| 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 |
2,036.8 |
2,020.5 |
-16.3 |
-0.8% |
2,024.6 |
| High |
2,047.6 |
2,027.8 |
-19.8 |
-1.0% |
2,056.0 |
| Low |
2,016.7 |
2,005.7 |
-11.0 |
-0.5% |
2,005.7 |
| Close |
2,020.5 |
2,019.8 |
-0.7 |
0.0% |
2,019.8 |
| Range |
30.9 |
22.1 |
-8.8 |
-28.5% |
50.3 |
| ATR |
31.3 |
30.7 |
-0.7 |
-2.1% |
0.0 |
| Volume |
296,976 |
220,500 |
-76,476 |
-25.8% |
1,160,197 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.1 |
2,074.0 |
2,032.0 |
|
| R3 |
2,062.0 |
2,051.9 |
2,025.9 |
|
| R2 |
2,039.9 |
2,039.9 |
2,023.9 |
|
| R1 |
2,029.8 |
2,029.8 |
2,021.8 |
2,023.8 |
| PP |
2,017.8 |
2,017.8 |
2,017.8 |
2,014.8 |
| S1 |
2,007.7 |
2,007.7 |
2,017.8 |
2,001.7 |
| S2 |
1,995.7 |
1,995.7 |
2,015.7 |
|
| S3 |
1,973.6 |
1,985.6 |
2,013.7 |
|
| S4 |
1,951.5 |
1,963.5 |
2,007.6 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.1 |
2,149.2 |
2,047.5 |
|
| R3 |
2,127.8 |
2,098.9 |
2,033.6 |
|
| R2 |
2,077.5 |
2,077.5 |
2,029.0 |
|
| R1 |
2,048.6 |
2,048.6 |
2,024.4 |
2,037.9 |
| PP |
2,027.2 |
2,027.2 |
2,027.2 |
2,021.8 |
| S1 |
1,998.3 |
1,998.3 |
2,015.2 |
1,987.6 |
| S2 |
1,976.9 |
1,976.9 |
2,010.6 |
|
| S3 |
1,926.6 |
1,948.0 |
2,006.0 |
|
| S4 |
1,876.3 |
1,897.7 |
1,992.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,056.0 |
2,005.7 |
50.3 |
2.5% |
22.9 |
1.1% |
28% |
False |
True |
232,039 |
| 10 |
2,085.4 |
1,985.7 |
99.7 |
4.9% |
32.1 |
1.6% |
34% |
False |
False |
240,282 |
| 20 |
2,085.4 |
1,980.9 |
104.5 |
5.2% |
29.8 |
1.5% |
37% |
False |
False |
216,177 |
| 40 |
2,085.4 |
1,939.1 |
146.3 |
7.2% |
32.7 |
1.6% |
55% |
False |
False |
181,395 |
| 60 |
2,085.4 |
1,827.6 |
257.8 |
12.8% |
30.0 |
1.5% |
75% |
False |
False |
131,038 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
12.8% |
29.3 |
1.4% |
75% |
False |
False |
99,474 |
| 100 |
2,085.4 |
1,824.4 |
261.0 |
12.9% |
28.2 |
1.4% |
75% |
False |
False |
80,149 |
| 120 |
2,085.4 |
1,769.1 |
316.3 |
15.7% |
27.3 |
1.4% |
79% |
False |
False |
67,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,121.7 |
|
2.618 |
2,085.7 |
|
1.618 |
2,063.6 |
|
1.000 |
2,049.9 |
|
0.618 |
2,041.5 |
|
HIGH |
2,027.8 |
|
0.618 |
2,019.4 |
|
0.500 |
2,016.8 |
|
0.382 |
2,014.1 |
|
LOW |
2,005.7 |
|
0.618 |
1,992.0 |
|
1.000 |
1,983.6 |
|
1.618 |
1,969.9 |
|
2.618 |
1,947.8 |
|
4.250 |
1,911.8 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.8 |
2,030.9 |
| PP |
2,017.8 |
2,027.2 |
| S1 |
2,016.8 |
2,023.5 |
|