| Trading Metrics calculated at close of trading on 10-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2023 |
10-May-2023 |
Change |
Change % |
Previous Week |
| Open |
2,048.4 |
2,061.5 |
13.1 |
0.6% |
2,019.1 |
| High |
2,064.4 |
2,075.3 |
10.9 |
0.5% |
2,102.2 |
| Low |
2,046.1 |
2,047.9 |
1.8 |
0.1% |
2,004.8 |
| Close |
2,062.4 |
2,056.5 |
-5.9 |
-0.3% |
2,044.2 |
| Range |
18.3 |
27.4 |
9.1 |
49.7% |
97.4 |
| ATR |
31.0 |
30.8 |
-0.3 |
-0.8% |
0.0 |
| Volume |
63,099 |
55,456 |
-7,643 |
-12.1% |
105,389 |
|
| Daily Pivots for day following 10-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.1 |
2,126.7 |
2,071.6 |
|
| R3 |
2,114.7 |
2,099.3 |
2,064.0 |
|
| R2 |
2,087.3 |
2,087.3 |
2,061.5 |
|
| R1 |
2,071.9 |
2,071.9 |
2,059.0 |
2,065.9 |
| PP |
2,059.9 |
2,059.9 |
2,059.9 |
2,056.9 |
| S1 |
2,044.5 |
2,044.5 |
2,054.0 |
2,038.5 |
| S2 |
2,032.5 |
2,032.5 |
2,051.5 |
|
| S3 |
2,005.1 |
2,017.1 |
2,049.0 |
|
| S4 |
1,977.7 |
1,989.7 |
2,041.4 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,342.6 |
2,290.8 |
2,097.8 |
|
| R3 |
2,245.2 |
2,193.4 |
2,071.0 |
|
| R2 |
2,147.8 |
2,147.8 |
2,062.1 |
|
| R1 |
2,096.0 |
2,096.0 |
2,053.1 |
2,121.9 |
| PP |
2,050.4 |
2,050.4 |
2,050.4 |
2,063.4 |
| S1 |
1,998.6 |
1,998.6 |
2,035.3 |
2,024.5 |
| S2 |
1,953.0 |
1,953.0 |
2,026.3 |
|
| S3 |
1,855.6 |
1,901.2 |
2,017.4 |
|
| S4 |
1,758.2 |
1,803.8 |
1,990.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.2 |
2,026.2 |
76.0 |
3.7% |
31.8 |
1.5% |
40% |
False |
False |
49,606 |
| 10 |
2,102.2 |
2,001.0 |
101.2 |
4.9% |
31.4 |
1.5% |
55% |
False |
False |
31,017 |
| 20 |
2,102.2 |
1,999.5 |
102.7 |
5.0% |
31.2 |
1.5% |
56% |
False |
False |
18,503 |
| 40 |
2,102.2 |
1,924.2 |
178.0 |
8.7% |
32.3 |
1.6% |
74% |
False |
False |
11,126 |
| 60 |
2,102.2 |
1,845.7 |
256.5 |
12.5% |
29.1 |
1.4% |
82% |
False |
False |
8,151 |
| 80 |
2,102.2 |
1,845.7 |
256.5 |
12.5% |
28.2 |
1.4% |
82% |
False |
False |
6,494 |
| 100 |
2,102.2 |
1,828.8 |
273.4 |
13.3% |
26.8 |
1.3% |
83% |
False |
False |
5,359 |
| 120 |
2,102.2 |
1,785.6 |
316.6 |
15.4% |
25.4 |
1.2% |
86% |
False |
False |
4,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.8 |
|
2.618 |
2,147.0 |
|
1.618 |
2,119.6 |
|
1.000 |
2,102.7 |
|
0.618 |
2,092.2 |
|
HIGH |
2,075.3 |
|
0.618 |
2,064.8 |
|
0.500 |
2,061.6 |
|
0.382 |
2,058.4 |
|
LOW |
2,047.9 |
|
0.618 |
2,031.0 |
|
1.000 |
2,020.5 |
|
1.618 |
2,003.6 |
|
2.618 |
1,976.2 |
|
4.250 |
1,931.5 |
|
|
| Fisher Pivots for day following 10-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.6 |
2,058.4 |
| PP |
2,059.9 |
2,057.8 |
| S1 |
2,058.2 |
2,057.1 |
|