| 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 |
13,258.75 |
13,410.00 |
151.25 |
1.1% |
13,317.00 |
| High |
13,446.75 |
13,470.25 |
23.50 |
0.2% |
13,370.25 |
| Low |
13,202.75 |
13,361.50 |
158.75 |
1.2% |
13,001.75 |
| Close |
13,409.50 |
13,446.50 |
37.00 |
0.3% |
13,317.75 |
| Range |
244.00 |
108.75 |
-135.25 |
-55.4% |
368.50 |
| ATR |
211.28 |
203.96 |
-7.32 |
-3.5% |
0.00 |
| Volume |
839,699 |
653,399 |
-186,300 |
-22.2% |
3,031,247 |
|
| Daily Pivots for day following 11-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,752.25 |
13,708.25 |
13,506.25 |
|
| R3 |
13,643.50 |
13,599.50 |
13,476.50 |
|
| R2 |
13,534.75 |
13,534.75 |
13,466.50 |
|
| R1 |
13,490.75 |
13,490.75 |
13,456.50 |
13,512.75 |
| PP |
13,426.00 |
13,426.00 |
13,426.00 |
13,437.00 |
| S1 |
13,382.00 |
13,382.00 |
13,436.50 |
13,404.00 |
| S2 |
13,317.25 |
13,317.25 |
13,426.50 |
|
| S3 |
13,208.50 |
13,273.25 |
13,416.50 |
|
| S4 |
13,099.75 |
13,164.50 |
13,386.75 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,335.50 |
14,195.00 |
13,520.50 |
|
| R3 |
13,967.00 |
13,826.50 |
13,419.00 |
|
| R2 |
13,598.50 |
13,598.50 |
13,385.25 |
|
| R1 |
13,458.00 |
13,458.00 |
13,351.50 |
13,528.25 |
| PP |
13,230.00 |
13,230.00 |
13,230.00 |
13,265.00 |
| S1 |
13,089.50 |
13,089.50 |
13,284.00 |
13,159.75 |
| S2 |
12,861.50 |
12,861.50 |
13,250.25 |
|
| S3 |
12,493.00 |
12,721.00 |
13,216.50 |
|
| S4 |
12,124.50 |
12,352.50 |
13,115.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,470.25 |
13,055.75 |
414.50 |
3.1% |
173.25 |
1.3% |
94% |
True |
False |
624,938 |
| 10 |
13,470.25 |
13,001.75 |
468.50 |
3.5% |
177.50 |
1.3% |
95% |
True |
False |
625,370 |
| 20 |
13,470.25 |
12,800.00 |
670.25 |
5.0% |
186.25 |
1.4% |
96% |
True |
False |
628,132 |
| 40 |
13,470.25 |
12,314.00 |
1,156.25 |
8.6% |
216.50 |
1.6% |
98% |
True |
False |
626,360 |
| 60 |
13,470.25 |
11,806.25 |
1,664.00 |
12.4% |
231.50 |
1.7% |
99% |
True |
False |
464,708 |
| 80 |
13,470.25 |
11,429.75 |
2,040.50 |
15.2% |
248.00 |
1.8% |
99% |
True |
False |
348,794 |
| 100 |
13,470.25 |
10,870.00 |
2,600.25 |
19.3% |
250.00 |
1.9% |
99% |
True |
False |
279,179 |
| 120 |
13,470.25 |
10,870.00 |
2,600.25 |
19.3% |
249.25 |
1.9% |
99% |
True |
False |
232,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,932.50 |
|
2.618 |
13,755.00 |
|
1.618 |
13,646.25 |
|
1.000 |
13,579.00 |
|
0.618 |
13,537.50 |
|
HIGH |
13,470.25 |
|
0.618 |
13,428.75 |
|
0.500 |
13,416.00 |
|
0.382 |
13,403.00 |
|
LOW |
13,361.50 |
|
0.618 |
13,294.25 |
|
1.000 |
13,252.75 |
|
1.618 |
13,185.50 |
|
2.618 |
13,076.75 |
|
4.250 |
12,899.25 |
|
|
| Fisher Pivots for day following 11-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
13,436.25 |
13,409.75 |
| PP |
13,426.00 |
13,373.25 |
| S1 |
13,416.00 |
13,336.50 |
|