| 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 |
1,848.8640 |
1,857.3450 |
8.4810 |
0.5% |
1,896.9640 |
| High |
1,886.4120 |
1,857.3970 |
-29.0150 |
-1.5% |
1,998.1050 |
| Low |
1,798.5320 |
1,776.3360 |
-22.1960 |
-1.2% |
1,808.6210 |
| Close |
1,857.5450 |
1,795.7300 |
-61.8150 |
-3.3% |
1,991.2730 |
| Range |
87.8800 |
81.0610 |
-6.8190 |
-7.8% |
189.4840 |
| ATR |
90.4204 |
89.7624 |
-0.6580 |
-0.7% |
0.0000 |
| Volume |
322,185 |
318,343 |
-3,842 |
-1.2% |
888,076 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,053.0040 |
2,005.4280 |
1,840.3136 |
|
| R3 |
1,971.9430 |
1,924.3670 |
1,818.0218 |
|
| R2 |
1,890.8820 |
1,890.8820 |
1,810.5912 |
|
| R1 |
1,843.3060 |
1,843.3060 |
1,803.1606 |
1,826.5635 |
| PP |
1,809.8210 |
1,809.8210 |
1,809.8210 |
1,801.4498 |
| S1 |
1,762.2450 |
1,762.2450 |
1,788.2994 |
1,745.5025 |
| S2 |
1,728.7600 |
1,728.7600 |
1,780.8688 |
|
| S3 |
1,647.6990 |
1,681.1840 |
1,773.4382 |
|
| S4 |
1,566.6380 |
1,600.1230 |
1,751.1465 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.1183 |
2,435.6797 |
2,095.4892 |
|
| R3 |
2,311.6343 |
2,246.1957 |
2,043.3811 |
|
| R2 |
2,122.1503 |
2,122.1503 |
2,026.0117 |
|
| R1 |
2,056.7117 |
2,056.7117 |
2,008.6424 |
2,089.4310 |
| PP |
1,932.6663 |
1,932.6663 |
1,932.6663 |
1,949.0260 |
| S1 |
1,867.2277 |
1,867.2277 |
1,973.9036 |
1,899.9470 |
| S2 |
1,743.1823 |
1,743.1823 |
1,956.5343 |
|
| S3 |
1,553.6983 |
1,677.7437 |
1,939.1649 |
|
| S4 |
1,364.2143 |
1,488.2597 |
1,887.0568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,016.1780 |
1,776.3360 |
239.8420 |
13.4% |
104.3000 |
5.8% |
8% |
False |
True |
228,012 |
| 10 |
2,016.1780 |
1,776.3360 |
239.8420 |
13.4% |
86.4815 |
4.8% |
8% |
False |
True |
192,987 |
| 20 |
2,137.7700 |
1,776.3360 |
361.4340 |
20.1% |
92.3960 |
5.1% |
5% |
False |
True |
237,075 |
| 40 |
2,137.7700 |
1,639.0920 |
498.6780 |
27.8% |
89.1968 |
5.0% |
31% |
False |
False |
228,848 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.6% |
89.1659 |
5.0% |
55% |
False |
False |
247,819 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.6% |
86.0508 |
4.8% |
55% |
False |
False |
258,060 |
| 100 |
2,137.7700 |
1,152.4650 |
985.3050 |
54.9% |
77.4430 |
4.3% |
65% |
False |
False |
293,108 |
| 120 |
2,137.7700 |
1,077.4100 |
1,060.3600 |
59.0% |
74.1505 |
4.1% |
68% |
False |
False |
324,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.9063 |
|
2.618 |
2,069.6147 |
|
1.618 |
1,988.5537 |
|
1.000 |
1,938.4580 |
|
0.618 |
1,907.4927 |
|
HIGH |
1,857.3970 |
|
0.618 |
1,826.4317 |
|
0.500 |
1,816.8665 |
|
0.382 |
1,807.3013 |
|
LOW |
1,776.3360 |
|
0.618 |
1,726.2403 |
|
1.000 |
1,695.2750 |
|
1.618 |
1,645.1793 |
|
2.618 |
1,564.1183 |
|
4.250 |
1,431.8268 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,816.8665 |
1,831.3740 |
| PP |
1,809.8210 |
1,819.4927 |
| S1 |
1,802.7755 |
1,807.6113 |
|