| Trading Metrics calculated at close of trading on 16-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2023 |
16-May-2023 |
Change |
Change % |
Previous Week |
| Open |
15,945.0 |
15,982.0 |
37.0 |
0.2% |
16,052.0 |
| High |
16,035.0 |
16,025.0 |
-10.0 |
-0.1% |
16,077.0 |
| Low |
15,925.0 |
15,908.0 |
-17.0 |
-0.1% |
15,820.0 |
| Close |
15,965.0 |
15,958.0 |
-7.0 |
0.0% |
15,960.0 |
| Range |
110.0 |
117.0 |
7.0 |
6.4% |
257.0 |
| ATR |
174.9 |
170.7 |
-4.1 |
-2.4% |
0.0 |
| Volume |
43,910 |
57,155 |
13,245 |
30.2% |
287,847 |
|
| Daily Pivots for day following 16-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,314.7 |
16,253.3 |
16,022.4 |
|
| R3 |
16,197.7 |
16,136.3 |
15,990.2 |
|
| R2 |
16,080.7 |
16,080.7 |
15,979.5 |
|
| R1 |
16,019.3 |
16,019.3 |
15,968.7 |
15,991.5 |
| PP |
15,963.7 |
15,963.7 |
15,963.7 |
15,949.8 |
| S1 |
15,902.3 |
15,902.3 |
15,947.3 |
15,874.5 |
| S2 |
15,846.7 |
15,846.7 |
15,936.6 |
|
| S3 |
15,729.7 |
15,785.3 |
15,925.8 |
|
| S4 |
15,612.7 |
15,668.3 |
15,893.7 |
|
|
| 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 |
16,062.0 |
15,820.0 |
242.0 |
1.5% |
140.4 |
0.9% |
57% |
False |
False |
59,618 |
| 10 |
16,087.0 |
15,753.0 |
334.0 |
2.1% |
145.7 |
0.9% |
61% |
False |
False |
61,421 |
| 20 |
16,126.0 |
15,753.0 |
373.0 |
2.3% |
158.3 |
1.0% |
55% |
False |
False |
59,533 |
| 40 |
16,126.0 |
14,617.0 |
1,509.0 |
9.5% |
187.9 |
1.2% |
89% |
False |
False |
60,623 |
| 60 |
16,126.0 |
14,617.0 |
1,509.0 |
9.5% |
203.9 |
1.3% |
89% |
False |
False |
44,628 |
| 80 |
16,126.0 |
14,617.0 |
1,509.0 |
9.5% |
180.6 |
1.1% |
89% |
False |
False |
33,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,522.3 |
|
2.618 |
16,331.3 |
|
1.618 |
16,214.3 |
|
1.000 |
16,142.0 |
|
0.618 |
16,097.3 |
|
HIGH |
16,025.0 |
|
0.618 |
15,980.3 |
|
0.500 |
15,966.5 |
|
0.382 |
15,952.7 |
|
LOW |
15,908.0 |
|
0.618 |
15,835.7 |
|
1.000 |
15,791.0 |
|
1.618 |
15,718.7 |
|
2.618 |
15,601.7 |
|
4.250 |
15,410.8 |
|
|
| Fisher Pivots for day following 16-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,966.5 |
15,971.5 |
| PP |
15,963.7 |
15,967.0 |
| S1 |
15,960.8 |
15,962.5 |
|