| Trading Metrics calculated at close of trading on 11-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2023 |
11-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,100.0 |
2,096.0 |
-4.0 |
-0.2% |
2,050.6 |
| High |
2,112.4 |
2,103.6 |
-8.8 |
-0.4% |
2,129.7 |
| Low |
2,085.8 |
2,073.7 |
-12.1 |
-0.6% |
2,041.4 |
| Close |
2,094.3 |
2,077.1 |
-17.2 |
-0.8% |
2,081.4 |
| Range |
26.6 |
29.9 |
3.3 |
12.4% |
88.3 |
| ATR |
29.2 |
29.3 |
0.0 |
0.2% |
0.0 |
| Volume |
4,116 |
4,337 |
221 |
5.4% |
16,649 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.5 |
2,155.7 |
2,093.5 |
|
| R3 |
2,144.6 |
2,125.8 |
2,085.3 |
|
| R2 |
2,114.7 |
2,114.7 |
2,082.6 |
|
| R1 |
2,095.9 |
2,095.9 |
2,079.8 |
2,090.4 |
| PP |
2,084.8 |
2,084.8 |
2,084.8 |
2,082.0 |
| S1 |
2,066.0 |
2,066.0 |
2,074.4 |
2,060.5 |
| S2 |
2,054.9 |
2,054.9 |
2,071.6 |
|
| S3 |
2,025.0 |
2,036.1 |
2,068.9 |
|
| S4 |
1,995.1 |
2,006.2 |
2,060.7 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,349.1 |
2,303.5 |
2,130.0 |
|
| R3 |
2,260.8 |
2,215.2 |
2,105.7 |
|
| R2 |
2,172.5 |
2,172.5 |
2,097.6 |
|
| R1 |
2,126.9 |
2,126.9 |
2,089.5 |
2,149.7 |
| PP |
2,084.2 |
2,084.2 |
2,084.2 |
2,095.6 |
| S1 |
2,038.6 |
2,038.6 |
2,073.3 |
2,061.4 |
| S2 |
1,995.9 |
1,995.9 |
2,065.2 |
|
| S3 |
1,907.6 |
1,950.3 |
2,057.1 |
|
| S4 |
1,819.3 |
1,862.0 |
2,032.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,116.1 |
2,063.3 |
52.8 |
2.5% |
28.4 |
1.4% |
26% |
False |
False |
4,201 |
| 10 |
2,129.7 |
2,041.2 |
88.5 |
4.3% |
29.4 |
1.4% |
41% |
False |
False |
3,284 |
| 20 |
2,129.7 |
2,036.8 |
92.9 |
4.5% |
29.3 |
1.4% |
43% |
False |
False |
2,228 |
| 40 |
2,129.7 |
1,974.9 |
154.8 |
7.5% |
30.6 |
1.5% |
66% |
False |
False |
2,086 |
| 60 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
27.8 |
1.3% |
79% |
False |
False |
1,685 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
26.9 |
1.3% |
79% |
False |
False |
1,488 |
| 100 |
2,129.7 |
1,864.5 |
265.2 |
12.8% |
24.9 |
1.2% |
80% |
False |
False |
1,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.7 |
|
2.618 |
2,181.9 |
|
1.618 |
2,152.0 |
|
1.000 |
2,133.5 |
|
0.618 |
2,122.1 |
|
HIGH |
2,103.6 |
|
0.618 |
2,092.2 |
|
0.500 |
2,088.7 |
|
0.382 |
2,085.1 |
|
LOW |
2,073.7 |
|
0.618 |
2,055.2 |
|
1.000 |
2,043.8 |
|
1.618 |
2,025.3 |
|
2.618 |
1,995.4 |
|
4.250 |
1,946.6 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.7 |
2,093.1 |
| PP |
2,084.8 |
2,087.7 |
| S1 |
2,081.0 |
2,082.4 |
|