| 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 |
2,040.8 |
2,012.1 |
-28.7 |
-1.4% |
2,044.2 |
| High |
2,042.0 |
2,015.9 |
-26.1 |
-1.3% |
2,075.3 |
| Low |
2,008.5 |
1,997.1 |
-11.4 |
-0.6% |
2,025.0 |
| Close |
2,012.2 |
2,003.7 |
-8.5 |
-0.4% |
2,039.1 |
| Range |
33.5 |
18.8 |
-14.7 |
-43.9% |
50.3 |
| ATR |
29.4 |
28.7 |
-0.8 |
-2.6% |
0.0 |
| Volume |
27,284 |
37,475 |
10,191 |
37.4% |
269,233 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.0 |
2,051.6 |
2,014.0 |
|
| R3 |
2,043.2 |
2,032.8 |
2,008.9 |
|
| R2 |
2,024.4 |
2,024.4 |
2,007.1 |
|
| R1 |
2,014.0 |
2,014.0 |
2,005.4 |
2,009.8 |
| PP |
2,005.6 |
2,005.6 |
2,005.6 |
2,003.5 |
| S1 |
1,995.2 |
1,995.2 |
2,002.0 |
1,991.0 |
| S2 |
1,986.8 |
1,986.8 |
2,000.3 |
|
| S3 |
1,968.0 |
1,976.4 |
1,998.5 |
|
| S4 |
1,949.2 |
1,957.6 |
1,993.4 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.4 |
2,168.5 |
2,066.8 |
|
| R3 |
2,147.1 |
2,118.2 |
2,052.9 |
|
| R2 |
2,096.8 |
2,096.8 |
2,048.3 |
|
| R1 |
2,067.9 |
2,067.9 |
2,043.7 |
2,057.2 |
| PP |
2,046.5 |
2,046.5 |
2,046.5 |
2,041.1 |
| S1 |
2,017.6 |
2,017.6 |
2,034.5 |
2,006.9 |
| S2 |
1,996.2 |
1,996.2 |
2,029.9 |
|
| S3 |
1,945.9 |
1,967.3 |
2,025.3 |
|
| S4 |
1,895.6 |
1,917.0 |
2,011.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,066.8 |
1,997.1 |
69.7 |
3.5% |
24.1 |
1.2% |
9% |
False |
True |
39,265 |
| 10 |
2,102.2 |
1,997.1 |
105.1 |
5.2% |
28.0 |
1.4% |
6% |
False |
True |
44,436 |
| 20 |
2,102.2 |
1,997.1 |
105.1 |
5.2% |
28.1 |
1.4% |
6% |
False |
True |
27,043 |
| 40 |
2,102.2 |
1,971.3 |
130.9 |
6.5% |
29.6 |
1.5% |
25% |
False |
False |
15,672 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.8% |
29.1 |
1.5% |
62% |
False |
False |
11,327 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.8% |
28.2 |
1.4% |
62% |
False |
False |
8,851 |
| 100 |
2,102.2 |
1,840.0 |
262.2 |
13.1% |
27.0 |
1.3% |
62% |
False |
False |
7,305 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.8% |
25.9 |
1.3% |
69% |
False |
False |
6,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.8 |
|
2.618 |
2,065.1 |
|
1.618 |
2,046.3 |
|
1.000 |
2,034.7 |
|
0.618 |
2,027.5 |
|
HIGH |
2,015.9 |
|
0.618 |
2,008.7 |
|
0.500 |
2,006.5 |
|
0.382 |
2,004.3 |
|
LOW |
1,997.1 |
|
0.618 |
1,985.5 |
|
1.000 |
1,978.3 |
|
1.618 |
1,966.7 |
|
2.618 |
1,947.9 |
|
4.250 |
1,917.2 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.5 |
2,021.8 |
| PP |
2,005.6 |
2,015.8 |
| S1 |
2,004.6 |
2,009.7 |
|