| 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 |
2,076.2 |
2,049.5 |
-26.7 |
-1.3% |
2,080.2 |
| High |
2,079.5 |
2,052.9 |
-26.6 |
-1.3% |
2,112.4 |
| Low |
2,046.0 |
2,035.0 |
-11.0 |
-0.5% |
2,062.8 |
| Close |
2,049.6 |
2,041.4 |
-8.2 |
-0.4% |
2,076.4 |
| Range |
33.5 |
17.9 |
-15.6 |
-46.6% |
49.6 |
| ATR |
28.2 |
27.5 |
-0.7 |
-2.6% |
0.0 |
| Volume |
1,934 |
2,356 |
422 |
21.8% |
16,718 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.8 |
2,087.0 |
2,051.2 |
|
| R3 |
2,078.9 |
2,069.1 |
2,046.3 |
|
| R2 |
2,061.0 |
2,061.0 |
2,044.7 |
|
| R1 |
2,051.2 |
2,051.2 |
2,043.0 |
2,047.2 |
| PP |
2,043.1 |
2,043.1 |
2,043.1 |
2,041.1 |
| S1 |
2,033.3 |
2,033.3 |
2,039.8 |
2,029.3 |
| S2 |
2,025.2 |
2,025.2 |
2,038.1 |
|
| S3 |
2,007.3 |
2,015.4 |
2,036.5 |
|
| S4 |
1,989.4 |
1,997.5 |
2,031.6 |
|
|
| 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 |
2,103.6 |
2,035.0 |
68.6 |
3.4% |
23.6 |
1.2% |
9% |
False |
True |
2,503 |
| 10 |
2,129.7 |
2,035.0 |
94.7 |
4.6% |
26.5 |
1.3% |
7% |
False |
True |
3,308 |
| 20 |
2,129.7 |
2,035.0 |
94.7 |
4.6% |
26.6 |
1.3% |
7% |
False |
True |
2,388 |
| 40 |
2,129.7 |
2,003.9 |
125.8 |
6.2% |
28.3 |
1.4% |
30% |
False |
False |
2,121 |
| 60 |
2,129.7 |
1,883.8 |
245.9 |
12.0% |
27.8 |
1.4% |
64% |
False |
False |
1,789 |
| 80 |
2,129.7 |
1,883.8 |
245.9 |
12.0% |
26.8 |
1.3% |
64% |
False |
False |
1,520 |
| 100 |
2,129.7 |
1,873.2 |
256.5 |
12.6% |
25.3 |
1.2% |
66% |
False |
False |
1,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.0 |
|
2.618 |
2,099.8 |
|
1.618 |
2,081.9 |
|
1.000 |
2,070.8 |
|
0.618 |
2,064.0 |
|
HIGH |
2,052.9 |
|
0.618 |
2,046.1 |
|
0.500 |
2,044.0 |
|
0.382 |
2,041.8 |
|
LOW |
2,035.0 |
|
0.618 |
2,023.9 |
|
1.000 |
2,017.1 |
|
1.618 |
2,006.0 |
|
2.618 |
1,988.1 |
|
4.250 |
1,958.9 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.0 |
2,059.7 |
| PP |
2,043.1 |
2,053.6 |
| S1 |
2,042.3 |
2,047.5 |
|