| 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 |
2,041.6 |
2,036.8 |
-4.8 |
-0.2% |
2,000.2 |
| High |
2,056.0 |
2,047.6 |
-8.4 |
-0.4% |
2,085.4 |
| Low |
2,028.3 |
2,016.7 |
-11.6 |
-0.6% |
1,985.7 |
| Close |
2,037.1 |
2,020.5 |
-16.6 |
-0.8% |
2,024.8 |
| Range |
27.7 |
30.9 |
3.2 |
11.6% |
99.7 |
| ATR |
31.4 |
31.3 |
0.0 |
-0.1% |
0.0 |
| Volume |
260,807 |
296,976 |
36,169 |
13.9% |
1,242,629 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,121.0 |
2,101.6 |
2,037.5 |
|
| R3 |
2,090.1 |
2,070.7 |
2,029.0 |
|
| R2 |
2,059.2 |
2,059.2 |
2,026.2 |
|
| R1 |
2,039.8 |
2,039.8 |
2,023.3 |
2,034.1 |
| PP |
2,028.3 |
2,028.3 |
2,028.3 |
2,025.4 |
| S1 |
2,008.9 |
2,008.9 |
2,017.7 |
2,003.2 |
| S2 |
1,997.4 |
1,997.4 |
2,014.8 |
|
| S3 |
1,966.5 |
1,978.0 |
2,012.0 |
|
| S4 |
1,935.6 |
1,947.1 |
2,003.5 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.1 |
2,277.6 |
2,079.6 |
|
| R3 |
2,231.4 |
2,177.9 |
2,052.2 |
|
| R2 |
2,131.7 |
2,131.7 |
2,043.1 |
|
| R1 |
2,078.2 |
2,078.2 |
2,033.9 |
2,105.0 |
| PP |
2,032.0 |
2,032.0 |
2,032.0 |
2,045.3 |
| S1 |
1,978.5 |
1,978.5 |
2,015.7 |
2,005.3 |
| S2 |
1,932.3 |
1,932.3 |
2,006.5 |
|
| S3 |
1,832.6 |
1,878.8 |
1,997.4 |
|
| S4 |
1,732.9 |
1,779.1 |
1,970.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.3 |
2,007.0 |
54.3 |
2.7% |
29.3 |
1.5% |
25% |
False |
False |
244,599 |
| 10 |
2,085.4 |
1,984.4 |
101.0 |
5.0% |
31.9 |
1.6% |
36% |
False |
False |
235,477 |
| 20 |
2,085.4 |
1,980.9 |
104.5 |
5.2% |
31.5 |
1.6% |
38% |
False |
False |
218,293 |
| 40 |
2,085.4 |
1,928.4 |
157.0 |
7.8% |
32.8 |
1.6% |
59% |
False |
False |
176,752 |
| 60 |
2,085.4 |
1,827.6 |
257.8 |
12.8% |
30.1 |
1.5% |
75% |
False |
False |
127,448 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
12.8% |
29.4 |
1.5% |
75% |
False |
False |
96,747 |
| 100 |
2,085.4 |
1,815.2 |
270.2 |
13.4% |
28.2 |
1.4% |
76% |
False |
False |
77,951 |
| 120 |
2,085.4 |
1,769.1 |
316.3 |
15.7% |
27.3 |
1.4% |
79% |
False |
False |
65,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.9 |
|
2.618 |
2,128.5 |
|
1.618 |
2,097.6 |
|
1.000 |
2,078.5 |
|
0.618 |
2,066.7 |
|
HIGH |
2,047.6 |
|
0.618 |
2,035.8 |
|
0.500 |
2,032.2 |
|
0.382 |
2,028.5 |
|
LOW |
2,016.7 |
|
0.618 |
1,997.6 |
|
1.000 |
1,985.8 |
|
1.618 |
1,966.7 |
|
2.618 |
1,935.8 |
|
4.250 |
1,885.4 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.2 |
2,036.4 |
| PP |
2,028.3 |
2,031.1 |
| S1 |
2,024.4 |
2,025.8 |
|