| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,078.9 |
2,068.8 |
-10.1 |
-0.5% |
2,080.2 |
| High |
2,083.9 |
2,084.4 |
0.5 |
0.0% |
2,112.4 |
| Low |
2,062.8 |
2,068.8 |
6.0 |
0.3% |
2,062.8 |
| Close |
2,076.4 |
2,079.8 |
3.4 |
0.2% |
2,076.4 |
| Range |
21.1 |
15.6 |
-5.5 |
-26.1% |
49.6 |
| ATR |
28.7 |
27.8 |
-0.9 |
-3.3% |
0.0 |
| Volume |
1,681 |
2,207 |
526 |
31.3% |
16,718 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.5 |
2,117.7 |
2,088.4 |
|
| R3 |
2,108.9 |
2,102.1 |
2,084.1 |
|
| R2 |
2,093.3 |
2,093.3 |
2,082.7 |
|
| R1 |
2,086.5 |
2,086.5 |
2,081.2 |
2,089.9 |
| PP |
2,077.7 |
2,077.7 |
2,077.7 |
2,079.4 |
| S1 |
2,070.9 |
2,070.9 |
2,078.4 |
2,074.3 |
| S2 |
2,062.1 |
2,062.1 |
2,076.9 |
|
| S3 |
2,046.5 |
2,055.3 |
2,075.5 |
|
| S4 |
2,030.9 |
2,039.7 |
2,071.2 |
|
|
| 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% |
22.3 |
1.1% |
34% |
False |
False |
3,090 |
| 10 |
2,129.7 |
2,044.4 |
85.3 |
4.1% |
28.3 |
1.4% |
42% |
False |
False |
3,469 |
| 20 |
2,129.7 |
2,036.8 |
92.9 |
4.5% |
26.8 |
1.3% |
46% |
False |
False |
2,254 |
| 40 |
2,129.7 |
2,003.9 |
125.8 |
6.0% |
29.2 |
1.4% |
60% |
False |
False |
2,101 |
| 60 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
27.6 |
1.3% |
80% |
False |
False |
1,726 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
11.8% |
26.6 |
1.3% |
80% |
False |
False |
1,520 |
| 100 |
2,129.7 |
1,873.2 |
256.5 |
12.3% |
25.1 |
1.2% |
81% |
False |
False |
1,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,150.7 |
|
2.618 |
2,125.2 |
|
1.618 |
2,109.6 |
|
1.000 |
2,100.0 |
|
0.618 |
2,094.0 |
|
HIGH |
2,084.4 |
|
0.618 |
2,078.4 |
|
0.500 |
2,076.6 |
|
0.382 |
2,074.8 |
|
LOW |
2,068.8 |
|
0.618 |
2,059.2 |
|
1.000 |
2,053.2 |
|
1.618 |
2,043.6 |
|
2.618 |
2,028.0 |
|
4.250 |
2,002.5 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.7 |
2,083.2 |
| PP |
2,077.7 |
2,082.1 |
| S1 |
2,076.6 |
2,080.9 |
|