| 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 |
4,152.75 |
4,144.50 |
-8.25 |
-0.2% |
4,151.00 |
| High |
4,168.50 |
4,164.50 |
-4.00 |
-0.1% |
4,173.25 |
| Low |
4,121.50 |
4,111.75 |
-9.75 |
-0.2% |
4,111.75 |
| Close |
4,143.75 |
4,138.00 |
-5.75 |
-0.1% |
4,138.00 |
| Range |
47.00 |
52.75 |
5.75 |
12.2% |
61.50 |
| ATR |
53.41 |
53.36 |
-0.05 |
-0.1% |
0.00 |
| Volume |
1,473,383 |
1,434,601 |
-38,782 |
-2.6% |
6,822,509 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,296.25 |
4,270.00 |
4,167.00 |
|
| R3 |
4,243.50 |
4,217.25 |
4,152.50 |
|
| R2 |
4,190.75 |
4,190.75 |
4,147.75 |
|
| R1 |
4,164.50 |
4,164.50 |
4,142.75 |
4,151.25 |
| PP |
4,138.00 |
4,138.00 |
4,138.00 |
4,131.50 |
| S1 |
4,111.75 |
4,111.75 |
4,133.25 |
4,098.50 |
| S2 |
4,085.25 |
4,085.25 |
4,128.25 |
|
| S3 |
4,032.50 |
4,059.00 |
4,123.50 |
|
| S4 |
3,979.75 |
4,006.25 |
4,109.00 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,325.50 |
4,293.25 |
4,171.75 |
|
| R3 |
4,264.00 |
4,231.75 |
4,155.00 |
|
| R2 |
4,202.50 |
4,202.50 |
4,149.25 |
|
| R1 |
4,170.25 |
4,170.25 |
4,143.75 |
4,155.50 |
| PP |
4,141.00 |
4,141.00 |
4,141.00 |
4,133.75 |
| S1 |
4,108.75 |
4,108.75 |
4,132.25 |
4,094.00 |
| S2 |
4,079.50 |
4,079.50 |
4,126.75 |
|
| S3 |
4,018.00 |
4,047.25 |
4,121.00 |
|
| S4 |
3,956.50 |
3,985.75 |
4,104.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,173.25 |
4,111.75 |
61.50 |
1.5% |
41.25 |
1.0% |
43% |
False |
True |
1,364,501 |
| 10 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
53.50 |
1.3% |
53% |
False |
False |
1,529,623 |
| 20 |
4,206.25 |
4,062.25 |
144.00 |
3.5% |
49.75 |
1.2% |
53% |
False |
False |
1,554,125 |
| 40 |
4,206.25 |
3,897.25 |
309.00 |
7.5% |
53.75 |
1.3% |
78% |
False |
False |
1,572,546 |
| 60 |
4,206.25 |
3,839.25 |
367.00 |
8.9% |
60.00 |
1.4% |
81% |
False |
False |
1,292,181 |
| 80 |
4,244.75 |
3,839.25 |
405.50 |
9.8% |
61.50 |
1.5% |
74% |
False |
False |
970,131 |
| 100 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
63.00 |
1.5% |
75% |
False |
False |
776,415 |
| 120 |
4,244.75 |
3,821.50 |
423.25 |
10.2% |
64.50 |
1.6% |
75% |
False |
False |
647,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,388.75 |
|
2.618 |
4,302.50 |
|
1.618 |
4,249.75 |
|
1.000 |
4,217.25 |
|
0.618 |
4,197.00 |
|
HIGH |
4,164.50 |
|
0.618 |
4,144.25 |
|
0.500 |
4,138.00 |
|
0.382 |
4,132.00 |
|
LOW |
4,111.75 |
|
0.618 |
4,079.25 |
|
1.000 |
4,059.00 |
|
1.618 |
4,026.50 |
|
2.618 |
3,973.75 |
|
4.250 |
3,887.50 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
4,138.00 |
4,142.50 |
| PP |
4,138.00 |
4,141.00 |
| S1 |
4,138.00 |
4,139.50 |
|