| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,068.8 |
2,076.2 |
7.4 |
0.4% |
2,080.2 |
| High |
2,084.4 |
2,079.5 |
-4.9 |
-0.2% |
2,112.4 |
| Low |
2,068.8 |
2,046.0 |
-22.8 |
-1.1% |
2,062.8 |
| Close |
2,079.8 |
2,049.6 |
-30.2 |
-1.5% |
2,076.4 |
| Range |
15.6 |
33.5 |
17.9 |
114.7% |
49.6 |
| ATR |
27.8 |
28.2 |
0.4 |
1.6% |
0.0 |
| Volume |
2,207 |
1,934 |
-273 |
-12.4% |
16,718 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.9 |
2,137.7 |
2,068.0 |
|
| R3 |
2,125.4 |
2,104.2 |
2,058.8 |
|
| R2 |
2,091.9 |
2,091.9 |
2,055.7 |
|
| R1 |
2,070.7 |
2,070.7 |
2,052.7 |
2,064.6 |
| PP |
2,058.4 |
2,058.4 |
2,058.4 |
2,055.3 |
| S1 |
2,037.2 |
2,037.2 |
2,046.5 |
2,031.1 |
| S2 |
2,024.9 |
2,024.9 |
2,043.5 |
|
| S3 |
1,991.4 |
2,003.7 |
2,040.4 |
|
| S4 |
1,957.9 |
1,970.2 |
2,031.2 |
|
|
| 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 |
2,046.0 |
66.4 |
3.2% |
25.3 |
1.2% |
5% |
False |
True |
2,855 |
| 10 |
2,129.7 |
2,046.0 |
83.7 |
4.1% |
27.8 |
1.4% |
4% |
False |
True |
3,394 |
| 20 |
2,129.7 |
2,036.8 |
92.9 |
4.5% |
27.5 |
1.3% |
14% |
False |
False |
2,325 |
| 40 |
2,129.7 |
2,003.9 |
125.8 |
6.1% |
29.0 |
1.4% |
36% |
False |
False |
2,100 |
| 60 |
2,129.7 |
1,883.8 |
245.9 |
12.0% |
27.8 |
1.4% |
67% |
False |
False |
1,755 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.0% |
26.9 |
1.3% |
67% |
False |
False |
1,514 |
| 100 |
2,129.7 |
1,873.2 |
256.5 |
12.5% |
25.2 |
1.2% |
69% |
False |
False |
1,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.9 |
|
2.618 |
2,167.2 |
|
1.618 |
2,133.7 |
|
1.000 |
2,113.0 |
|
0.618 |
2,100.2 |
|
HIGH |
2,079.5 |
|
0.618 |
2,066.7 |
|
0.500 |
2,062.8 |
|
0.382 |
2,058.8 |
|
LOW |
2,046.0 |
|
0.618 |
2,025.3 |
|
1.000 |
2,012.5 |
|
1.618 |
1,991.8 |
|
2.618 |
1,958.3 |
|
4.250 |
1,903.6 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.8 |
2,065.2 |
| PP |
2,058.4 |
2,060.0 |
| S1 |
2,054.0 |
2,054.8 |
|