Trading Metrics calculated at close of trading on 15-May-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
Open |
4,182.25 |
4,170.00 |
-12.25 |
-0.3% |
4,186.25 |
High |
4,202.00 |
4,194.00 |
-8.00 |
-0.2% |
4,211.00 |
Low |
4,150.00 |
4,161.50 |
11.50 |
0.3% |
4,150.00 |
Close |
4,176.25 |
4,188.25 |
12.00 |
0.3% |
4,176.25 |
Range |
52.00 |
32.50 |
-19.50 |
-37.5% |
61.00 |
ATR |
52.84 |
51.39 |
-1.45 |
-2.7% |
0.00 |
Volume |
5,002 |
2,674 |
-2,328 |
-46.5% |
17,821 |
|
Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,278.75 |
4,266.00 |
4,206.00 |
|
R3 |
4,246.25 |
4,233.50 |
4,197.25 |
|
R2 |
4,213.75 |
4,213.75 |
4,194.25 |
|
R1 |
4,201.00 |
4,201.00 |
4,191.25 |
4,207.50 |
PP |
4,181.25 |
4,181.25 |
4,181.25 |
4,184.50 |
S1 |
4,168.50 |
4,168.50 |
4,185.25 |
4,175.00 |
S2 |
4,148.75 |
4,148.75 |
4,182.25 |
|
S3 |
4,116.25 |
4,136.00 |
4,179.25 |
|
S4 |
4,083.75 |
4,103.50 |
4,170.50 |
|
|
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% |
42.50 |
1.0% |
63% |
False |
False |
3,719 |
10 |
4,229.75 |
4,098.25 |
131.50 |
3.1% |
53.75 |
1.3% |
68% |
False |
False |
3,283 |
20 |
4,245.00 |
4,098.25 |
146.75 |
3.5% |
49.50 |
1.2% |
61% |
False |
False |
2,991 |
40 |
4,245.00 |
3,966.75 |
278.25 |
6.6% |
50.75 |
1.2% |
80% |
False |
False |
2,402 |
60 |
4,245.00 |
3,874.75 |
370.25 |
8.8% |
58.75 |
1.4% |
85% |
False |
False |
1,796 |
80 |
4,281.00 |
3,874.75 |
406.25 |
9.7% |
59.25 |
1.4% |
77% |
False |
False |
1,367 |
100 |
4,281.00 |
3,857.00 |
424.00 |
10.1% |
60.25 |
1.4% |
78% |
False |
False |
1,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,332.00 |
2.618 |
4,279.00 |
1.618 |
4,246.50 |
1.000 |
4,226.50 |
0.618 |
4,214.00 |
HIGH |
4,194.00 |
0.618 |
4,181.50 |
0.500 |
4,177.75 |
0.382 |
4,174.00 |
LOW |
4,161.50 |
0.618 |
4,141.50 |
1.000 |
4,129.00 |
1.618 |
4,109.00 |
2.618 |
4,076.50 |
4.250 |
4,023.50 |
|
|
Fisher Pivots for day following 15-May-2023 |
Pivot |
1 day |
3 day |
R1 |
4,184.75 |
4,184.75 |
PP |
4,181.25 |
4,181.25 |
S1 |
4,177.75 |
4,177.50 |
|