| 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 |
1,857.3450 |
1,795.7300 |
-61.6150 |
-3.3% |
1,991.4400 |
| High |
1,857.3970 |
1,800.7490 |
-56.6480 |
-3.0% |
2,016.1780 |
| Low |
1,776.3360 |
1,742.1740 |
-34.1620 |
-1.9% |
1,742.1740 |
| Close |
1,795.7300 |
1,789.3410 |
-6.3890 |
-0.4% |
1,789.3410 |
| Range |
81.0610 |
58.5750 |
-22.4860 |
-27.7% |
274.0040 |
| ATR |
89.7624 |
87.5347 |
-2.2277 |
-2.5% |
0.0000 |
| Volume |
318,343 |
270,427 |
-47,916 |
-15.1% |
1,098,169 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,953.1463 |
1,929.8187 |
1,821.5573 |
|
| R3 |
1,894.5713 |
1,871.2437 |
1,805.4491 |
|
| R2 |
1,835.9963 |
1,835.9963 |
1,800.0798 |
|
| R1 |
1,812.6687 |
1,812.6687 |
1,794.7104 |
1,795.0450 |
| PP |
1,777.4213 |
1,777.4213 |
1,777.4213 |
1,768.6095 |
| S1 |
1,754.0937 |
1,754.0937 |
1,783.9716 |
1,736.4700 |
| S2 |
1,718.8463 |
1,718.8463 |
1,778.6023 |
|
| S3 |
1,660.2713 |
1,695.5187 |
1,773.2329 |
|
| S4 |
1,601.6963 |
1,636.9437 |
1,757.1248 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.2430 |
2,504.2960 |
1,940.0432 |
|
| R3 |
2,397.2390 |
2,230.2920 |
1,864.6921 |
|
| R2 |
2,123.2350 |
2,123.2350 |
1,839.5751 |
|
| R1 |
1,956.2880 |
1,956.2880 |
1,814.4580 |
1,902.7595 |
| PP |
1,849.2310 |
1,849.2310 |
1,849.2310 |
1,822.4668 |
| S1 |
1,682.2840 |
1,682.2840 |
1,764.2240 |
1,628.7555 |
| S2 |
1,575.2270 |
1,575.2270 |
1,739.1069 |
|
| S3 |
1,301.2230 |
1,408.2800 |
1,713.9899 |
|
| S4 |
1,027.2190 |
1,134.2760 |
1,638.6388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,016.1780 |
1,742.1740 |
274.0040 |
15.3% |
90.7248 |
5.1% |
17% |
False |
True |
219,633 |
| 10 |
2,016.1780 |
1,742.1740 |
274.0040 |
15.3% |
87.3737 |
4.9% |
17% |
False |
True |
198,624 |
| 20 |
2,137.7700 |
1,742.1740 |
395.5960 |
22.1% |
89.1728 |
5.0% |
12% |
False |
True |
226,165 |
| 40 |
2,137.7700 |
1,659.0030 |
478.7670 |
26.8% |
89.3034 |
5.0% |
27% |
False |
False |
229,208 |
| 60 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.7% |
87.9686 |
4.9% |
54% |
False |
False |
246,081 |
| 80 |
2,137.7700 |
1,372.9410 |
764.8290 |
42.7% |
85.5165 |
4.8% |
54% |
False |
False |
252,264 |
| 100 |
2,137.7700 |
1,152.4650 |
985.3050 |
55.1% |
77.1032 |
4.3% |
65% |
False |
False |
287,697 |
| 120 |
2,137.7700 |
1,077.4100 |
1,060.3600 |
59.3% |
74.2879 |
4.2% |
67% |
False |
False |
322,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,049.6928 |
|
2.618 |
1,954.0984 |
|
1.618 |
1,895.5234 |
|
1.000 |
1,859.3240 |
|
0.618 |
1,836.9484 |
|
HIGH |
1,800.7490 |
|
0.618 |
1,778.3734 |
|
0.500 |
1,771.4615 |
|
0.382 |
1,764.5497 |
|
LOW |
1,742.1740 |
|
0.618 |
1,705.9747 |
|
1.000 |
1,683.5990 |
|
1.618 |
1,647.3997 |
|
2.618 |
1,588.8247 |
|
4.250 |
1,493.2303 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,783.3812 |
1,814.2930 |
| PP |
1,777.4213 |
1,805.9757 |
| S1 |
1,771.4615 |
1,797.6583 |
|