| 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 |
1,755.2 |
1,766.9 |
11.7 |
0.7% |
1,776.6 |
| High |
1,786.8 |
1,774.1 |
-12.7 |
-0.7% |
1,796.5 |
| Low |
1,747.0 |
1,739.6 |
-7.4 |
-0.4% |
1,707.9 |
| Close |
1,764.9 |
1,749.7 |
-15.2 |
-0.9% |
1,765.4 |
| Range |
39.8 |
34.5 |
-5.3 |
-13.3% |
88.6 |
| ATR |
35.9 |
35.8 |
-0.1 |
-0.3% |
0.0 |
| Volume |
219,482 |
174,670 |
-44,812 |
-20.4% |
1,177,106 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,858.0 |
1,838.3 |
1,768.7 |
|
| R3 |
1,823.5 |
1,803.8 |
1,759.2 |
|
| R2 |
1,789.0 |
1,789.0 |
1,756.0 |
|
| R1 |
1,769.3 |
1,769.3 |
1,752.9 |
1,761.9 |
| PP |
1,754.5 |
1,754.5 |
1,754.5 |
1,750.8 |
| S1 |
1,734.8 |
1,734.8 |
1,746.5 |
1,727.4 |
| S2 |
1,720.0 |
1,720.0 |
1,743.4 |
|
| S3 |
1,685.5 |
1,700.3 |
1,740.2 |
|
| S4 |
1,651.0 |
1,665.8 |
1,730.7 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,022.4 |
1,982.5 |
1,814.1 |
|
| R3 |
1,933.8 |
1,893.9 |
1,789.8 |
|
| R2 |
1,845.2 |
1,845.2 |
1,781.6 |
|
| R1 |
1,805.3 |
1,805.3 |
1,773.5 |
1,781.0 |
| PP |
1,756.6 |
1,756.6 |
1,756.6 |
1,744.4 |
| S1 |
1,716.7 |
1,716.7 |
1,757.3 |
1,692.4 |
| S2 |
1,668.0 |
1,668.0 |
1,749.2 |
|
| S3 |
1,579.4 |
1,628.1 |
1,741.0 |
|
| S4 |
1,490.8 |
1,539.5 |
1,716.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,786.8 |
1,723.4 |
63.4 |
3.6% |
33.8 |
1.9% |
41% |
False |
False |
176,118 |
| 10 |
1,796.5 |
1,707.9 |
88.6 |
5.1% |
37.6 |
2.2% |
47% |
False |
False |
205,999 |
| 20 |
1,825.5 |
1,707.9 |
117.6 |
6.7% |
33.4 |
1.9% |
36% |
False |
False |
184,993 |
| 40 |
1,827.4 |
1,703.0 |
124.4 |
7.1% |
37.4 |
2.1% |
38% |
False |
False |
196,212 |
| 60 |
1,988.0 |
1,703.0 |
285.0 |
16.3% |
39.6 |
2.3% |
16% |
False |
False |
160,259 |
| 80 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
39.0 |
2.2% |
14% |
False |
False |
120,264 |
| 100 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
38.4 |
2.2% |
14% |
False |
False |
96,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,920.7 |
|
2.618 |
1,864.4 |
|
1.618 |
1,829.9 |
|
1.000 |
1,808.6 |
|
0.618 |
1,795.4 |
|
HIGH |
1,774.1 |
|
0.618 |
1,760.9 |
|
0.500 |
1,756.9 |
|
0.382 |
1,752.8 |
|
LOW |
1,739.6 |
|
0.618 |
1,718.3 |
|
1.000 |
1,705.1 |
|
1.618 |
1,683.8 |
|
2.618 |
1,649.3 |
|
4.250 |
1,593.0 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,756.9 |
1,763.2 |
| PP |
1,754.5 |
1,758.7 |
| S1 |
1,752.1 |
1,754.2 |
|