4,180.50 |
PP |
4,176.00 |
4,179.00 |
S1 |
4,176.00 |
4,177.75 |
|