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 |
27,875 |
27,560 |
-315 |
-1.1% |
29,465 |
High |
28,205 |
27,560 |
-645 |
-2.3% |
29,465 |
Low |
27,875 |
27,480 |
-395 |
-1.4% |
26,430 |
Close |
27,995 |
27,520 |
-475 |
-1.7% |
26,990 |
Range |
330 |
80 |
-250 |
-75.8% |
3,035 |
ATR |
1,177 |
1,130 |
-47 |
-4.0% |
0 |
Volume |
1 |
1 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,760 |
27,720 |
27,564 |
|
R3 |
27,680 |
27,640 |
27,542 |
|
R2 |
27,600 |
27,600 |
27,535 |
|
R1 |
27,560 |
27,560 |
27,527 |
27,540 |
PP |
27,520 |
27,520 |
27,520 |
27,510 |
S1 |
27,480 |
27,480 |
27,513 |
27,460 |
S2 |
27,440 |
27,440 |
27,505 |
|
S3 |
27,360 |
27,400 |
27,498 |
|
S4 |
27,280 |
27,320 |
27,476 |
|
|
Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
36,733 |
34,897 |
28,659 |
|
R3 |
33,698 |
31,862 |
27,825 |
|
R2 |
30,663 |
30,663 |
27,546 |
|
R1 |
28,827 |
28,827 |
27,268 |
28,228 |
PP |
27,628 |
27,628 |
27,628 |
27,329 |
S1 |
25,792 |
25,792 |
26,712 |
25,193 |
S2 |
24,593 |
24,593 |
26,434 |
|
S3 |
21,558 |
22,757 |
26,155 |
|
S4 |
18,523 |
19,722 |
25,321 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,865 |
26,430 |
2,435 |
8.8% |
600 |
2.2% |
45% |
False |
False |
1 |
10 |
30,365 |
26,430 |
3,935 |
14.3% |
671 |
2.4% |
28% |
False |
False |
1 |
20 |
30,960 |
26,430 |
4,530 |
16.5% |
779 |
2.8% |
24% |
False |
False |
2 |
40 |
31,735 |
26,430 |
5,305 |
19.3% |
780 |
2.8% |
21% |
False |
False |
1 |
60 |
31,735 |
19,935 |
11,800 |
42.9% |
834 |
3.0% |
64% |
False |
False |
1 |
80 |
31,735 |
19,935 |
11,800 |
42.9% |
755 |
2.7% |
64% |
False |
False |
1 |
100 |
31,735 |
16,435 |
15,300 |
55.6% |
618 |
2.2% |
72% |
False |
False |
|
120 |
31,735 |
16,180 |
15,555 |
56.5% |
521 |
1.9% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,900 |
2.618 |
27,769 |
1.618 |
27,689 |
1.000 |
27,640 |
0.618 |
27,609 |
HIGH |
27,560 |
0.618 |
27,529 |
0.500 |
27,520 |
0.382 |
27,511 |
LOW |
27,480 |
0.618 |
27,431 |
1.000 |
27,400 |
1.618 |
27,351 |
2.618 |
27,271 |
4.250 |
27,140 |
|
|
Fisher Pivots for day following 16-May-2023 |
Pivot |
1 day |
3 day |
R1 |
27,520 |
27,453 |
PP |
27,520 |
27,385 |
S1 |
27,520 |
27,318 |
|