| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,021.3 |
1,993.0 |
-28.3 |
-1.4% |
2,024.6 |
| High |
2,022.7 |
1,997.0 |
-25.7 |
-1.3% |
2,056.0 |
| Low |
1,989.1 |
1,978.1 |
-11.0 |
-0.6% |
2,005.7 |
| Close |
1,993.0 |
1,984.9 |
-8.1 |
-0.4% |
2,019.8 |
| Range |
33.6 |
18.9 |
-14.7 |
-43.8% |
50.3 |
| ATR |
29.9 |
29.1 |
-0.8 |
-2.6% |
0.0 |
| Volume |
229,938 |
206,552 |
-23,386 |
-10.2% |
1,160,197 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.4 |
2,033.0 |
1,995.3 |
|
| R3 |
2,024.5 |
2,014.1 |
1,990.1 |
|
| R2 |
2,005.6 |
2,005.6 |
1,988.4 |
|
| R1 |
1,995.2 |
1,995.2 |
1,986.6 |
1,991.0 |
| PP |
1,986.7 |
1,986.7 |
1,986.7 |
1,984.5 |
| S1 |
1,976.3 |
1,976.3 |
1,983.2 |
1,972.1 |
| S2 |
1,967.8 |
1,967.8 |
1,981.4 |
|
| S3 |
1,948.9 |
1,957.4 |
1,979.7 |
|
| S4 |
1,930.0 |
1,938.5 |
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 |
2,047.6 |
1,978.1 |
69.5 |
3.5% |
24.4 |
1.2% |
10% |
False |
True |
223,443 |
| 10 |
2,085.4 |
1,978.1 |
107.3 |
5.4% |
28.5 |
1.4% |
6% |
False |
True |
235,424 |
| 20 |
2,085.4 |
1,978.1 |
107.3 |
5.4% |
28.5 |
1.4% |
6% |
False |
True |
217,804 |
| 40 |
2,085.4 |
1,953.7 |
131.7 |
6.6% |
30.3 |
1.5% |
24% |
False |
False |
191,346 |
| 60 |
2,085.4 |
1,827.6 |
257.8 |
13.0% |
30.1 |
1.5% |
61% |
False |
False |
140,759 |
| 80 |
2,085.4 |
1,827.6 |
257.8 |
13.0% |
29.2 |
1.5% |
61% |
False |
False |
106,827 |
| 100 |
2,085.4 |
1,824.4 |
261.0 |
13.1% |
28.2 |
1.4% |
61% |
False |
False |
86,110 |
| 120 |
2,085.4 |
1,769.1 |
316.3 |
15.9% |
27.5 |
1.4% |
68% |
False |
False |
72,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,077.3 |
|
2.618 |
2,046.5 |
|
1.618 |
2,027.6 |
|
1.000 |
2,015.9 |
|
0.618 |
2,008.7 |
|
HIGH |
1,997.0 |
|
0.618 |
1,989.8 |
|
0.500 |
1,987.6 |
|
0.382 |
1,985.3 |
|
LOW |
1,978.1 |
|
0.618 |
1,966.4 |
|
1.000 |
1,959.2 |
|
1.618 |
1,947.5 |
|
2.618 |
1,928.6 |
|
4.250 |
1,897.8 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,987.6 |
2,002.8 |
| PP |
1,986.7 |
1,996.8 |
| S1 |
1,985.8 |
1,990.9 |
|