| 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 |
2,013.4 |
2,021.3 |
7.9 |
0.4% |
2,024.6 |
| High |
2,027.5 |
2,022.7 |
-4.8 |
-0.2% |
2,056.0 |
| Low |
2,011.2 |
1,989.1 |
-22.1 |
-1.1% |
2,005.7 |
| Close |
2,022.7 |
1,993.0 |
-29.7 |
-1.5% |
2,019.8 |
| Range |
16.3 |
33.6 |
17.3 |
106.1% |
50.3 |
| ATR |
29.6 |
29.9 |
0.3 |
1.0% |
0.0 |
| Volume |
163,251 |
229,938 |
66,687 |
40.8% |
1,160,197 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.4 |
2,081.3 |
2,011.5 |
|
| R3 |
2,068.8 |
2,047.7 |
2,002.2 |
|
| R2 |
2,035.2 |
2,035.2 |
1,999.2 |
|
| R1 |
2,014.1 |
2,014.1 |
1,996.1 |
2,007.9 |
| PP |
2,001.6 |
2,001.6 |
2,001.6 |
1,998.5 |
| S1 |
1,980.5 |
1,980.5 |
1,989.9 |
1,974.3 |
| S2 |
1,968.0 |
1,968.0 |
1,986.8 |
|
| S3 |
1,934.4 |
1,946.9 |
1,983.8 |
|
| S4 |
1,900.8 |
1,913.3 |
1,974.5 |
|
|
| 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 |
1,989.1 |
66.9 |
3.4% |
26.1 |
1.3% |
6% |
False |
True |
234,294 |
| 10 |
2,085.4 |
1,989.1 |
96.3 |
4.8% |
30.0 |
1.5% |
4% |
False |
True |
237,736 |
| 20 |
2,085.4 |
1,980.9 |
104.5 |
5.2% |
29.5 |
1.5% |
12% |
False |
False |
218,416 |
| 40 |
2,085.4 |
1,953.7 |
131.7 |
6.6% |
31.0 |
1.6% |
30% |
False |
False |
187,812 |
| 60 |
2,085.4 |
1,827.6 |
257.8 |
12.9% |
30.1 |
1.5% |
64% |
False |
False |
137,429 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
12.9% |
29.3 |
1.5% |
64% |
False |
False |
104,293 |
| 100 |
2,085.4 |
1,824.4 |
261.0 |
13.1% |
28.2 |
1.4% |
65% |
False |
False |
84,052 |
| 120 |
2,085.4 |
1,769.1 |
316.3 |
15.9% |
27.5 |
1.4% |
71% |
False |
False |
70,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.5 |
|
2.618 |
2,110.7 |
|
1.618 |
2,077.1 |
|
1.000 |
2,056.3 |
|
0.618 |
2,043.5 |
|
HIGH |
2,022.7 |
|
0.618 |
2,009.9 |
|
0.500 |
2,005.9 |
|
0.382 |
2,001.9 |
|
LOW |
1,989.1 |
|
0.618 |
1,968.3 |
|
1.000 |
1,955.5 |
|
1.618 |
1,934.7 |
|
2.618 |
1,901.1 |
|
4.250 |
1,846.3 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.9 |
2,008.5 |
| PP |
2,001.6 |
2,003.3 |
| S1 |
1,997.3 |
1,998.2 |
|