| 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 |
13,446.00 |
13,378.75 |
-67.25 |
-0.5% |
13,316.00 |
| High |
13,494.25 |
13,480.00 |
-14.25 |
-0.1% |
13,494.25 |
| Low |
13,310.50 |
13,350.00 |
39.50 |
0.3% |
13,202.75 |
| Close |
13,396.25 |
13,468.00 |
71.75 |
0.5% |
13,396.25 |
| Range |
183.75 |
130.00 |
-53.75 |
-29.3% |
291.50 |
| ATR |
202.51 |
197.33 |
-5.18 |
-2.6% |
0.00 |
| Volume |
628,035 |
495,940 |
-132,095 |
-21.0% |
3,179,435 |
|
| Daily Pivots for day following 15-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,822.75 |
13,775.25 |
13,539.50 |
|
| R3 |
13,692.75 |
13,645.25 |
13,503.75 |
|
| R2 |
13,562.75 |
13,562.75 |
13,491.75 |
|
| R1 |
13,515.25 |
13,515.25 |
13,480.00 |
13,539.00 |
| PP |
13,432.75 |
13,432.75 |
13,432.75 |
13,444.50 |
| S1 |
13,385.25 |
13,385.25 |
13,456.00 |
13,409.00 |
| S2 |
13,302.75 |
13,302.75 |
13,444.25 |
|
| S3 |
13,172.75 |
13,255.25 |
13,432.25 |
|
| S4 |
13,042.75 |
13,125.25 |
13,396.50 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,239.00 |
14,109.00 |
13,556.50 |
|
| R3 |
13,947.50 |
13,817.50 |
13,476.50 |
|
| R2 |
13,656.00 |
13,656.00 |
13,449.75 |
|
| R1 |
13,526.00 |
13,526.00 |
13,423.00 |
13,591.00 |
| PP |
13,364.50 |
13,364.50 |
13,364.50 |
13,397.00 |
| S1 |
13,234.50 |
13,234.50 |
13,369.50 |
13,299.50 |
| S2 |
13,073.00 |
13,073.00 |
13,342.75 |
|
| S3 |
12,781.50 |
12,943.00 |
13,316.00 |
|
| S4 |
12,490.00 |
12,651.50 |
13,236.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,494.25 |
13,202.75 |
291.50 |
2.2% |
152.50 |
1.1% |
91% |
False |
False |
633,864 |
| 10 |
13,494.25 |
13,001.75 |
492.50 |
3.7% |
181.00 |
1.3% |
95% |
False |
False |
621,871 |
| 20 |
13,494.25 |
12,800.00 |
694.25 |
5.2% |
185.00 |
1.4% |
96% |
False |
False |
625,902 |
| 40 |
13,494.25 |
12,525.25 |
969.00 |
7.2% |
207.75 |
1.5% |
97% |
False |
False |
617,695 |
| 60 |
13,494.25 |
11,806.25 |
1,688.00 |
12.5% |
227.50 |
1.7% |
98% |
False |
False |
483,395 |
| 80 |
13,494.25 |
11,488.00 |
2,006.25 |
14.9% |
246.00 |
1.8% |
99% |
False |
False |
362,812 |
| 100 |
13,494.25 |
10,870.00 |
2,624.25 |
19.5% |
248.25 |
1.8% |
99% |
False |
False |
290,407 |
| 120 |
13,494.25 |
10,870.00 |
2,624.25 |
19.5% |
248.25 |
1.8% |
99% |
False |
False |
242,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,032.50 |
|
2.618 |
13,820.25 |
|
1.618 |
13,690.25 |
|
1.000 |
13,610.00 |
|
0.618 |
13,560.25 |
|
HIGH |
13,480.00 |
|
0.618 |
13,430.25 |
|
0.500 |
13,415.00 |
|
0.382 |
13,399.75 |
|
LOW |
13,350.00 |
|
0.618 |
13,269.75 |
|
1.000 |
13,220.00 |
|
1.618 |
13,139.75 |
|
2.618 |
13,009.75 |
|
4.250 |
12,797.50 |
|
|
| Fisher Pivots for day following 15-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
13,450.25 |
13,446.00 |
| PP |
13,432.75 |
13,424.25 |
| S1 |
13,415.00 |
13,402.50 |
|