| 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 |
2,020.5 |
2,013.4 |
-7.1 |
-0.4% |
2,024.6 |
| High |
2,027.8 |
2,027.5 |
-0.3 |
0.0% |
2,056.0 |
| Low |
2,005.7 |
2,011.2 |
5.5 |
0.3% |
2,005.7 |
| Close |
2,019.8 |
2,022.7 |
2.9 |
0.1% |
2,019.8 |
| Range |
22.1 |
16.3 |
-5.8 |
-26.2% |
50.3 |
| ATR |
30.7 |
29.6 |
-1.0 |
-3.3% |
0.0 |
| Volume |
220,500 |
163,251 |
-57,249 |
-26.0% |
1,160,197 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.4 |
2,062.3 |
2,031.7 |
|
| R3 |
2,053.1 |
2,046.0 |
2,027.2 |
|
| R2 |
2,036.8 |
2,036.8 |
2,025.7 |
|
| R1 |
2,029.7 |
2,029.7 |
2,024.2 |
2,033.3 |
| PP |
2,020.5 |
2,020.5 |
2,020.5 |
2,022.2 |
| S1 |
2,013.4 |
2,013.4 |
2,021.2 |
2,017.0 |
| S2 |
2,004.2 |
2,004.2 |
2,019.7 |
|
| S3 |
1,987.9 |
1,997.1 |
2,018.2 |
|
| S4 |
1,971.6 |
1,980.8 |
2,013.7 |
|
|
| 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% |
23.1 |
1.1% |
34% |
False |
False |
228,247 |
| 10 |
2,085.4 |
1,986.9 |
98.5 |
4.9% |
30.8 |
1.5% |
36% |
False |
False |
239,306 |
| 20 |
2,085.4 |
1,980.9 |
104.5 |
5.2% |
28.9 |
1.4% |
40% |
False |
False |
215,168 |
| 40 |
2,085.4 |
1,953.7 |
131.7 |
6.5% |
31.3 |
1.5% |
52% |
False |
False |
183,790 |
| 60 |
2,085.4 |
1,827.6 |
257.8 |
12.7% |
30.0 |
1.5% |
76% |
False |
False |
133,696 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
12.7% |
29.1 |
1.4% |
76% |
False |
False |
101,468 |
| 100 |
2,085.4 |
1,824.4 |
261.0 |
12.9% |
28.2 |
1.4% |
76% |
False |
False |
81,773 |
| 120 |
2,085.4 |
1,769.1 |
316.3 |
15.6% |
27.3 |
1.4% |
80% |
False |
False |
68,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.8 |
|
2.618 |
2,070.2 |
|
1.618 |
2,053.9 |
|
1.000 |
2,043.8 |
|
0.618 |
2,037.6 |
|
HIGH |
2,027.5 |
|
0.618 |
2,021.3 |
|
0.500 |
2,019.4 |
|
0.382 |
2,017.4 |
|
LOW |
2,011.2 |
|
0.618 |
2,001.1 |
|
1.000 |
1,994.9 |
|
1.618 |
1,984.8 |
|
2.618 |
1,968.5 |
|
4.250 |
1,941.9 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.6 |
2,026.7 |
| PP |
2,020.5 |
2,025.3 |
| S1 |
2,019.4 |
2,024.0 |
|