| 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 |
1,766.9 |
1,750.4 |
-16.5 |
-0.9% |
1,765.6 |
| High |
1,774.1 |
1,763.1 |
-11.0 |
-0.6% |
1,786.8 |
| Low |
1,739.6 |
1,734.9 |
-4.7 |
-0.3% |
1,734.9 |
| Close |
1,749.7 |
1,746.5 |
-3.2 |
-0.2% |
1,746.5 |
| Range |
34.5 |
28.2 |
-6.3 |
-18.3% |
51.9 |
| ATR |
35.8 |
35.2 |
-0.5 |
-1.5% |
0.0 |
| Volume |
174,670 |
148,903 |
-25,767 |
-14.8% |
811,207 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,832.8 |
1,817.8 |
1,762.0 |
|
| R3 |
1,804.6 |
1,789.6 |
1,754.3 |
|
| R2 |
1,776.4 |
1,776.4 |
1,751.7 |
|
| R1 |
1,761.4 |
1,761.4 |
1,749.1 |
1,754.8 |
| PP |
1,748.2 |
1,748.2 |
1,748.2 |
1,744.9 |
| S1 |
1,733.2 |
1,733.2 |
1,743.9 |
1,726.6 |
| S2 |
1,720.0 |
1,720.0 |
1,741.3 |
|
| S3 |
1,691.8 |
1,705.0 |
1,738.7 |
|
| S4 |
1,663.6 |
1,676.8 |
1,731.0 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.8 |
1,881.0 |
1,775.0 |
|
| R3 |
1,859.9 |
1,829.1 |
1,760.8 |
|
| R2 |
1,808.0 |
1,808.0 |
1,756.0 |
|
| R1 |
1,777.2 |
1,777.2 |
1,751.3 |
1,766.7 |
| PP |
1,756.1 |
1,756.1 |
1,756.1 |
1,750.8 |
| S1 |
1,725.3 |
1,725.3 |
1,741.7 |
1,714.8 |
| S2 |
1,704.2 |
1,704.2 |
1,737.0 |
|
| S3 |
1,652.3 |
1,673.4 |
1,732.2 |
|
| S4 |
1,600.4 |
1,621.5 |
1,718.0 |
|
|
| 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 |
1,734.9 |
51.9 |
3.0% |
29.7 |
1.7% |
22% |
False |
True |
162,241 |
| 10 |
1,796.5 |
1,707.9 |
88.6 |
5.1% |
36.6 |
2.1% |
44% |
False |
False |
198,831 |
| 20 |
1,825.5 |
1,707.9 |
117.6 |
6.7% |
32.8 |
1.9% |
33% |
False |
False |
183,399 |
| 40 |
1,827.4 |
1,703.0 |
124.4 |
7.1% |
36.3 |
2.1% |
35% |
False |
False |
190,548 |
| 60 |
1,988.0 |
1,703.0 |
285.0 |
16.3% |
39.4 |
2.3% |
15% |
False |
False |
162,740 |
| 80 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
38.7 |
2.2% |
13% |
False |
False |
122,121 |
| 100 |
2,033.3 |
1,703.0 |
330.3 |
18.9% |
38.3 |
2.2% |
13% |
False |
False |
97,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,883.0 |
|
2.618 |
1,836.9 |
|
1.618 |
1,808.7 |
|
1.000 |
1,791.3 |
|
0.618 |
1,780.5 |
|
HIGH |
1,763.1 |
|
0.618 |
1,752.3 |
|
0.500 |
1,749.0 |
|
0.382 |
1,745.7 |
|
LOW |
1,734.9 |
|
0.618 |
1,717.5 |
|
1.000 |
1,706.7 |
|
1.618 |
1,689.3 |
|
2.618 |
1,661.1 |
|
4.250 |
1,615.1 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,749.0 |
1,760.9 |
| PP |
1,748.2 |
1,756.1 |
| S1 |
1,747.3 |
1,751.3 |
|