| 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 |
15,992.0 |
15,922.0 |
-70.0 |
-0.4% |
16,052.0 |
| High |
16,039.0 |
15,993.0 |
-46.0 |
-0.3% |
16,077.0 |
| Low |
15,820.0 |
15,908.0 |
88.0 |
0.6% |
15,820.0 |
| Close |
15,899.0 |
15,960.0 |
61.0 |
0.4% |
15,960.0 |
| Range |
219.0 |
85.0 |
-134.0 |
-61.2% |
257.0 |
| ATR |
186.5 |
179.9 |
-6.6 |
-3.5% |
0.0 |
| Volume |
68,016 |
57,389 |
-10,627 |
-15.6% |
287,847 |
|
| Daily Pivots for day following 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,208.7 |
16,169.3 |
16,006.8 |
|
| R3 |
16,123.7 |
16,084.3 |
15,983.4 |
|
| R2 |
16,038.7 |
16,038.7 |
15,975.6 |
|
| R1 |
15,999.3 |
15,999.3 |
15,967.8 |
16,019.0 |
| PP |
15,953.7 |
15,953.7 |
15,953.7 |
15,963.5 |
| S1 |
15,914.3 |
15,914.3 |
15,952.2 |
15,934.0 |
| S2 |
15,868.7 |
15,868.7 |
15,944.4 |
|
| S3 |
15,783.7 |
15,829.3 |
15,936.6 |
|
| S4 |
15,698.7 |
15,744.3 |
15,913.3 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,723.3 |
16,598.7 |
16,101.4 |
|
| R3 |
16,466.3 |
16,341.7 |
16,030.7 |
|
| R2 |
16,209.3 |
16,209.3 |
16,007.1 |
|
| R1 |
16,084.7 |
16,084.7 |
15,983.6 |
16,018.5 |
| PP |
15,952.3 |
15,952.3 |
15,952.3 |
15,919.3 |
| S1 |
15,827.7 |
15,827.7 |
15,936.4 |
15,761.5 |
| S2 |
15,695.3 |
15,695.3 |
15,912.9 |
|
| S3 |
15,438.3 |
15,570.7 |
15,889.3 |
|
| S4 |
15,181.3 |
15,313.7 |
15,818.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,077.0 |
15,820.0 |
257.0 |
1.6% |
129.8 |
0.8% |
54% |
False |
False |
57,569 |
| 10 |
16,126.0 |
15,753.0 |
373.0 |
2.3% |
182.5 |
1.1% |
55% |
False |
False |
65,516 |
| 20 |
16,126.0 |
15,753.0 |
373.0 |
2.3% |
158.6 |
1.0% |
55% |
False |
False |
59,312 |
| 40 |
16,126.0 |
14,617.0 |
1,509.0 |
9.5% |
206.8 |
1.3% |
89% |
False |
False |
61,730 |
| 60 |
16,126.0 |
14,617.0 |
1,509.0 |
9.5% |
205.2 |
1.3% |
89% |
False |
False |
42,949 |
| 80 |
16,126.0 |
14,617.0 |
1,509.0 |
9.5% |
181.0 |
1.1% |
89% |
False |
False |
32,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,354.3 |
|
2.618 |
16,215.5 |
|
1.618 |
16,130.5 |
|
1.000 |
16,078.0 |
|
0.618 |
16,045.5 |
|
HIGH |
15,993.0 |
|
0.618 |
15,960.5 |
|
0.500 |
15,950.5 |
|
0.382 |
15,940.5 |
|
LOW |
15,908.0 |
|
0.618 |
15,855.5 |
|
1.000 |
15,823.0 |
|
1.618 |
15,770.5 |
|
2.618 |
15,685.5 |
|
4.250 |
15,546.8 |
|
|
| Fisher Pivots for day following 12-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,956.8 |
15,953.7 |
| PP |
15,953.7 |
15,947.3 |
| S1 |
15,950.5 |
15,941.0 |
|