| Trading Metrics calculated at close of trading on 15-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2023 |
15-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1,750.4 |
1,742.7 |
-7.7 |
-0.4% |
1,765.6 |
| High |
1,763.1 |
1,776.5 |
13.4 |
0.8% |
1,786.8 |
| Low |
1,734.9 |
1,740.4 |
5.5 |
0.3% |
1,734.9 |
| Close |
1,746.5 |
1,767.5 |
21.0 |
1.2% |
1,746.5 |
| Range |
28.2 |
36.1 |
7.9 |
28.0% |
51.9 |
| ATR |
35.2 |
35.3 |
0.1 |
0.2% |
0.0 |
| Volume |
148,903 |
157,109 |
8,206 |
5.5% |
811,207 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.8 |
1,854.7 |
1,787.4 |
|
| R3 |
1,833.7 |
1,818.6 |
1,777.4 |
|
| R2 |
1,797.6 |
1,797.6 |
1,774.1 |
|
| R1 |
1,782.5 |
1,782.5 |
1,770.8 |
1,790.1 |
| PP |
1,761.5 |
1,761.5 |
1,761.5 |
1,765.2 |
| S1 |
1,746.4 |
1,746.4 |
1,764.2 |
1,754.0 |
| S2 |
1,725.4 |
1,725.4 |
1,760.9 |
|
| S3 |
1,689.3 |
1,710.3 |
1,757.6 |
|
| S4 |
1,653.2 |
1,674.2 |
1,747.6 |
|
|
| 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 |
2.9% |
32.0 |
1.8% |
63% |
False |
False |
166,539 |
| 10 |
1,786.8 |
1,707.9 |
78.9 |
4.5% |
37.4 |
2.1% |
76% |
False |
False |
198,555 |
| 20 |
1,825.5 |
1,707.9 |
117.6 |
6.7% |
33.4 |
1.9% |
51% |
False |
False |
184,269 |
| 40 |
1,827.4 |
1,703.0 |
124.4 |
7.0% |
35.7 |
2.0% |
52% |
False |
False |
186,580 |
| 60 |
1,970.2 |
1,703.0 |
267.2 |
15.1% |
39.3 |
2.2% |
24% |
False |
False |
165,356 |
| 80 |
2,033.3 |
1,703.0 |
330.3 |
18.7% |
38.8 |
2.2% |
20% |
False |
False |
124,071 |
| 100 |
2,033.3 |
1,703.0 |
330.3 |
18.7% |
38.3 |
2.2% |
20% |
False |
False |
99,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,929.9 |
|
2.618 |
1,871.0 |
|
1.618 |
1,834.9 |
|
1.000 |
1,812.6 |
|
0.618 |
1,798.8 |
|
HIGH |
1,776.5 |
|
0.618 |
1,762.7 |
|
0.500 |
1,758.5 |
|
0.382 |
1,754.2 |
|
LOW |
1,740.4 |
|
0.618 |
1,718.1 |
|
1.000 |
1,704.3 |
|
1.618 |
1,682.0 |
|
2.618 |
1,645.9 |
|
4.250 |
1,587.0 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,764.5 |
1,763.6 |
| PP |
1,761.5 |
1,759.6 |
| S1 |
1,758.5 |
1,755.7 |
|