| 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 |
7,755.0 |
7,786.5 |
31.5 |
0.4% |
7,779.0 |
| High |
7,799.0 |
7,810.0 |
11.0 |
0.1% |
7,808.0 |
| Low |
7,750.0 |
7,729.0 |
-21.0 |
-0.3% |
7,683.5 |
| Close |
7,779.5 |
7,753.0 |
-26.5 |
-0.3% |
7,755.0 |
| Range |
49.0 |
81.0 |
32.0 |
65.3% |
124.5 |
| ATR |
74.0 |
74.5 |
0.5 |
0.7% |
0.0 |
| Volume |
63,125 |
85,809 |
22,684 |
35.9% |
272,193 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,007.0 |
7,961.0 |
7,797.5 |
|
| R3 |
7,926.0 |
7,880.0 |
7,775.5 |
|
| R2 |
7,845.0 |
7,845.0 |
7,768.0 |
|
| R1 |
7,799.0 |
7,799.0 |
7,760.5 |
7,781.5 |
| PP |
7,764.0 |
7,764.0 |
7,764.0 |
7,755.0 |
| S1 |
7,718.0 |
7,718.0 |
7,745.5 |
7,700.5 |
| S2 |
7,683.0 |
7,683.0 |
7,738.0 |
|
| S3 |
7,602.0 |
7,637.0 |
7,730.5 |
|
| S4 |
7,521.0 |
7,556.0 |
7,708.5 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,122.5 |
8,063.0 |
7,823.5 |
|
| R3 |
7,998.0 |
7,938.5 |
7,789.0 |
|
| R2 |
7,873.5 |
7,873.5 |
7,778.0 |
|
| R1 |
7,814.0 |
7,814.0 |
7,766.5 |
7,781.5 |
| PP |
7,749.0 |
7,749.0 |
7,749.0 |
7,732.5 |
| S1 |
7,689.5 |
7,689.5 |
7,743.5 |
7,657.0 |
| S2 |
7,624.5 |
7,624.5 |
7,732.0 |
|
| S3 |
7,500.0 |
7,565.0 |
7,721.0 |
|
| S4 |
7,375.5 |
7,440.5 |
7,686.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,810.0 |
7,683.5 |
126.5 |
1.6% |
70.0 |
0.9% |
55% |
True |
False |
84,225 |
| 10 |
7,813.5 |
7,683.5 |
130.0 |
1.7% |
67.0 |
0.9% |
53% |
False |
False |
69,719 |
| 20 |
7,935.5 |
7,683.5 |
252.0 |
3.3% |
66.0 |
0.9% |
28% |
False |
False |
67,477 |
| 40 |
7,935.5 |
7,198.0 |
737.5 |
9.5% |
82.0 |
1.1% |
75% |
False |
False |
70,551 |
| 60 |
7,979.5 |
7,198.0 |
781.5 |
10.1% |
81.5 |
1.1% |
71% |
False |
False |
63,022 |
| 80 |
7,980.0 |
7,198.0 |
782.0 |
10.1% |
67.5 |
0.9% |
71% |
False |
False |
47,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,154.0 |
|
2.618 |
8,022.0 |
|
1.618 |
7,941.0 |
|
1.000 |
7,891.0 |
|
0.618 |
7,860.0 |
|
HIGH |
7,810.0 |
|
0.618 |
7,779.0 |
|
0.500 |
7,769.5 |
|
0.382 |
7,760.0 |
|
LOW |
7,729.0 |
|
0.618 |
7,679.0 |
|
1.000 |
7,648.0 |
|
1.618 |
7,598.0 |
|
2.618 |
7,517.0 |
|
4.250 |
7,385.0 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
7,769.5 |
7,769.5 |
| PP |
7,764.0 |
7,764.0 |
| S1 |
7,758.5 |
7,758.5 |
|