| Trading Metrics calculated at close of trading on 17-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2023 |
17-May-2023 |
Change |
Change % |
Previous Week |
| Open |
15,982.0 |
15,939.0 |
-43.0 |
-0.3% |
16,052.0 |
| High |
16,025.0 |
16,075.0 |
50.0 |
0.3% |
16,077.0 |
| Low |
15,908.0 |
15,903.0 |
-5.0 |
0.0% |
15,820.0 |
| Close |
15,958.0 |
15,989.0 |
31.0 |
0.2% |
15,960.0 |
| Range |
117.0 |
172.0 |
55.0 |
47.0% |
257.0 |
| ATR |
170.7 |
170.8 |
0.1 |
0.1% |
0.0 |
| Volume |
57,155 |
60,155 |
3,000 |
5.2% |
287,847 |
|
| Daily Pivots for day following 17-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,505.0 |
16,419.0 |
16,083.6 |
|
| R3 |
16,333.0 |
16,247.0 |
16,036.3 |
|
| R2 |
16,161.0 |
16,161.0 |
16,020.5 |
|
| R1 |
16,075.0 |
16,075.0 |
16,004.8 |
16,118.0 |
| PP |
15,989.0 |
15,989.0 |
15,989.0 |
16,010.5 |
| S1 |
15,903.0 |
15,903.0 |
15,973.2 |
15,946.0 |
| S2 |
15,817.0 |
15,817.0 |
15,957.5 |
|
| S3 |
15,645.0 |
15,731.0 |
15,941.7 |
|
| S4 |
15,473.0 |
15,559.0 |
15,894.4 |
|
|
| 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 |
16,075.0 |
15,820.0 |
255.0 |
1.6% |
140.6 |
0.9% |
66% |
True |
False |
57,325 |
| 10 |
16,087.0 |
15,753.0 |
334.0 |
2.1% |
148.2 |
0.9% |
71% |
False |
False |
60,918 |
| 20 |
16,126.0 |
15,753.0 |
373.0 |
2.3% |
161.0 |
1.0% |
63% |
False |
False |
60,262 |
| 40 |
16,126.0 |
14,617.0 |
1,509.0 |
9.4% |
180.6 |
1.1% |
91% |
False |
False |
59,427 |
| 60 |
16,126.0 |
14,617.0 |
1,509.0 |
9.4% |
204.3 |
1.3% |
91% |
False |
False |
45,628 |
| 80 |
16,126.0 |
14,617.0 |
1,509.0 |
9.4% |
181.2 |
1.1% |
91% |
False |
False |
34,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,806.0 |
|
2.618 |
16,525.3 |
|
1.618 |
16,353.3 |
|
1.000 |
16,247.0 |
|
0.618 |
16,181.3 |
|
HIGH |
16,075.0 |
|
0.618 |
16,009.3 |
|
0.500 |
15,989.0 |
|
0.382 |
15,968.7 |
|
LOW |
15,903.0 |
|
0.618 |
15,796.7 |
|
1.000 |
15,731.0 |
|
1.618 |
15,624.7 |
|
2.618 |
15,452.7 |
|
4.250 |
15,172.0 |
|
|
| Fisher Pivots for day following 17-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
15,989.0 |
15,989.0 |
| PP |
15,989.0 |
15,989.0 |
| S1 |
15,989.0 |
15,989.0 |
|