| 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 |
2,096.0 |
2,078.9 |
-17.1 |
-0.8% |
2,080.2 |
| High |
2,103.6 |
2,083.9 |
-19.7 |
-0.9% |
2,112.4 |
| Low |
2,073.7 |
2,062.8 |
-10.9 |
-0.5% |
2,062.8 |
| Close |
2,077.1 |
2,076.4 |
-0.7 |
0.0% |
2,076.4 |
| Range |
29.9 |
21.1 |
-8.8 |
-29.4% |
49.6 |
| ATR |
29.3 |
28.7 |
-0.6 |
-2.0% |
0.0 |
| Volume |
4,337 |
1,681 |
-2,656 |
-61.2% |
16,718 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.7 |
2,128.1 |
2,088.0 |
|
| R3 |
2,116.6 |
2,107.0 |
2,082.2 |
|
| R2 |
2,095.5 |
2,095.5 |
2,080.3 |
|
| R1 |
2,085.9 |
2,085.9 |
2,078.3 |
2,080.2 |
| PP |
2,074.4 |
2,074.4 |
2,074.4 |
2,071.5 |
| S1 |
2,064.8 |
2,064.8 |
2,074.5 |
2,059.1 |
| S2 |
2,053.3 |
2,053.3 |
2,072.5 |
|
| S3 |
2,032.2 |
2,043.7 |
2,070.6 |
|
| S4 |
2,011.1 |
2,022.6 |
2,064.8 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.7 |
2,204.1 |
2,103.7 |
|
| R3 |
2,183.1 |
2,154.5 |
2,090.0 |
|
| R2 |
2,133.5 |
2,133.5 |
2,085.5 |
|
| R1 |
2,104.9 |
2,104.9 |
2,080.9 |
2,094.4 |
| PP |
2,083.9 |
2,083.9 |
2,083.9 |
2,078.6 |
| S1 |
2,055.3 |
2,055.3 |
2,071.9 |
2,044.8 |
| S2 |
2,034.3 |
2,034.3 |
2,067.3 |
|
| S3 |
1,984.7 |
2,005.7 |
2,062.8 |
|
| S4 |
1,935.1 |
1,956.1 |
2,049.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,112.4 |
2,062.8 |
49.6 |
2.4% |
22.1 |
1.1% |
27% |
False |
True |
3,343 |
| 10 |
2,129.7 |
2,041.4 |
88.3 |
4.3% |
29.8 |
1.4% |
40% |
False |
False |
3,336 |
| 20 |
2,129.7 |
2,036.8 |
92.9 |
4.5% |
27.7 |
1.3% |
43% |
False |
False |
2,192 |
| 40 |
2,129.7 |
1,988.7 |
141.0 |
6.8% |
30.5 |
1.5% |
62% |
False |
False |
2,096 |
| 60 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
27.6 |
1.3% |
78% |
False |
False |
1,693 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
26.8 |
1.3% |
78% |
False |
False |
1,505 |
| 100 |
2,129.7 |
1,873.2 |
256.5 |
12.4% |
25.0 |
1.2% |
79% |
False |
False |
1,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.6 |
|
2.618 |
2,139.1 |
|
1.618 |
2,118.0 |
|
1.000 |
2,105.0 |
|
0.618 |
2,096.9 |
|
HIGH |
2,083.9 |
|
0.618 |
2,075.8 |
|
0.500 |
2,073.4 |
|
0.382 |
2,070.9 |
|
LOW |
2,062.8 |
|
0.618 |
2,049.8 |
|
1.000 |
2,041.7 |
|
1.618 |
2,028.7 |
|
2.618 |
2,007.6 |
|
4.250 |
1,973.1 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.4 |
2,087.6 |
| PP |
2,074.4 |
2,083.9 |
| S1 |
2,073.4 |
2,080.1 |
|