| 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 |
13,308.41 |
13,371.38 |
62.97 |
0.5% |
13,229.11 |
| High |
13,384.42 |
13,411.70 |
27.28 |
0.2% |
13,291.11 |
| Low |
13,204.79 |
13,306.08 |
101.29 |
0.8% |
12,938.45 |
| Close |
13,347.83 |
13,389.78 |
41.95 |
0.3% |
13,259.13 |
| Range |
179.63 |
105.62 |
-74.01 |
-41.2% |
352.66 |
| ATR |
187.33 |
181.49 |
-5.84 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,686.05 |
13,643.53 |
13,447.87 |
|
| R3 |
13,580.43 |
13,537.91 |
13,418.83 |
|
| R2 |
13,474.81 |
13,474.81 |
13,409.14 |
|
| R1 |
13,432.29 |
13,432.29 |
13,399.46 |
13,453.55 |
| PP |
13,369.19 |
13,369.19 |
13,369.19 |
13,379.82 |
| S1 |
13,326.67 |
13,326.67 |
13,380.10 |
13,347.93 |
| S2 |
13,263.57 |
13,263.57 |
13,370.42 |
|
| S3 |
13,157.95 |
13,221.05 |
13,360.73 |
|
| S4 |
13,052.33 |
13,115.43 |
13,331.69 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,220.88 |
14,092.66 |
13,453.09 |
|
| R3 |
13,868.22 |
13,740.00 |
13,356.11 |
|
| R2 |
13,515.56 |
13,515.56 |
13,323.78 |
|
| R1 |
13,387.34 |
13,387.34 |
13,291.46 |
13,451.45 |
| PP |
13,162.90 |
13,162.90 |
13,162.90 |
13,194.95 |
| S1 |
13,034.68 |
13,034.68 |
13,226.80 |
13,098.79 |
| S2 |
12,810.24 |
12,810.24 |
13,194.48 |
|
| S3 |
12,457.58 |
12,682.02 |
13,162.15 |
|
| S4 |
12,104.92 |
12,329.36 |
13,065.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,411.70 |
13,059.91 |
351.79 |
2.6% |
137.35 |
1.0% |
94% |
True |
False |
|
| 10 |
13,411.70 |
12,938.45 |
473.25 |
3.5% |
146.39 |
1.1% |
95% |
True |
False |
|
| 20 |
13,411.70 |
12,724.62 |
687.08 |
5.1% |
156.39 |
1.2% |
97% |
True |
False |
|
| 40 |
13,411.70 |
12,190.65 |
1,221.05 |
9.1% |
177.67 |
1.3% |
98% |
True |
False |
|
| 60 |
13,411.70 |
11,695.41 |
1,716.29 |
12.8% |
186.08 |
1.4% |
99% |
True |
False |
|
| 80 |
13,411.70 |
11,251.94 |
2,159.76 |
16.1% |
201.99 |
1.5% |
99% |
True |
False |
|
| 100 |
13,411.70 |
10,671.19 |
2,740.51 |
20.5% |
203.50 |
1.5% |
99% |
True |
False |
|
| 120 |
13,411.70 |
10,671.19 |
2,740.51 |
20.5% |
207.50 |
1.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,860.59 |
|
2.618 |
13,688.21 |
|
1.618 |
13,582.59 |
|
1.000 |
13,517.32 |
|
0.618 |
13,476.97 |
|
HIGH |
13,411.70 |
|
0.618 |
13,371.35 |
|
0.500 |
13,358.89 |
|
0.382 |
13,346.43 |
|
LOW |
13,306.08 |
|
0.618 |
13,240.81 |
|
1.000 |
13,200.46 |
|
1.618 |
13,135.19 |
|
2.618 |
13,029.57 |
|
4.250 |
12,857.20 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
13,379.48 |
13,360.78 |
| PP |
13,369.19 |
13,331.79 |
| S1 |
13,358.89 |
13,302.79 |
|