| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,075.4 |
2,044.2 |
-31.2 |
-1.5% |
2,019.1 |
| High |
2,080.3 |
2,056.5 |
-23.8 |
-1.1% |
2,102.2 |
| Low |
2,026.2 |
2,041.5 |
15.3 |
0.8% |
2,004.8 |
| Close |
2,044.2 |
2,052.8 |
8.6 |
0.4% |
2,044.2 |
| Range |
54.1 |
15.0 |
-39.1 |
-72.3% |
97.4 |
| ATR |
33.3 |
32.0 |
-1.3 |
-3.9% |
0.0 |
| Volume |
45,835 |
60,811 |
14,976 |
32.7% |
105,389 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.3 |
2,089.0 |
2,061.1 |
|
| R3 |
2,080.3 |
2,074.0 |
2,056.9 |
|
| R2 |
2,065.3 |
2,065.3 |
2,055.6 |
|
| R1 |
2,059.0 |
2,059.0 |
2,054.2 |
2,062.2 |
| PP |
2,050.3 |
2,050.3 |
2,050.3 |
2,051.8 |
| S1 |
2,044.0 |
2,044.0 |
2,051.4 |
2,047.2 |
| S2 |
2,035.3 |
2,035.3 |
2,050.1 |
|
| S3 |
2,020.3 |
2,029.0 |
2,048.7 |
|
| S4 |
2,005.3 |
2,014.0 |
2,044.6 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.6 |
2,290.8 |
2,097.8 |
|
| R3 |
2,245.2 |
2,193.4 |
2,071.0 |
|
| R2 |
2,147.8 |
2,147.8 |
2,062.1 |
|
| R1 |
2,096.0 |
2,096.0 |
2,053.1 |
2,121.9 |
| PP |
2,050.4 |
2,050.4 |
2,050.4 |
2,063.4 |
| S1 |
1,998.6 |
1,998.6 |
2,035.3 |
2,024.5 |
| S2 |
1,953.0 |
1,953.0 |
2,026.3 |
|
| S3 |
1,855.6 |
1,901.2 |
2,017.4 |
|
| S4 |
1,758.2 |
1,803.8 |
1,990.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.2 |
2,006.0 |
96.2 |
4.7% |
37.7 |
1.8% |
49% |
False |
False |
31,619 |
| 10 |
2,102.2 |
2,001.0 |
101.2 |
4.9% |
32.3 |
1.6% |
51% |
False |
False |
21,290 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
5.0% |
31.2 |
1.5% |
52% |
False |
False |
13,169 |
| 40 |
2,102.2 |
1,910.5 |
191.7 |
9.3% |
32.7 |
1.6% |
74% |
False |
False |
8,434 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.5% |
28.8 |
1.4% |
81% |
False |
False |
6,223 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.5% |
28.3 |
1.4% |
81% |
False |
False |
5,077 |
| 100 |
2,102.2 |
1,828.8 |
273.4 |
13.3% |
26.9 |
1.3% |
82% |
False |
False |
4,182 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.4% |
25.3 |
1.2% |
84% |
False |
False |
3,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.3 |
|
2.618 |
2,095.8 |
|
1.618 |
2,080.8 |
|
1.000 |
2,071.5 |
|
0.618 |
2,065.8 |
|
HIGH |
2,056.5 |
|
0.618 |
2,050.8 |
|
0.500 |
2,049.0 |
|
0.382 |
2,047.2 |
|
LOW |
2,041.5 |
|
0.618 |
2,032.2 |
|
1.000 |
2,026.5 |
|
1.618 |
2,017.2 |
|
2.618 |
2,002.2 |
|
4.250 |
1,977.8 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.5 |
2,064.2 |
| PP |
2,050.3 |
2,060.4 |
| S1 |
2,049.0 |
2,056.6 |
|